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Prediction and Causality in Econometrics and Related Topics

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Cover of 'Prediction and Causality in Econometrics and Related Topics'

Table of Contents

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    Book Overview
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    Chapter 1 On Random Sets for Inference in Statistics and Econometrics
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    Chapter 2 How the Proportion of People Who Agree to Perform a Task Depends on the Stimulus: A Theoretical Explanation of the Empirical Formula
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    Chapter 3 How to Explain the Anchoring Formula in Behavioral Economics
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    Chapter 4 Models Only Say What They’re Told to Say
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    Chapter 5 Lüders Rule and Conditional Probability for Commuting Events
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    Chapter 6 On Solving Image Deblurring Problem via Nash Equilibrium
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    Chapter 7 Commonsense Explanations of Sparsity, Zipf Law, and Nash’s Bargaining Solution
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    Chapter 8 Practical Steps to Improve Specification Testing
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    Chapter 9 Why Most Empirical Distributions Are Few-Modal
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    Chapter 10 A Different Kind of Effect Size Based on Samples from Two Populations with Delta Log-Skew-Normal Distributions
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    Chapter 11 Efficiency Effects in a Copula Based Stochastic Frontier Model
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    Chapter 12 Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing
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    Chapter 13 Turning Points of Environmental Kuznets Curves for G20 Economies
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    Chapter 14 ARIMA Model – Vietnam’s GDP Forecasting
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    Chapter 15 Neural Network Models for Inflation Forecasting: A Revisit
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    Chapter 16 Impact of Financial Development on International Trade in ASEAN-6 Countries: A Bayesian Approach
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    Chapter 17 Determinants of Bank Liquidity: Evidence from Vietnam
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    Chapter 18 Liquidity Management and Stock Price Reactions in an Economic Crisis
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    Chapter 19 High Frequency-Based Quantile Forecast and Combination: An Application to Oil Market
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    Chapter 20 The Determinants of Non-interest Income of Banks with Dominant State Capital in Vietnam
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    Chapter 21 Implementation of Basel III Regulations in Asia-Pacific
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    Chapter 22 Multimarket Contact: Board Characteristics and Bank Stability in Vietnam
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    Chapter 23 The Impact of Credit on Economic Growth in Vietnam: A Comparison of Traditional Methods and the Bayes Method
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    Chapter 24 Economic Growth in EAGLE Emerging Economies: Exogenous or Endogenous?
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    Chapter 25 Monetary Policy, Macroprudential Policy, Institutional Quality and Bank Risk: Evidence from Eagle Group
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    Chapter 26 The Impact of Public Expenditure on Economic Growth of Provinces and Cities in the Southern Key Economic Zone of Vietnam: Bayesian Approach
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    Chapter 27 Impact of Monetary and Macroprudential Regulation on Bank Stability: A Bayesian Mixed-Effects Analysis
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    Chapter 28 Operational Performance of Microfinance Institutions: The Case of Lower-Middle Income Countries in Asia
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    Chapter 29 Bankruptcy Prediction: Evidence from Vietnam
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    Chapter 30 Applying the PLS-SEM Model for the Loyalty of Domestic Travelers
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    Chapter 31 Application of Machine Learning Concept to Tourism Demand Forecast
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    Chapter 32 The Impact of Oil Shock on Exchange Rates in BRICS Countries: A Markov Switching Model
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    Chapter 33 Empirical Research on the Impact of Brand Awareness on Brand Loyalty: The Mediating Role of Brand Image
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    Chapter 34 A Comment on Hansen’s Risk of James-Stein and Lasso Shrinkage
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    Chapter 35 Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation Approach
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    Chapter 36 Market Behavior on the Digital Platform
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    Chapter 37 A Full Convex Combination Method for Linear Regression with Interval Data
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    Chapter 38 Forecasts of GDP Growth and Inflation Under the Influence of the Covid-19 Pandemic: The Case of Vietnam
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    Chapter 39 An Empirical Study on Causal Relationship Between Real Effective Exchange Rate and Foreign Portfolio Investment in Vietnam
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    Chapter 40 Contagion Effects Among Stock Markets, Treasury Bill, Petroleum, Gold, and Cryptocurrency During the COVID-19 Pandemic: A Dynamic Conditional Correlation Approach
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    Chapter 41 The Spillovers from US Monetary Policy to Asian Economies
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    Chapter 42 COVID-19: What is Going on with the Stock Market in Vietnam
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    Chapter 43 The Accommodation Services Booking Intention Through the Mobile Applications of Generation Y: An Empirical Evidence Based on TAM2 Model
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    Chapter 44 LASSO Regression and Its Application in Forecasting Macro Economic Indicators: A Study on Vietnam’s Exports
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    Chapter 45 Determinants of Variation in Human Development Index Before and After the Financial Crisis: A Bayesian Analysis for Panel Data Model
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    Chapter 46 Determinants of Bank Stability: Evidence from Vietnam. A Bayesian Approach
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    Chapter 47 Profitability of Momentum Strategies: Empirical Evidence from Vietnam
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    Chapter 48 Macroeconomic Forecasting Based on LSTM-Conditioned Normalizing Flows
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    Chapter 49 The Impact of Digital Transformation on the Economic Growth of the Countries
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Title
Prediction and Causality in Econometrics and Related Topics
Published by
Springer International Publishing, August 2021
DOI 10.1007/978-3-030-77094-5
ISBNs
978-3-03-077093-8, 978-3-03-077094-5
Editors

Ngoc Thach, Nguyen, Ha, Doan Thanh, Trung, Nguyen Duc, Kreinovich, Vladik

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