Robustness in Econometrics (Studies in Computational Intelligence)
暫譯: 計量經濟學中的穩健性(計算智慧研究)

  • 出版商: Springer
  • 出版日期: 2017-02-20
  • 售價: $7,930
  • 貴賓價: 9.5$7,534
  • 語言: 英文
  • 頁數: 705
  • 裝訂: Hardcover
  • ISBN: 3319507419
  • ISBN-13: 9783319507415
  • 海外代購書籍(需單獨結帳)

相關主題

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.

商品描述(中文翻譯)

本書介紹了計量經濟學中關於穩健性的最新研究。穩健數據處理技術,即對異常值影響最小的技術,以及這些技術在現實經濟和金融情境中的應用,是本書的主要焦點。本書還討論了更傳統的統計技術在計量經濟學問題中的應用。

計量經濟學是經濟學的一個分支,使用數學(特別是統計)方法來分析經濟系統,預測經濟和金融動態,並制定實現理想經濟表現的策略。在日常數據中,我們經常會遇到不反映長期經濟趨勢的異常值,例如意外和突發的波動。因此,開發能夠適應這些波動的穩健數據處理技術是非常重要的。