Uncertainty analysis in econometrics with applications [electronic resource] / Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, and Komsan Suriya (eds.)
"Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. Th...
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| Online Access: |
Full Text (via Springer) |
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| Corporate Authors: | , |
| Other Authors: | , , , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg ; New York :
Springer,
©2013.
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| Series: | Advances in intelligent systems and computing ;
200. |
| Subjects: |
| Summary: | "Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization. This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data."--Publisher's description. |
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| Physical Description: | 1 online resource (xvi, 318 pages) : illustrations (some color) |
| Bibliography: | Includes bibliographical references and author index. |
| ISBN: | 9783642354434 3642354432 9781283935500 1283935503 |
| ISSN: | 2194-5365 ; |
| Source of Description, Etc. Note: | Online resource; title from PDF title page (SpringerLink, viewed July 17, 2013) |