Modeling Dependence in Econometrics (Record no. 54857)
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fixed length control field | 03273nam a22005175i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-03395-2 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20200421111658.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 131116s2014 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783319033952 |
-- | 978-3-319-03395-2 |
082 04 - CLASSIFICATION NUMBER | |
Call Number | 006.3 |
245 10 - TITLE STATEMENT | |
Title | Modeling Dependence in Econometrics |
Sub Title | Selected Papers of the Seventh International Conference of the Thailand Econometric Society, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 / |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | XX, 575 p. 75 illus., 45 illus. in color. |
490 1# - SERIES STATEMENT | |
Series statement | Advances in Intelligent Systems and Computing, |
505 0# - FORMATTED CONTENTS NOTE | |
Remark 2 | Part I Keynote Paper -- Part II Fundamental Theory -- Part III Applications. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
700 1# - AUTHOR 2 | |
Author 2 | Huynh, Van-Nam. |
700 1# - AUTHOR 2 | |
Author 2 | Kreinovich, Vladik. |
700 1# - AUTHOR 2 | |
Author 2 | Sriboonchitta, Songsak. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-319-03395-2 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
264 #1 - | |
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-- | Springer International Publishing : |
-- | Imprint: Springer, |
-- | 2014. |
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-- | online resource |
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-- | text file |
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650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Engineering. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Artificial intelligence. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Computational intelligence. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Econometrics. |
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Engineering. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Computational Intelligence. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Artificial Intelligence (incl. Robotics). |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Econometrics. |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 2194-5357 ; |
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-- | ZDB-2-ENG |
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