MARC details
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| 001 - NÚMERO DE CONTROL |
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95387 |
| 003 - IDENTIFICADOR DEL NÚMERO DE CONTROL |
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ES-MaUEC |
| 005 - FECHA Y HORA DE LA ÚLTIMA TRANSACCIÓN |
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20230102112701.0 |
| 006 - CÓDIGOS DE INFORMACIÓN DE LONGITUD FIJA--CARACTERÍSTICAS DEL MATERIAL ADICIONAL |
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| 007 - CAMPO FIJO DE DESCRIPCIÓN FÍSICA--INFORMACIÓN GENERAL |
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| 008 - DATOS DE LONGITUD FIJA--INFORMACIÓN GENERAL |
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| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO |
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| Número Internacional Estándar del Libro |
3319507427 |
| Información calificativa |
(electronic bk.) |
| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO |
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| Número Internacional Estándar del Libro |
9783319507422 |
| Información calificativa |
(electronic bk.) |
| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO |
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| ISBN cancelado o inválido |
3319507419 |
| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO |
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| ISBN cancelado o inválido |
9783319507415 |
| Información calificativa |
(print) |
| 035 ## - NÚMERO DE CONTROL DEL SISTEMA |
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| Número de control de sistema |
(OCoLC)972735320 |
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(OCoLC)974455511 |
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(OCoLC)974554017 |
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(OCoLC)981869175 |
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(OCoLC)1005771828 |
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(OCoLC)1012016594 |
| 040 ## - FUENTE DE LA CATALOGACIÓN |
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| Centro catalogador/agencia de origen |
GW5XE |
| Centro/agencia transcriptor |
GW5XE |
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YDX |
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U3W |
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ES-MaUEC |
| Lengua de catalogación |
spa |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Número de clasificación |
HB139 |
| Número de documento/Ítem |
.R638 2017 EB |
| 245 00 - MENCIÓN DE TÍTULO |
|---|
| Título |
Robustness in econometrics |
| Mención de responsabilidad, etc. |
Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors. |
| 264 #1 - PRODUCCIÓN, PUBLICACIÓN, DISTRIBUCIÓN, FABRICACIÓN Y COPYRIGHT |
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| Producción, publicación, distribución, fabricación y copyright |
Cham, Switzerland |
| Nombre del de productor, editor, distribuidor, fabricante |
Springer |
| Fecha de producción, publicación, distribución, fabricación o copyright |
2017 |
| 300 ## - DESCRIPCIÓN FÍSICA |
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| Extensión |
1 recurso en línea (x, 705 páginas) |
| Otras características físicas |
ilustraciones (algunas a color) |
| 336 ## - TIPO DE CONTENIDO |
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| Término de tipo de contenido |
Texto |
| Código de tipo de contenido |
txt |
| Fuente |
rdacontent |
| 337 ## - TIPO DE MEDIO |
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| Nombre/término del tipo de medio |
electrónico |
| Código del tipo de medio |
c |
| Fuente |
rdamedia |
| 338 ## - TIPO DE SOPORTE |
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| Nombre/término del tipo de soporte |
recurso electrónico |
| Código del tipo de soporte |
cr |
| Fuente |
rdacarrier |
| 347 ## - CARACTERÍSTICAS DEL ARCHIVO DIGITAL |
|---|
| Tipo de archivo |
text file |
| Formato de codificación |
PDF |
| Fuente |
rda |
| 490 0# - MENCIÓN DE SERIE |
|---|
| Mención de serie |
Studies in computational intelligence |
| Número Internacional Normalizado para Publicaciones Seriadas |
1860-949X |
| Designación de volumen o secuencia |
volume 692 |
| 500 ## - NOTA GENERAL |
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| Nota general |
SpringerLink |
| -- |
Springer Engineering eBooks 2017 English+International |
| 505 0# - NOTA DE CONTENIDO CON FORMATO |
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| Nota de contenido con formato |
Part I Keynote Addresses: Robust Estimation of Heckman Model -- Part II Fundamental Theory: Sequential Monte Carlo Sampling for State Space Models -- Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty -- Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions -- Econometric Models of Probabilistic Choice: Beyond McFadden?s Formulas -- How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES -- How to Make Plausibility-Based Forecasting More Accurate -- Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression -- Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence -- Prior-free probabilistic inference for econometricians -- Robustness in Forecasting Future Liabilities in Insurance -- On Conditioning in Multidimensional Probabilistic Models -- New Estimation Method for Mixture of Normal Distributions -- EM Estimation for Multivariate Skew Slash Distribution -- Constructions of multivariate copulas -- Plausibility regions on the skewness parameter of skew normal distributions based on inferential models -- International Yield Curve Prediction with Common Functional Principal Component Analysis -- An alternative to p-values in hypothesis testing with applications in model selection of stock price data -- Confidence Intervals for the Common Mean of Several Normal Populations -- A generalized information theoretical approach to Non-linear time series model -- Predictive recursion maximum likelihood of Threshold Autoregressive model -- A multivariate generalized FGM copulas and its application to multiple regression -- Part III Applications: Key Economic Sectors and Their Transitions: Analysis of World Input-Output Network -- Natural Resources, Financial Development and Sectoral Value Added in a Resource Based Economy -- Can bagging improve the forecasting performance of tourism demand models? -- The Role of Asian Credit Default Swap Index in Portfolio Risk Management -- Chinese outbound tourism demand to Singapore, Malaysia and Thailand destinations: A study of political events and holiday impacts -- Forecasting Asian Credit Default Swap spreads: A comparison of multi-regime models -- Forecasting Asian Credit Default Swap spreads: A comparison of multi-regime models -- Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators -- Forecasting cash holding with cash deposit using time series approaches -- Forecasting GDP Growth in Thailand with Different Leading Indicators using MIDAS regression models -- Testing the Validity of Economic Growth Theories Using Copula-based Seemingly Unrelated Quantile Kink Regression -- Analysis of Global Competitiveness Using Copula-based Stochastic Frontier Kink Model -- Gravity model of trade with Linear Quantile Mixed Models approach -- Stochastic Frontier Model in Financial Econometrics: A Copula-based Approach -- Quantile Forecasting of PM10 Data in Korea based on Time Series Models -- Do We Have Robust GARCH Models under Different Mean Equations: Evidence from Exchange Rates of Thailand? -- Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach -- The Visitors? Attitudes and Perceived Value toward Rural Regeneration Community Development of Taiwan -- Analyzing the contribution of ASEAN stock markets to systemic risk -- Estimating Efficiency of Stock Return with Interval Data -- The impact of extreme events on portfolio in financial risk management -- Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data -- Author Index. |
| 520 3# - SUMARIO, ETC. |
|---|
| Sumario, etc. |
This book presents recent research on robustness in econometrics. Robust data processing techniques? i.e., techniques that yield results minimally affected by outliers? and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations. |
| 988 ## - NOTA LOCAL 598 |
|---|
| Nota local 598 (boletines) |
EBOOK, asignarmaterias, EBSPRINGER_2017B |
| 650 #7 - PUNTO DE ACCESO ADICIONAL DE MATERIA--TÉRMINO DE MATERIA |
|---|
| Término de materia o nombre geográfico como elemento de entrada |
Econometría |
| Fuente del encabezamiento o término |
embne |
| Número de control del registro de autoridad o número normalizado |
(OCoLC)fst00901574 |
| -- |
|
| 9 (RLIN) |
405121 |
| 700 1# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Huynh, Van-Nam |
| Término indicativo de función/relación |
editor literario |
| 9 (RLIN) |
98176 |
| 700 1# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Kreinovich, Vladik |
| Término indicativo de función/relación |
editor literario |
| 9 (RLIN) |
98177 |
| 700 1# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Sriboonchitta, Songsak, |
| Término indicativo de función/relación |
editor literario |
| 9 (RLIN) |
98178 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Identificador Uniforme del Recurso |
https://go.openathens.net/redirector/universidadeuropea.es?url=http://link.springer.com/10.1007/978-3-319-50742-2 |
| Nota pública |
Acceso a este recurso digital (usuarios Universidad Europea de Madrid) |
| 998 ## - DATOS ESTADÍSTICOS |
|---|
| Fecha de catalogación |
02/2018 |
| Tipo de materia |
E-book |
| Catalogador |
|
| Catalogado |
Sí |
| 999 ## - NÚMEROS DE CONTROL DE SISTEMA (KOHA) |
|---|
| -- |
1 |