Partial Identification in Econometrics and Related Topics

Partial Identification in Econometrics and Related Topics PDF Author: Nguyen Ngoc Thach
Publisher: Springer Nature
ISBN: 3031591100
Category :
Languages : en
Pages : 724

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Book Description

Partial Identification in Econometrics and Related Topics

Partial Identification in Econometrics and Related Topics PDF Author: Nguyen Ngoc Thach
Publisher: Springer Nature
ISBN: 3031591100
Category :
Languages : en
Pages : 724

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Book Description


Prediction and Causality in Econometrics and Related Topics

Prediction and Causality in Econometrics and Related Topics PDF Author: Nguyen Ngoc Thach
Publisher: Springer Nature
ISBN: 303077094X
Category : Technology & Engineering
Languages : en
Pages : 691

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Book Description
This book provides the ultimate goal of economic studies to predict how the economy develops—and what will happen if we implement different policies. To be able to do that, we need to have a good understanding of what causes what in economics. Prediction and causality in economics are the main topics of this book's chapters; they use both more traditional and more innovative techniques—including quantum ideas -- to make predictions about the world economy (international trade, exchange rates), about a country's economy (gross domestic product, stock index, inflation rate), and about individual enterprises, banks, and micro-finance institutions: their future performance (including the risk of bankruptcy), their stock prices, and their liquidity. Several papers study how COVID-19 has influenced the world economy. This book helps practitioners and researchers to learn more about prediction and causality in economics -- and to further develop this important research direction.

Partial Identification of Probability Distributions

Partial Identification of Probability Distributions PDF Author: Charles F. Manski
Publisher: Springer Science & Business Media
ISBN: 038721786X
Category : Mathematics
Languages : en
Pages : 188

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Book Description
The book presents in a rigorous and thorough manner the main elements of Charles Manski's research on partial identification of probability distributions. The approach to inference that runs throughout the book is deliberately conservative and thoroughly nonparametric. There is an enormous scope for fruitful inference using data and assumptions that partially identify population parameters.

Microeconometrics

Microeconometrics PDF Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280811
Category : Literary Criticism
Languages : en
Pages : 365

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Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Applications of Optimal Transport to Economics and Related Topics

Applications of Optimal Transport to Economics and Related Topics PDF Author: Vladik Kreinovich
Publisher: Springer Nature
ISBN: 3031677706
Category :
Languages : en
Pages : 683

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Book Description


Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics PDF Author: Nguyen Ngoc Thach
Publisher: Springer Nature
ISBN: 3030986896
Category : Technology & Engineering
Languages : en
Pages : 865

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Book Description
This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.

Partial Identification in Econometrics and Related Topics

Partial Identification in Econometrics and Related Topics PDF Author: Nguyen Ngoc Thach
Publisher: Springer
ISBN: 9783031591099
Category : Technology & Engineering
Languages : en
Pages : 0

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Book Description
This book covers data processing techniques, with economic and financial application being the unifying theme. To make proper investments in economy, the authors need to have a good understanding of the future trends: how will demand change, how will prices change, etc. In general, in science, the usual way to make predictions is: to identify a model that best fits the current dynamics, and to use this model to predict the future behavior. In many practical situations—especially in economics—our past experiences are limited. As a result, the authors can only achieve a partial identification. It is therefore important to be able to make predictions based on such partially identified models—which is the main focus of this book. This book emphasizes partial identification techniques, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as game-theoretic approach, interval techniques, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (credit and banking, energy, health, labor, tourism, international trade) to specific issues affecting economy such as ecology, national culture, government regulations, and the existence of shadow economy. This book shows what has been achieved, but even more important are remaining open problems. The authors hope that this book will: inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena. The authors want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments. The publication of this book—and organization of the conference at which these papers were presented—was supported: by the Ho Chi Minh University of Banking (HUB), Vietnam, and by the Vingroup Innovation Foundation (VINIF). The authors thank the leadership and staff of HUB and VINIF for providing crucial support.

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling PDF Author: Ivan Jeliazkov
Publisher: Emerald Group Publishing
ISBN: 1789732417
Category : Business & Economics
Languages : en
Pages : 331

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Book Description
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.

Theory of Random Sets

Theory of Random Sets PDF Author: Ilya Molchanov
Publisher: Springer Science & Business Media
ISBN: 9781852338923
Category : Mathematics
Languages : en
Pages : 508

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Book Description
This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine

Random Sets in Econometrics

Random Sets in Econometrics PDF Author: Ilya Molchanov
Publisher: Cambridge University Press
ISBN: 1107121205
Category : Business & Economics
Languages : en
Pages : 199

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Book Description
This is the first full-length study of how the theory of random sets can be applied in econometrics.