Robustness in Econometrics (Hardcover, 1st ed. 2017)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Studies in Computational Intelligence, 692
Release date:	February 2017
First published:	2017
Editors:	Vladik Kreinovich • Songsak Sriboonchitta • Van-Nam Huynh
Dimensions:	235 x 155 x 38mm (L x W x T)
Format:	Hardcover
Pages:	705
Edition:	1st ed. 2017
ISBN-13:	978-3-319-50741-5
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	3-319-50741-9
Barcode:	9783319507415

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