Modeling Dependence in Econometrics
Van-Nam Huynh · Vladik Kreinovich · Songsak Sriboonchitta
nov 2013. · Springer Science & Business Media
E-knjiga
575
Broj stranica
reportOcjene i recenzije nisu potvrđene Saznajte više
O ovoj e-knjizi
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.
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.
Ocijenite ovu e-knjigu
Recite nam šta mislite.
Informacije o čitanju
Pametni telefoni i tableti
Instalirajte aplikaciju Google Play Knjige za Android i iPad/iPhone uređaje. Aplikacija se automatski sinhronizira s vašim računom i omogućava vam čitanje na mreži ili van nje gdje god da se nalazite.
Laptopi i računari
Audio knjige koje su kupljene na Google Playu možete slušati pomoću web preglednika na vašem računaru.
Elektronički čitači i ostali uređaji
Da čitate na e-ink uređajima kao što su Kobo e-čitači, morat ćete preuzeti fajl i prenijeti ga na uređaj. Pratite detaljne upute Centra za pomoć da prenesete fajlove na podržane e-čitače.
