Van-Nam (Hrsg.) Huynh
Robustness in Econometrics
Buch
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 enc…
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Beschreibung
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.
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Produktdetails
Weitere Autoren: Kreinovich, Vladik (Hrsg.) / Sriboonchitta, Songsak (Hrsg.)
- ISBN: 978-3-319-84480-0
- EAN: 9783319844800
- Produktnummer: 28384529
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2018
- Seitenangabe: 716 S.
- Masse: H23.5 cm x B15.5 cm x D3.8 cm 1'066 g
- Auflage: Softcover reprint of the original 1st ed. 2017
- Abbildungen: Paperback
- Gewicht: 1066
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