UnknownTobias, Justin L.
Emerald Group Publishing Limited (Bingley, UK, 2019) (eng) English9781789732436Advances in econometricsUnknownSTOCHASTIC ANALYSIS.; Emerald Business Management and Economics Ebooks 2019; Includes index; 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, and labor economics. Part B examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.
Individual chapters, written by both distinguished researchers and promising young scholars, cover many important topics in statistical and econometric theory and practice. Papers primarily, though not exclusively, adopt Bayesian methods for estimation and inference, although researchers of all persuasions should find considerable interest in the chapters contained in this work. The volume was prepared to honor the career and research contributions of Professor Dale J. Poirier.
For researchers in econometrics, this volume includes the most up-to-date research across a wide range of topics.
Physical dimension
1 online resource (xi, 318 p.)UnknownUnknown
Summary / review / table of contents
Prelims
An Interview with Dale Poirier
Macroeconomic Nowcasting Using Google Probabilities
Sentiment-based Overlapping Community Discovery
Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling
A Bayesian Model for Activation and Connectivity in Task-related fMRI Data
Robust Estimation of ARMA Models with Near Root Cancellation
A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model
A New Approach to Modeling Endogenous Gain Learning
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects
Predictive Testing for Granger Causality via Posterior Simulation and Cross-validation
New Evidence on the Effect of Compulsory Schooling Laws