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Item Details
| Title:
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UNCERTAINTY ANALYSIS IN ECONOMETRICS WITH APPLICATIONS
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| By: |
Van-Nam Huynh (Editor), Vladik Kreinovich (Editor), Songsak Sriboonchitta (Editor) |
| Format: |
Paperback |
| List price:
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£159.99 |
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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: |
3642354424 |
| ISBN 13: |
9783642354427 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
14 December, 2012 |
| Edition: |
2013 ed. |
| Series: |
Advances in Intelligent Systems and Computing 200 |
| Pages: |
319 |
| Description: |
Concentrates on the methodology of copulas and maximum entropy optimization. This volume consists of keynote that addresses theoretical and applied contributions. |
| Synopsis: |
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization.This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data. |
| Illustrations: |
34 Illustrations, black and white; XVI, 319 p. 34 illus. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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