LEADER 04465nam 2200553I 450 001 9910819291603321 005 20191219103429.0 010 $a1-78973-243-3 010 $a1-78973-241-7 035 $a(CKB)4100000009037663 035 $a(MiAaPQ)EBC5850019 035 $a(UtOrBLW)9781789732436 035 $a(EXLCZ)994100000009037663 100 $a20191219h20192019 uy 0 101 0 $aeng 135 $aurun||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aTopics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling$hPart A /$fedited by Ivan Jeliazkov (University of California, USA), Justin L. Tobias (Purdue University, USA) 210 1$aBingley, England :$cEmerald Publishing,$d[2019] 210 4$dİ2019 215 $a1 online resource (331 pages) 225 1 $aAdvances in econometrics ;$v40, Part A 300 $aIncludes index. 311 $a1-78973-242-5 320 $aIncludes bibliographical references. 327 $aForeword / Ivan Jeliazkov and Justin L. Tobias -- 1. An interview with Dale Poirier / Ivan Jeliazkov, Dale J. Poirier and Justin L. Tobias -- 2. Macroeconomic nowcasting using Google probabilities / Gary Koop and Luca Onorante -- 3. Sentiment-based overlapping community discovery / Fulya Ozcan -- 4. Violence in the decond intifada : a demonstration of Bayesian generative cognitive modeling / Percy Mistry and Michael D. Lee -- 5. A Bayesian model for activation and connectivity in task-related fMRI data / Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan and Hernando Ombao -- 6. Robust estimation of ARMA models with near root cancellation / Timothy Cogley and Richard Startz -- 7. A simple efficient moment-based estimator for the stochastic volatility model / Md. Nazmul Ahsan and Jean-Marie Dufour -- 8. A new approach to modeling endogenous gain learning / Eric Gaus and Srikanth Ramamurthy -- 9. How sensitive are VAR forecasts to prior hyperparameters? an automated sensitivity analysis / Joshua C.C. Chan, Liana Jacobi and Dan Zhu -- 10. Stein-like shrinkage estimation of panel data models with common correlated effects / Bai Huang, Tae-Hwy Lee and Aman Ullah -- 11. Predictive testing for granger causality via posterior simulation and cross validation / Gary J. Cornwall, Jeffrey A. Mills, Beau A. Sauley and Huibin Weng -- 12. New evidence on the effect of compulsory schooling laws / Theodore F. Figinski, Alicia Lloro and Phillip Li. 330 $aVolume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance, cognitive science and psychology, neuroscience, and labor economics. Part B examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression. Individual chapters, written by both distinguished researchers and promising young scholars, cover many important topics in statistical and econometric theory and practice. Papers primarily, though not exclusively, adopt Bayesian methods for estimation and inference, although researchers of all persuasions should find considerable interest in the chapters contained in this work. The volume was prepared to honor the career and research contributions of Professor Dale J. Poirier. For researchers in econometrics, this volume includes the most up-to-date research across a wide range of topics. 410 0$aAdvances in econometrics ;$vv. 40, pt. A. 606 $aEconometrics 606 $aBayesian statistical decision theory 606 $aStochastic analysis 606 $aBusiness & Economics$xEconometrics$2bisacsh 606 $aEconometrics$2bicssc 615 0$aEconometrics. 615 0$aBayesian statistical decision theory. 615 0$aStochastic analysis. 615 7$aBusiness & Economics$xEconometrics. 615 7$aEconometrics. 676 $a330.015195 702 $aJeliazkov$b Ivan 702 $aTobias$b Justin L. 801 0$bUtOrBLW 801 1$bUtOrBLW 906 $aBOOK 912 $a9910819291603321 996 $aTopics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling$93979422 997 $aUNINA