Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling : Part A /

In honor of Dale J. Poirier, experienced editors Ivan Jeliazkov and Justin Tobias bring together a cast of expert contributors to explore the most up-to-date research on econometrics, including subjects such as panel data models, posterior simulation, and Bayesian models.

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Poirier, Dale J. (honouree.), Jeliazkov, Ivan, 1973- (Editor), Tobias, Justin L. (Editor)
Format: Electronic eBook
Language:Inglés
Published: United Kingdom : Emerald Publishing, 2019.
Edition:First edition.
Series:Advances in econometrics ; v. 40A.
Subjects:
Econometrics.
Bayesian statistical decision theory.
Stochastic analysis.
Économétrie.
Théorie de la décision bayésienne.
Analyse stochastique.
Business & Economics > Econometrics.
Bayesian statistical decision theory
Econometrics
Stochastic analysis
Online Access:Texto completo
Texto completo
Table of Contents:
  • Foreword / Ivan Jeliazkov and Justin Tobias
  • 1. A Semiparametric Stochastic Frontier Model with Correlated Effects / Gholamreza Hajargasht and William Griffiths
  • 2. A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations / Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu
  • 3. An Alternate Parameterization for Bayesian Nonparametric / Semiparametric Regression / Joshua Chan and Justin Tobias
  • 4. Variable Selection in Sparse Semiparametric Single Index Models / Jianghao Chu, Tae-Hwy Lee and Aman Ullah
  • 5. Fully Nonparametric Bayesian Additive Regression Trees / Edward George, Prakash Laud, Brent Logan, Robert McCulloch and Rodney Sparapani
  • 6. Bayesian A/B Inference / John Geweke
  • 7. Scalable semiparametric inference for the means of heavy-tailed distributions / Hedibert Lopes, Matthew Taddy and Matthew Gardner
  • 8. Estimation and Applications of Quantile Regression for Binary Longitudinal Data / Mohammad Arshad Rahman and Angela Vossmeyer
  • 9. On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective / Debajit Dutta, Subhra Sankar Dhar and Amit Mitra
  • 10. Flexible Bayesian Quantile Regression in Ordinal Models / Mohammad Arshad Rahman and Shubham Karnawat
  • 11. A Reaction / Dale Poirier.

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