Robustness in Econometrics
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 ap...
Uloženo v:
| Další autoři: | |
|---|---|
| Korporace: | |
| Médium: | E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2017
|
| Edice: | Studies in Computational Intelligence
|
| Žánr/forma: | elektronické knihy |
| ISBN: | 978-3-319-50742-2 9783319507415 |
| Témata: | |
| On-line přístup: | Plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!
|
| Shrnutí: | 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 |
|---|---|
| Fyzický popis: | 1 online zdroj (X, 705 stran) : 129 ilustrací, 120 barevných ilustrací |