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6054 results in Econometrics and mathematical methods

Page 15 of 303

  • 1 - Distributional Regression Models

  • from Part I - Introduction and Basics
  • Mikis D. Stasinopoulos, University of Greenwich, Thomas Kneib, Georg-August-Universität, Göttingen, Germany, Nadja Klein, Technische Universität Dortmund, Andreas Mayr, Rheinische Friedrich-Wilhelms-Universität Bonn, Gillian Z. Heller, University of Sydney
  • Book:
    Generalized Additive Models for Location, Scale and Shape
    Published online:
    22 February 2024
    Print publication:
    29 February 2024, pp 3-29
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Generalized Additive Models for Location, Scale and Shape
  • A Distributional Regression Approach, with Applications
  • Mikis D. Stasinopoulos, Thomas Kneib, Nadja Klein, Andreas Mayr, Gillian Z. Heller
  • Published online:
    22 February 2024
    Print publication:
    29 February 2024
  • An emerging field in statistics, distributional regression facilitates the modelling of the complete conditional distribution, rather than just the mean. This book introduces generalized additive models for location, scale and shape (GAMLSS) – one of the most important classes of distributional regression. Taking a broad perspective, the authors consider penalized likelihood inference, Bayesian inference, and boosting as potential ways of estimating models and illustrate their usage in complex applications. Written by the international team who developed GAMLSS, the text's focus on practical questions and problems sets it apart. Case studies demonstrate how researchers in statistics and other data-rich disciplines can use the model in their work, exploring examples ranging from fetal ultrasounds to social media performance metrics. The R code and data sets for the case studies are available on the book's companion website, allowing for replication and further study.
Recurrence Interval Analysis of Financial Time Series

Recurrence Interval Analysis of Financial Time Series
  • Wei-Xing Zhou, Zhi-Qiang Jiang, Wen-Jie Xie
  • Published online:
    20 February 2024
    Print publication:
    21 March 2024
  • Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a feasible solution for risk assessment and forecasting. This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on future topics in this direction.
Imperfect Perception and Stochastic Choice in Experiments

Imperfect Perception and Stochastic Choice in Experiments
  • Pablo Brañas-Garza, John Alan Smith
  • Published online:
    16 December 2023
    Print publication:
    01 February 2024
  • The branch of psychology that studies how physical objects are perceived by subjects is known as psychophysics. A feature of the experimental design is that the experimenter presents objectively measurable objects that are imperfectly perceived by subjects. The responses are stochastic in that a subject might respond differently in otherwise identical situations. These stochastic choices can be compared to the objectively measurable properties. This Element offers a brief introduction to the topic, explains how psychophysics insights are already present in economics, and describes experimental techniques with the goal that they are useful in the design of economics experiments. Noise is a ubiquitous feature of experimental economics and there is a large strand of economics literature that carefully considers the noise. However, the authors view the psychophysics experimental techniques as uniquely suited to helping experimental economists uncover what is hiding in the noise.

  • 3 - Serious Prejudice

  • Catherine Gascoigne, Macquarie Law School, Macquarie University, Sydney
  • Book:
    Causation in the Law of the World Trade Organization
    Published online:
    31 August 2023
    Print publication:
    14 September 2023, pp 125-168

  • Summary

    Chapter 3 sets out the laws that specifically apply to Serious Prejudice under the Subsidies and Countervailing Measures Agreement (Articles 5 and 6.3 of the SCM Agreement). The chapter considers the nature of the market phenomena in relation to a finding of serious prejudice before turning to discuss how the legal requirements concerning causation have been interpreted in the jurisprudence. Specifically, the chapter demonstrates how some interpretations in the jurisprudence reflect a flawed conception of causation. Chapter 3 then turns, finally, to consider how the legal requirements might better be interpreted to reflect a more coherent approach to causation by using the Tripartite Non-attribution/Causal Link Approach. It then sets out how the Tripartite Non-attribution/Causal Link Approach could be applied in practice to make causal determinations for the purposes of Serious Prejudice claims.

  • 5 - Retaliatory Measures

  • Catherine Gascoigne, Macquarie Law School, Macquarie University, Sydney
  • Book:
    Causation in the Law of the World Trade Organization
    Published online:
    31 August 2023
    Print publication:
    14 September 2023, pp 206-239

  • Summary

    Chapter 5 is concerned with Articles 22.6 DSU and 4.10 SCM Agreement – namely, those provisions that allow one Member to bring retaliatory measures against another Member where that other Member fails to bring its measure into compliance with the covered agreement(s). The chapter argues that, although not reflected in current jurisprudence, there should be a need to demonstrate the causal link between a Member’s failure to bring its measure into conformity with a DSB ruling and the level of nullification or impairment incurred (that is, a causal link analysis). The chapter also raises parts of the jurisprudence that would seem to support a non-attribution analysis being used in this context, too. The chapter then puts forward the Non-attribution/Causal Link Analysis as one method for performing these analyses.

Page 15 of 303