Uncertainty Analysis in Econometrics with Applications

Download Uncertainty Analysis in Econometrics with Applications PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642354432
Total Pages : 323 pages
Book Rating : 4.6/5 (423 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty Analysis in Econometrics with Applications by : Van-Nam Huynh

Download or read book Uncertainty Analysis in Econometrics with Applications written by Van-Nam Huynh and published by Springer Science & Business Media. This book was released on 2012-12-14 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization. This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.

Applied Research in Uncertainty Modeling and Analysis

Download Applied Research in Uncertainty Modeling and Analysis PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387235507
Total Pages : 547 pages
Book Rating : 4.3/5 (872 download)

DOWNLOAD NOW!


Book Synopsis Applied Research in Uncertainty Modeling and Analysis by : Bilal M. Ayyub

Download or read book Applied Research in Uncertainty Modeling and Analysis written by Bilal M. Ayyub and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application areas of uncertainty are numerous and diverse, including all fields of engineering, computer science, systems control and finance. Determining appropriate ways and methods of dealing with uncertainty has been a constant challenge. The theme for this book is better understanding and the application of uncertainty theories. This book, with invited chapters, deals with the uncertainty phenomena in diverse fields. The book is an outgrowth of the Fourth International Symposium on Uncertainty Modeling and Analysis (ISUMA), which was held at the center of Adult Education, College Park, Maryland, in September 2003. All of the chapters have been carefully edited, following a review process in which the editorial committee scrutinized each chapter. The contents of the book are reported in twenty-three chapters, covering more than . . ... pages. This book is divided into six main sections. Part I (Chapters 1-4) presents the philosophical and theoretical foundation of uncertainty, new computational directions in neural networks, and some theoretical foundation of fuzzy systems. Part I1 (Chapters 5-8) reports on biomedical and chemical engineering applications. The sections looks at noise reduction techniques using hidden Markov models, evaluation of biomedical signals using neural networks, and changes in medical image detection using Markov Random Field and Mean Field theory. One of the chapters reports on optimization in chemical engineering processes.

The Uncertainty Analysis of Model Results

Download The Uncertainty Analysis of Model Results PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319762974
Total Pages : 346 pages
Book Rating : 4.3/5 (197 download)

DOWNLOAD NOW!


Book Synopsis The Uncertainty Analysis of Model Results by : Eduard Hofer

Download or read book The Uncertainty Analysis of Model Results written by Eduard Hofer and published by Springer. This book was released on 2018-05-02 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a practical guide to the uncertainty analysis of computer model applications. Used in many areas, such as engineering, ecology and economics, computer models are subject to various uncertainties at the level of model formulations, parameter values and input data. Naturally, it would be advantageous to know the combined effect of these uncertainties on the model results as well as whether the state of knowledge should be improved in order to reduce the uncertainty of the results most effectively. The book supports decision-makers, model developers and users in their argumentation for an uncertainty analysis and assists them in the interpretation of the analysis results.

Econometric Analysis of Cross Section and Panel Data, second edition

Download Econometric Analysis of Cross Section and Panel Data, second edition PDF Online Free

Author :
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

DOWNLOAD NOW!


Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Causal Inference in Econometrics

Download Causal Inference in Econometrics PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319272845
Total Pages : 638 pages
Book Rating : 4.3/5 (192 download)

DOWNLOAD NOW!


Book Synopsis Causal Inference in Econometrics by : Van-Nam Huynh

Download or read book Causal Inference in Econometrics written by Van-Nam Huynh and published by Springer. This book was released on 2015-12-28 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the analysis of causal inference which is one of the most difficult tasks in data analysis: when two phenomena are observed to be related, it is often difficult to decide whether one of them causally influences the other one, or whether these two phenomena have a common cause. This analysis is the main focus of this volume. To get a good understanding of the causal inference, it is important to have models of economic phenomena which are as accurate as possible. Because of this need, this volume also contains papers that use non-traditional economic models, such as fuzzy models and models obtained by using neural networks and data mining techniques. It also contains papers that apply different econometric models to analyze real-life economic dependencies.

Modeling Dependence in Econometrics

Download Modeling Dependence in Econometrics PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3319033956
Total Pages : 570 pages
Book Rating : 4.3/5 (19 download)

DOWNLOAD NOW!


Book Synopsis Modeling Dependence in Econometrics by : Van-Nam Huynh

Download or read book Modeling Dependence in Econometrics written by Van-Nam Huynh and published by Springer Science & Business Media. This book was released on 2013-11-18 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the relation between others can be well approximated by linear functions. As a result of this complexity, when we apply traditional statistical techniques - developed for science and engineering - to process economic data, the inadequate treatment of dependence leads to misleading models and erroneous predictions. Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis. To make economic models more adequate, we need more accurate techniques for describing dependence. Such techniques are currently being developed. This book contains description of state-of-the-art techniques for modeling dependence and economic applications of these techniques. Most of these research developments are centered around the notion of a copula - a general way of describing dependence in probability theory and statistics. To be even more adequate, many papers go beyond traditional copula techniques and take into account, e.g., the dynamical (changing) character of the dependence in economics.

Applied Econometrics with R

Download Applied Econometrics with R PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387773185
Total Pages : 229 pages
Book Rating : 4.3/5 (877 download)

DOWNLOAD NOW!


Book Synopsis Applied Econometrics with R by : Christian Kleiber

Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Studies in the Economics of Uncertainty

Download Studies in the Economics of Uncertainty PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461389224
Total Pages : 233 pages
Book Rating : 4.4/5 (613 download)

DOWNLOAD NOW!


Book Synopsis Studies in the Economics of Uncertainty by : Thomas B. Fomby

Download or read book Studies in the Economics of Uncertainty written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies in the Economics of Uncertainty presents some new developments in the economics of uncertainty produced by leading scholars in the field. The contributions to this Festschrift in honor of Professor Josef Hadar of Southern Methodist University cover a broad range of topics centered on the principle of Stochastic Dominance. Topics covered range from theoretical and statistical developments on Stochastic Dominance to new applications of the Stochastic Dominance Theory. The intended audience includes researchers interested in recent developments in tools used for decision-making under uncertainty as well as economists currently applying Stochastic Dominance principles to the analysis of the Theory of Firm, International Trade, and the Theory of Finance.

Financial Econometrics

Download Financial Econometrics PDF Online Free

Author :
Publisher :
ISBN 13 : 9783030986902
Total Pages : 0 pages
Book Rating : 4.9/5 (869 download)

DOWNLOAD NOW!


Book Synopsis Financial Econometrics by : Nguyen Ngoc Thach

Download or read book Financial Econometrics written by Nguyen Ngoc Thach and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Econometric Methods with Applications in Business and Economics

Download Econometric Methods with Applications in Business and Economics PDF Online Free

Author :
Publisher : OUP Oxford
ISBN 13 : 0191608408
Total Pages : 816 pages
Book Rating : 4.1/5 (916 download)

DOWNLOAD NOW!


Book Synopsis Econometric Methods with Applications in Business and Economics by : Christiaan Heij

Download or read book Econometric Methods with Applications in Business and Economics written by Christiaan Heij and published by OUP Oxford. This book was released on 2004-03-25 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.

Microeconometrics

Download Microeconometrics PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1139444867
Total Pages : 1058 pages
Book Rating : 4.1/5 (394 download)

DOWNLOAD NOW!


Book Synopsis Microeconometrics by : A. Colin Cameron

Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Application of Uncertainty Analysis to Ecological Risks of Pesticides

Download Application of Uncertainty Analysis to Ecological Risks of Pesticides PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1439807353
Total Pages : 230 pages
Book Rating : 4.4/5 (398 download)

DOWNLOAD NOW!


Book Synopsis Application of Uncertainty Analysis to Ecological Risks of Pesticides by : William J. Warren-Hicks

Download or read book Application of Uncertainty Analysis to Ecological Risks of Pesticides written by William J. Warren-Hicks and published by CRC Press. This book was released on 2010-04-07 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: While current methods used in ecological risk assessments for pesticides are largely deterministic, probabilistic methods that aim to quantify variability and uncertainty in exposure and effects are attracting growing interest from industries and governments. Probabilistic methods offer more realistic and meaningful estimates of risk and hence, pot

Regression Analysis Under A Priori Parameter Restrictions

Download Regression Analysis Under A Priori Parameter Restrictions PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461405742
Total Pages : 245 pages
Book Rating : 4.4/5 (614 download)

DOWNLOAD NOW!


Book Synopsis Regression Analysis Under A Priori Parameter Restrictions by : Pavel S. Knopov

Download or read book Regression Analysis Under A Priori Parameter Restrictions written by Pavel S. Knopov and published by Springer Science & Business Media. This book was released on 2011-09-28 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance

Econometric Analysis

Download Econometric Analysis PDF Online Free

Author :
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 506 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis Econometric Analysis by : James L. Doti

Download or read book Econometric Analysis written by James L. Doti and published by Prentice Hall. This book was released on 1987 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uncertainty in Economics

Download Uncertainty in Economics PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 584 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Uncertainty in Economics by : Peter A. Diamond

Download or read book Uncertainty in Economics written by Peter A. Diamond and published by . This book was released on 1978 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: The First Edition, published in 1978, brought together classic and modern thinking in the economics of uncertainty and provided the first text in the area. This Second Edition includes three new articles, added material on search theory, an additional preface, and updated references. Articles, introduced with brief commentaries, are divided into three broad sections: theory of choice under uncertainty, general equilibrium models of financial institutions, and models of the effects of uncertainty on market institutions.

Current Issues in Asian Tourism

Download Current Issues in Asian Tourism PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1000012433
Total Pages : 333 pages
Book Rating : 4.0/5 ( download)

DOWNLOAD NOW!


Book Synopsis Current Issues in Asian Tourism by : Chris Cooper

Download or read book Current Issues in Asian Tourism written by Chris Cooper and published by Routledge. This book was released on 2020-06-09 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive volume was put together in response to the growing amount of research on tourism in Asia and an increasing number of authors from Asian countries. It concentrates on two aspects of Asian Tourism: first, the Asian tourists themselves, and second, economic development and tourism in the Asian region. The first part of the collection focuses on three areas: the motivations of different types of Asian tourist; the characteristics and behaviour of particular Asian tourist segments; and, finally, an analysis of specific research issues. The second part of the book then goes on to explore the governance and organisation of tourism in the Asian region, and the nature of Asian growth and competitiveness as it relates to tourism. The articles in this book were originally published in the journal Current Issues in Tourism.

Probabilistic uncertainty analysis and its applications in option models

Download Probabilistic uncertainty analysis and its applications in option models PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)

DOWNLOAD NOW!


Book Synopsis Probabilistic uncertainty analysis and its applications in option models by : Motoi J. Namihira

Download or read book Probabilistic uncertainty analysis and its applications in option models written by Motoi J. Namihira and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: