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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...
Müşterek Yazar: | |
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Diğer Yazarlar: | , , |
Materyal Türü: | e-Kitap |
Dil: | İngilizce |
Baskı/Yayın Bilgisi: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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Edisyon: | 1st ed. 2017. |
Seri Bilgileri: | Studies in Computational Intelligence,
692 |
Konular: | |
Online Erişim: | Full-text access OPAC'ta görüntüle |
Özet: | 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. |
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Fiziksel Özellikler: | X, 705 p. 129 illus., 120 illus. in color. online resource. |
ISBN: | 9783319507422 |
ISSN: | 1860-9503 ; |
DOI: | 10.1007/978-3-319-50742-2 |