rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis
    sub title: Essays in Honor of Halbert L. White Jr
  name:
    name part: Chen, Xiaohong.
    role:
      role term: editor.
  name:
    name part: Swanson, Norman R.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XXXIV, 562 p. online resource.
  abstract: This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
  note: edited by Xiaohong Chen, Norman R. Swanson.
  subject:
    topic: Economic theory
  subject:
    topic: Economic policy
  subject:
    topic: Economics
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Economic Policy
  classification: HB1-846.8
  classification: 330.1
  related item:
    title info:
      title: Springer eBooks
  identifier: 9781461416531
  identifier: http://dx.doi.org/10.1007/978-1-4614-1653-1
  record info:
    record creation date: 120801
    record change date: 20151204174756.0
    record identifier: 978-1-4614-1653-1