Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
Published on 18. October 2019
Book
Hardback
272 pages
978-1-83867-420-5 (ISBN)
Description
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.
For researchers in econometrics, this volume includes the most up-to-date research across a wide range of topics.
Reviews / Votes
This work presents recent work in statistical and economic theory and practice; most of the papers apply Bayesian methods for estimation and inference. The book provides 11 chapters by established and emerging scholars, including two chapters on stochastic frontier models, three chapters on quantile regression, a set of three chapters on semiparametric and nonparametric modeling, and two chapters on developing methodologies for making quick and reliable inference in A/B experiments. The book will be of interest to researchers in econometrics. Distributed in North America by Turpin Distribution. -- Annotation (c)2019 * (protoview.com) *More details
Series
Language
English
Place of publication
Bingley
United Kingdom
Target group
Professional and scholarly
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 19 mm
Weight
549 gr
ISBN-13
978-1-83867-420-5 (9781838674205)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Ivan Jeliazkov | Justin Tobias
Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
E-Book
10/2019
1st Edition
Emerald Publishing Limited
€104.99
Available for download
Persons
Ivan Jeliazkov is Associate Professor of Economics at the University of California, Irvine. He has served as Series Editor for Advances in Econometrics since 2010 and has also worked on the editorial boards of JASA/TAS Reviews and the International Journal of Mathematical Modelling and Numerical Optimisation. His research encompasses Bayesian modelling and inference, simulation-based estimation, nonparametric modelling, discrete data analysis, and model comparison.
Justin Tobias is Professor and Head of the Economics Department at Purdue University. He received his PhD from the University of Chicago in 1999 and has contributed to and served as an Associate Editor for several leading econometrics journals, including the Journal of Applied Econometrics and Journal of Business and Economic Statistics. His work focuses primarily on the development and application of Bayesian microeconometric methods.
Justin Tobias is Professor and Head of the Economics Department at Purdue University. He received his PhD from the University of Chicago in 1999 and has contributed to and served as an Associate Editor for several leading econometrics journals, including the Journal of Applied Econometrics and Journal of Business and Economic Statistics. His work focuses primarily on the development and application of Bayesian microeconometric methods.
Content
Foreword; Ivan Jeliazkov and Justin Tobias 1. A Semiparametric Stochastic Frontier Model with Correlated Effects; Gholamreza Hajargasht and William Griffiths
2. A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations; Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu
3. An Alternate Parameterization for Bayesian Nonparametric / Semiparametric Regression; Joshua Chan and Justin Tobias
4. Variable Selection in Sparse Semiparametric Single Index Models; Jianghao Chu, Tae-Hwy Lee and Aman Ullah
5. Fully Nonparametric Bayesian Additive Regression Trees; Edward George, Prakash Laud, Brent Logan, Robert McCulloch and Rodney Sparapani
6. Bayesian A/B Inference; John Geweke
7. Scalable semiparametric inference for the means of heavy-tailed distributions; Hedibert Lopes, Matthew Taddy and Matthew Gardner
8. Estimation and Applications of Quantile Regression for Binary Longitudinal Data; Mohammad Arshad Rahman and Angela Vossmeyer
9. On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective; Debajit Dutta, Subhra Sankar Dhar and Amit Mitra
10. Flexible Bayesian Quantile Regression in Ordinal Models; Mohammad Arshad Rahman and Shubham Karnawat
11. A Reaction; Dale Poirier
2. A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations; Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu
3. An Alternate Parameterization for Bayesian Nonparametric / Semiparametric Regression; Joshua Chan and Justin Tobias
4. Variable Selection in Sparse Semiparametric Single Index Models; Jianghao Chu, Tae-Hwy Lee and Aman Ullah
5. Fully Nonparametric Bayesian Additive Regression Trees; Edward George, Prakash Laud, Brent Logan, Robert McCulloch and Rodney Sparapani
6. Bayesian A/B Inference; John Geweke
7. Scalable semiparametric inference for the means of heavy-tailed distributions; Hedibert Lopes, Matthew Taddy and Matthew Gardner
8. Estimation and Applications of Quantile Regression for Binary Longitudinal Data; Mohammad Arshad Rahman and Angela Vossmeyer
9. On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective; Debajit Dutta, Subhra Sankar Dhar and Amit Mitra
10. Flexible Bayesian Quantile Regression in Ordinal Models; Mohammad Arshad Rahman and Shubham Karnawat
11. A Reaction; Dale Poirier