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Robustness in Econometrics. 1st ed. 2017

Robustness in Econometrics. 1st ed. 2017

・ISBN 978-3-319-50741-5 hard EUR 169.99

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お気に入り
著者・編者Kreinovich, Vladik / Sriboonchitta, Songsak / Huynh, Van-Nam (eds.),
シリーズ (Studies in Computational Intelligence)
出版社 (Springer International Publishing AG, SZ)
出版年月2017
ページ数705 pp.
言語ENG
ニュース番号<A05-10170>

解説

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.