Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling : Part A / edited by Ivan Jeliazkov, University of California, USA Justin L. Tobias, Purdue University, USA.
Material type:
TextSeries: Advances in econometrics ; v. 40A.Publisher: United Kingdom : Emerald Publishing, 2019Copyright date: ©2019Edition: First editionDescription: 1 online resource (331 p.)ISBN: - 9781838674212
- 1838674217
- 9781789732436
- 1789732433
- 330.01/5195 23
- HB139 .T67 2019
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
eBook
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e-Library | EBSCO Business | Available |
Description based upon print version of record.
In honor of Dale J. Poirier, experienced editors Ivan Jeliazkov and Justin Tobias bring together a cast of expert contributors to explore the most up-to-date research on econometrics, including subjects such as panel data models, posterior simulation, and Bayesian models.
Print version record.
Includes bibliographical references and index.
"Intended to honor the scholarship of ... Professor Dale J. Poirier"--Page vii.
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.
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