Robustness in Econometrics

丛 书 名：Studies in Computational Intelligence

版本说明：1st ed. 2017

作     者：Vladik Kreinovich Songsak Sriboonchitta Van-Nam Huynh 

I S B N：(纸本) 9783319507415 

出 版 社：Springer International Publishing 

出 版 年：2017年

学科分类：020209[经济学-数量经济学] 02[经济学] 0202[经济学-应用经济学] 

摘      要：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.