Robustness in Econometrics

Table of Contents

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   Book Overview
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   Chapter 1 Robust Estimation of Heckman Model
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   Chapter 2 Sequential Monte Carlo Sampling for State Space Models
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   Chapter 3 Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty
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   Chapter 4 Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions
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   Chapter 5 Econometric Models of Probabilistic Choice: Beyond McFadden’s Formulas
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   Chapter 6 How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES
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   Chapter 7 How to Make Plausibility-Based Forecasting More Accurate
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   Chapter 8 Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression
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    Chapter 9 Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence
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    Chapter 10 Prior-Free Probabilistic Inference for Econometricians
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    Chapter 11 Robustness in Forecasting Future Liabilities in Insurance
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    Chapter 12 On Conditioning in Multidimensional Probabilistic Models
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    Chapter 13 New Estimation Method for Mixture of Normal Distributions
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    Chapter 14 EM Estimation for Multivariate Skew Slash Distribution
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    Chapter 15 Constructions of Multivariate Copulas
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    Chapter 16 Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models
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    Chapter 17 International Yield Curve Prediction with Common Functional Principal Component Analysis
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    Chapter 18 An Alternative to p-Values in Hypothesis Testing with Applications in Model Selection of Stock Price Data
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    Chapter 19 Confidence Intervals for the Common Mean of Several Normal Populations
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    Chapter 20 A Generalized Information Theoretical Approach to Non-linear Time Series Model
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    Chapter 21 Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model
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    Chapter 22 A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression
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    Chapter 23 Key Economic Sectors and Their Transitions: Analysis of World Input-Output Network
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    Chapter 24 Natural Resources, Financial Development and Sectoral Value Added in a Resource Based Economy
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    Chapter 25 Can Bagging Improve the Forecasting Performance of Tourism Demand Models?
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    Chapter 26 The Role of Asian Credit Default Swap Index in Portfolio Risk Management
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    Chapter 27 Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts
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    Chapter 28 Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models
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    Chapter 29 Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators
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    Chapter 30 Forecasting Cash Holding with Cash Deposit Using Time Series Approaches
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    Chapter 31 Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models
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    Chapter 32 Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression
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    Chapter 33 Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model
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    Chapter 34 Gravity Model of Trade with Linear Quantile Mixed Models Approach
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    Chapter 35 Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach
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    Chapter 36 Quantile Forecasting of PM10 Data in Korea Based on Time Series Models
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    Chapter 37 Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand?
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    Chapter 38 Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach
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    Chapter 39 The Visitors’ Attitudes and Perceived Value Toward Rural Regeneration Community Development of Taiwan
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    Chapter 40 Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk
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    Chapter 41 Estimating Efficiency of Stock Return with Interval Data
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    Chapter 42 The Impact of Extreme Events on Portfolio in Financial Risk Management
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    Chapter 43 Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data