Volume 27 of the International Symposia in Economic Theory and Econometrics series collects a range of unique and diverse chapters, each investigating different spheres of development in emerging markets with a specific focus on significant engines of growth and advancement in the Asia-Pacific
Looking at the most sensitive issues behind economic growth in emerging markets, and particularly their long-term prospects, the chapters included in this volume explore the newest fields of research to understand the potential of these markets better. Including chapters from leading scholars
worldwide, the volume provides comprehensive coverage of the key topics in fields spanning SMEs, terrorism, manufacturing waste reduction, financial literacy, female empowerment, leadership and corporate management, and the relationship between environmental, social, governance, and firm
For students, researchers and practitioners, this volume offers a dynamic reference resource on emerging markets across a diverse range of topics.
Technical analysis points out that the best source of information to beat the market is the price itself. Introducing readers to technical analysis in a more succinct and practical way, Ramlall focuses on the key aspects, benefits, drawbacks, and the main tools of technical analysis. Chart Patterns,
Point & Figure, Stochastics, Sentiment indicators, Elliot Wave Theory, RSI, R, Candlesticks and more are covered, including both the concepts and the practical applications. Also including programming technical analysis tools, this book is a valuable tool for both researchers and practitioners.
The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues include parallel computation, Hamiltonian Monte Carlo, dynamic model selection, small sample comparison of structural models, Bayesian thresholding
methods in hierarchical graphical models, adaptive reversible jump MCMC, LASSO estimators, parameter expansion algorithms, the implementation of parameter and non-parameter-based approaches to variable selection, a survey of key results in objective Bayesian model selection methodology, and a
careful look at the modeling of endogeneity in discrete data settings. Important contemporary questions are examined in applications in macroeconomics, finance, banking, labor economics, industrial organization, and transportation, among others, in which model uncertainty is a central consideration.
Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applications lie at the center of policy questions raised by the recent financial crises, such as the connections between yields on government debt, credit
risk, inflation, and economic growth. This volume collects a key selection of up-to-date contributions that cover a wide range of issues in the context of dynamic factor modeling, such as specification, estimation, and application of DFMs. Examples include further developments in DFM for
mixed-frequency data settings, extensions to time-varying parameters and structural breaks, for multi-level factors associated with subsets of variables, in factor augmented error correction models, and in many other related aspects. A number of contributions propose new estimation procedures for
DFM, such as spectral expectation-maximization algorithms and Bayesian approaches. Numerous applications are discussed, including the dating of business cycles, implied volatility surfaces, professional forecaster survey data, and many more.
Thomas B. Fomby, Juan Carlos Escanciano, Eric Hillebrand, Ivan Jeliazkov, R. Carter Hill, R. Carter Hill, Gloria GonzalezRivera, TaeHwy Lee
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics include
nonparametric/semiparametric econometrics; finite sample econometrics; shrinkage methods; information/entropy econometrics; model specification testing; robust inference; panel/spatial models. Advances in Econometrics is a research annual whose editorial policy is to publish original research
articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research.
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, HAC, HAR and various sandwich estimators, as well as asymptotic distributions for using information criteria to distinguish between the unit root model and explosive
models. Other chapters address topics such as structural breaks or growth empirics; auction models; and semiparametric methods testing for common vs. individual trends. Three chapters provide novel empirical approaches to applied problems, such as estimating the impact of survey mode on responses,
or investigating how cross-sectional and spatial dependence of mortgages varies by default rates and geography. In the final chapters, Cheng Hsiao offers a forward-focused discussion of the role of big data in economics.
For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the field.
This is Volume 24 of the monograph series International Symposia in Economic Theory and Econometrics. ISETE publishes proceedings of conferences and symposia, as well as research monographs of the highest quality and importance. All articles published in these volumes are refereed relative to the
standards of the best journals, therefore not all papers presented at related symposia are published in these proceedings volumes. The topics chosen for these volumes are those of particular research importance at the time of the selection of the topic.
Replication in Experimental Economics' highlights the importance of replicating previous economic experiments for understanding the robustness and generalizability of behavior. Replication enables experimental findings to be subjected to rigorous scrutiny. Despite this obvious advantage, direct
replication remains relatively scant in economics. One possible explanation for this situation is that publication outlets favor novel work over tests of robustness. This volume of Research in Experimental Economics raises awareness of the need for replication by being the first collection of papers
specifically dedicated to the replication of previously published work. The chapters, by leading researchers in the field, explore the robustness of topics from the effects of subsidizing charitable giving to people's ability to backwards induct and from the impact of social history on trust to the
role of isolation on valuation. Readers will gain a better understanding of the role that replication plays in scientific discovery as well as valuable insights into the robustness of previously reported findings.
Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. Volume 37 exemplifies this focus
by highlighting key research from new developments in econometrics.