Robustness in Econometrics

Robustness in Econometrics

by Vladik KreinovichSongsak Sriboonchitta and Van-Nam Huynh
Epub (Kobo), Epub (Adobe)
Publication Date: 13/03/2017

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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.

ISBN:
9783319507422
9783319507422
Category:
Artificial intelligence
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
13-03-2017
Language:
English
Publisher:
Springer International Publishing

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