Robustness in Econometrics - Couverture rigide

Couverture rigide

ISBN 10 : 3319507419 ISBN 13 : 9783319507415

Editeur : Springer International Publishing AG, 2017

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.

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 3319507419
• ISBN 13: 9783319507415
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 715
• Éditeur: Kreinovich Vladik, Sriboonchitta Songsak, Huynh Van-Nam
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne