Cargando…

Modeling Dependence in Econometrics

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Huynh, Van-Nam (Editor ), Kreinovich, Vladik (Editor ), Sriboonchitta, Songsak (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:Advances in Intelligent Systems and Computing, 251
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-319-03395-2
003 DE-He213
005 20220113120538.0
007 cr nn 008mamaa
008 131116s2014 sz | s |||| 0|eng d
020 |a 9783319033952  |9 978-3-319-03395-2 
024 7 |a 10.1007/978-3-319-03395-2  |2 doi 
050 4 |a Q342 
072 7 |a UYQ  |2 bicssc 
072 7 |a TEC009000  |2 bisacsh 
072 7 |a UYQ  |2 thema 
082 0 4 |a 006.3  |2 23 
245 1 0 |a Modeling Dependence in Econometrics  |h [electronic resource] /  |c edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta. 
250 |a 1st ed. 2014. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2014. 
300 |a XX, 575 p. 75 illus., 45 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Advances in Intelligent Systems and Computing,  |x 2194-5365 ;  |v 251 
505 0 |a Part I Keynote Paper -- Part II Fundamental Theory -- Part III Applications. 
520 |a 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. 
650 0 |a Computational intelligence. 
650 0 |a Artificial intelligence. 
650 0 |a Econometrics. 
650 1 4 |a Computational Intelligence. 
650 2 4 |a Artificial Intelligence. 
650 2 4 |a Econometrics. 
700 1 |a Huynh, Van-Nam.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Kreinovich, Vladik.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Sriboonchitta, Songsak.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783319033969 
776 0 8 |i Printed edition:  |z 9783319033945 
830 0 |a Advances in Intelligent Systems and Computing,  |x 2194-5365 ;  |v 251 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-319-03395-2  |z Texto Completo 
912 |a ZDB-2-ENG 
912 |a ZDB-2-SXE 
950 |a Engineering (SpringerNature-11647) 
950 |a Engineering (R0) (SpringerNature-43712)