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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 applic...

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Bibliographic Details
Corporate Authors: SpringerLink Online service
Group Author: Kreinovich, Vladik; Sriboonchitta, Songsak; Huynh, Van-Nam
Published: Springer International Publishing : Imprint: Springer,
Publisher Address: Cham :
Publication Dates: 2017.
Literature type: eBook
Language: English
Series: Studies in Computational Intelligence, 692
Subjects:
Engineering
Artificial intelligence
Computational intelligence
Econometrics
Artificial Intelligence incl. Robotics
Online Access: http://dx.doi.org/10.1007/978-3-319-50742-2
Summary: 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 econo
Carrier Form: 1 online resource (X, 705 pages) : illustrations.
ISBN: 9783319507422
Index Number: Q342
CLC: TP18
Contents: Part I Keynote Addresses: Robust Estimation of Heckman Model -- Part II Fundamental Theory: Sequential Monte Carlo Sampling for State Space Models -- Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty -- Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions -- Econometric Models of Probabilistic Choice: Beyond McFadden s Formulas -- How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES -- How to Make Plausibility-Based Forecasting More

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