Robustness in Econometrics (Studies in Computational Intelligence, 692, Band 692) - Softcover

Softcover

ISBN 10: 3319844806 ISBN 13: 9783319844800

Verlag: Springer, 2018

Inhaltsangabe

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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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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2018
• Sprache: Englisch
• ISBN 10: 3319844806
• ISBN 13: 9783319844800
• Einband: Taschenbuch
• Anzahl der Seiten: 715
• Herausgeber: Kreinovich Vladik, Sriboonchitta Songsak, Huynh Van-Nam
• Kontakt zum Hersteller: GPSR Kontakt; ProductSafety@springernature.com; ; Tiergartenstr. 17; Heidelberg; 69121; Deutschland