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  • Book
  • © 2016

Causal Inference in Econometrics

  • theoretical foundations and applications
  • Written by experts in the field
  • Presents recent research
  • Includes supplementary material: sn.pub/extras

Part of the book series: Studies in Computational Intelligence (SCI, volume 622)

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Table of contents (40 chapters)

  1. Front Matter

    Pages i-xi
  2. Fundamental Theory

    1. Front Matter

      Pages 1-1
    2. Validating Markov Switching VAR Through Spectral Representations

      • Monica Billio, Maddalena Cavicchioli
      Pages 3-15
    3. Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution

      • Rasika P. Yatigammana, S. T. Boris Choy, Jennifer S. K. Chan
      Pages 83-107
    4. Across-the-Board Spending Cuts Are Very Inefficient: A Proof

      • Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 109-118
    5. Invariance Explains Multiplicative and Exponential Skedactic Functions

      • Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 119-131
    6. Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation

      • Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 133-152
    7. The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms

      • Weizhong Tian, Cong Wang, Mixia Wu, Tonghui Wang
      Pages 153-169
    8. On Consistency of Estimators Based on Random Set Vector Observations

      • Zheng Wei, Tonghui Wang, Baokun Li
      Pages 185-198
    9. Brief Introduction to Causal Compositional Models

      • Radim JirouÅ¡ek
      Pages 199-211
  3. Applications

    1. Front Matter

      Pages 225-225
    2. The Inflation Hedging Ability of Domestic Gold in Malaysia

      • Hooi Hooi Lean, Geok Peng Yeap
      Pages 227-241
    3. To Determine the Key Factors for Citizen in Selecting a Clinic/Division in Thailand

      • Lee Tzong-Ru (Jiun-Shen), Kanchana Chokethaworn, Huang Man-Yu
      Pages 243-254
    4. ARIMA Versus Artificial Neural Network for Thailand’s Cassava Starch Export Forecasting

      • Warut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta
      Pages 255-277

About this book

This book is devoted to the analysis of causal inference which  is one of the most difficult tasks in data analysis: when two phenomena are observed to be related, it is often difficult to decide whether one of them causally influences the other one, or whether these two phenomena have a common cause. This analysis is the main focus of this volume.

To get a good understanding of the causal inference, it is important to have models of economic phenomena which are as accurate as possible. Because of this need, this volume also contains papers that use non-traditional economic models, such as fuzzy models and models obtained by using neural networks and data mining techniques. It also contains papers that apply different econometric models to analyze real-life economic dependencies.

Editors and Affiliations

  • School of Knowledge Science, Japan Advanced Ins. of Sci. & Tech, Ishikawa, Japan

    Van-Nam Huynh

  • Department of Computer Science, University of Texas at El Paso, El Paso, USA

    Vladik Kreinovich

  • Faculty of Economics, Chiang Mai University, Chiangmai, Thailand

    Songsak Sriboonchitta

Bibliographic Information

Buy it now

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access