Modeling Dependence in Econometrics

Name: Modeling Dependence in Econometrics
Brand: Springer International Publishing AG
SKU: 9783319033945
Price: 1100.99 RON
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

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Editura: Springer International Publishing AG

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

Informații despre carte

Autor

Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2013

Pagini

575

EAN

9783319033945

ISBN

3319033948

Enbook ID

02198173

Editura

Springer International Publishing AG

Greutate

8891

Dimensiuni

155 x 235 x 31

Descriere completă

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.§

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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

Informații despre carte

Descriere completă

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