Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis (Record no. 51018)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03262nam a22004335i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4614-1653-1 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211747.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120801s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781461416531 |
| -- | 978-1-4614-1653-1 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 330.1 |
| 245 10 - TITLE STATEMENT | |
| Title | Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis |
| Sub Title | Essays in Honor of Halbert L. White Jr / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XXXIV, 562 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world's foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the "empirical toolbox" that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to "build" the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Chen, Xiaohong. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Swanson, Norman R. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4614-1653-1 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
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| -- | computer |
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| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
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| 347 ## - | |
| -- | text file |
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| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economic theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economic policy. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economic Theory/Quantitative Economics/Mathematical Methods. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economic Policy. |
| 912 ## - | |
| -- | ZDB-2-SBE |
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