Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling.

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

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance, cognitive science and psychology, neuroscience,...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Jeliazkov, Ivan (Επιμελητής έκδοσης), Tobias, Justin L. (Επιμελητής έκδοσης)
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Bingley, U.K. : Emerald Publishing Limited, 2019.
Σειρά:Advances in econometrics ; v. 40, pt. A.
Θέματα:
Econometrics.
Bayesian statistical decision theory.
Stochastic analysis.
Business & Economics > Econometrics.
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Foreword / Ivan Jeliazkov and Justin L. Tobias
  • 1. An interview with Dale Poirier / Ivan Jeliazkov, Dale J. Poirier and Justin L. Tobias
  • 2. Macroeconomic nowcasting using Google probabilities / Gary Koop and Luca Onorante
  • 3. Sentiment-based overlapping community discovery / Fulya Ozcan
  • 4. Violence in the decond intifada : a demonstration of Bayesian generative cognitive modeling / Percy Mistry and Michael D. Lee
  • 5. A Bayesian model for activation and connectivity in task-related fMRI data / Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan and Hernando Ombao
  • 6. Robust estimation of ARMA models with near root cancellation / Timothy Cogley and Richard Startz
  • 7. A simple efficient moment-based estimator for the stochastic volatility model / Md. Nazmul Ahsan and Jean-Marie Dufour
  • 8. A new approach to modeling endogenous gain learning / Eric Gaus and Srikanth Ramamurthy
  • 9. How sensitive are VAR forecasts to prior hyperparameters? an automated sensitivity analysis / Joshua C.C. Chan, Liana Jacobi and Dan Zhu
  • 10. Stein-like shrinkage estimation of panel data models with common correlated effects / Bai Huang, Tae-Hwy Lee and Aman Ullah
  • 11. Predictive testing for granger causality via posterior simulation and cross validation / Gary J. Cornwall, Jeffrey A. Mills, Beau A. Sauley and Huibin Weng
  • 12. New evidence on the effect of compulsory schooling laws / Theodore F. Figinski, Alicia Lloro and Phillip Li.

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