Modeling Dependence in Econometrics

Name: Modeling Dependence in Econometrics
Brand: Springer International Publishing AG
SKU: 9783319033945
Price: 199.28 EUR
Availability: InStock

Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014

Autor: Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer International Publishing AG

Dostupnosť: Skladom u dodávateľa

Odosielame za 5-8 dní

199.28 €

In economics, many quantities are related to each other. Such economic relations are often much more...

Informácie o knihe

Autor

Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2013

Stránok

575

EAN

9783319033945

ISBN

3319033948

Enbook ID

02198173

Vydavateľ

Springer International Publishing AG

Hmotnosť

8891

Rozmery

155 x 235 x 31

Kompletný popis

In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the relation between others can be well approximated by linear§functions. As a result of this complexity, when we apply traditional statistical techniques - developed for science and engineering - to process economic data, the inadequate treatment of dependence leads to misleading models and erroneous predictions. Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis.§To make economic models more adequate, we need more accurate techniques for describing dependence. Such techniques are currently being developed. This book contains description of state-of-the-art techniques for modeling dependence and economic applications of§these techniques. Most of these research developments are centered around the notion of a copula - a general way of describing dependence in probability theory and statistics. To be even more adequate, many papers go beyond traditional copula techniques and§take into account, e.g., the dynamical (changing) character of the dependence in economics.§

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Modeling Dependence in Econometrics

Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež