Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014
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Springer International Publishing
2014
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Schriftenreihe: | Advances in Intelligent Systems and Computing
251 |
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Datensatz im Suchindex
DE-BY-FWS_katkey | 1015816 |
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adam_text | MODELING DEPENDENCE IN ECONOMETRICS
/
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PART I KEYNOTE PAPER
PART II FUNDAMENTAL THEORY
PART III APPLICATIONS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
MODELING DEPENDENCE IN ECONOMETRICS
/
: 2014
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
building | Verbundindex |
bvnumber | BV043209283 |
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dewey-full | 006.3 |
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dewey-ones | 006 - Special computer methods |
dewey-raw | 006.3 |
dewey-search | 006.3 |
dewey-sort | 16.3 |
dewey-tens | 000 - Computer science, information, general works |
discipline | Informatik |
doi_str_mv | 10.1007/978-3-319-03395-2 |
format | Electronic eBook |
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id | DE-604.BV043209283 |
illustrated | Not Illustrated |
indexdate | 2024-08-01T10:55:48Z |
institution | BVB |
isbn | 9783319033952 |
issn | 2194-5357 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028632444 |
oclc_num | 863922778 |
open_access_boolean | |
owner | DE-Aug4 DE-898 DE-BY-UBR DE-861 DE-573 DE-859 DE-634 DE-92 DE-706 DE-863 DE-BY-FWS DE-862 DE-BY-FWS |
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physical | 1 Online Ressource (XX, 575 p. 75 illus., 45 illus. in color) |
psigel | ZDB-2-ENG ZDB-2-ENG_2014_Fremddaten |
publishDate | 2014 |
publishDateSearch | 2014 |
publishDateSort | 2014 |
publisher | Springer International Publishing |
record_format | marc |
series2 | Advances in Intelligent Systems and Computing |
spellingShingle | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 Engineering Artificial intelligence Computational intelligence Econometrics Computational Intelligence Artificial Intelligence (incl. Robotics) Ingenieurwissenschaften Künstliche Intelligenz |
title | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 |
title_auth | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 |
title_exact_search | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 |
title_full | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta |
title_fullStr | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta |
title_full_unstemmed | Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta |
title_short | Modeling Dependence in Econometrics |
title_sort | modeling dependence in econometrics selected papers of the seventh international conference of the thailand econometric society faculty of economics chiang mai university thailand january 8 10 2014 |
title_sub | Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 |
topic | Engineering Artificial intelligence Computational intelligence Econometrics Computational Intelligence Artificial Intelligence (incl. Robotics) Ingenieurwissenschaften Künstliche Intelligenz |
topic_facet | Engineering Artificial intelligence Computational intelligence Econometrics Computational Intelligence Artificial Intelligence (incl. Robotics) Ingenieurwissenschaften Künstliche Intelligenz |
url | https://doi.org/10.1007/978-3-319-03395-2 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632444&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632444&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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