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Author: Alfred Galichon Publisher: ISBN: 9780549024767 Category : Languages : en Pages : 110
Book Description
The second essay propose an alternative testing methodology with favorable computational properties, the "Dilation Bootstrap," a testing methodology based on probabilistic coupling representations of the empirical distribution.
Author: Alfred Galichon Publisher: ISBN: 9780549024767 Category : Languages : en Pages : 110
Book Description
The second essay propose an alternative testing methodology with favorable computational properties, the "Dilation Bootstrap," a testing methodology based on probabilistic coupling representations of the empirical distribution.
Author: Nguyen Ngoc Thach Publisher: Springer ISBN: 9783031591099 Category : Technology & Engineering Languages : en Pages : 0
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.
Author: Yoosoon Chang Publisher: Emerald Group Publishing ISBN: 1837532125 Category : Business & Economics Languages : en Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Author: R. Carter Hill Publisher: Emerald Group Publishing ISBN: 1785607863 Category : Business & Economics Languages : en Pages : 680
Book Description
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Author: Alfred Galichon
Author: Alfred Galichon
Author: Nguyen Ngoc Thach
Author: Yoosoon Chang
Author: Mateusz P. Dziubinski
Author: 
Author: R. Carter Hill
Author: Qifeng Weng
Author: 
Author: P. C. B. Phillips
Author: Barry Eichengreen