Robustness in Econometrics (Studies in Computational Intelligence)

  • 出版商: Springer
  • 出版日期: 2017-02-13
  • 售價: $8,499
  • 貴賓價: 9.5$8,074
  • 語言: 英文
  • 頁數: 705
  • 裝訂: Hardcover
  • ISBN: 3319507419
  • ISBN-13: 9783319507415

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商品描述

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.