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Item Details
| Title:
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ROBUSTNESS IN ECONOMETRICS
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| By: |
Vladik Kreinovich (Editor), Songsak Sriboonchitta (Editor), Van-Nam Huynh (Editor) |
| Format: |
Hardback |
| List price:
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£149.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319507419 |
| ISBN 13: |
9783319507415 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
20 February, 2017 |
| Edition: |
2017 ed. |
| Series: |
Studies in Computational Intelligence 692 |
| Pages: |
705 |
| Description: |
Presenting recent research on robustness in econometrics, this book focuses robust data processing techniques that yield results minimally affected by outliers and their applications to real-life economic and financial situations. It also discusses applications of more traditional statistical techniques to econometric problems. |
| Synopsis: |
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. |
| Illustrations: |
9 black & white illustrations, 120 colour illustrations, biography |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Returnable |
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