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Random Sets in Econometrics
Engelsk Hardback

Random Sets in Econometrics

Engelsk Hardback

970 kr
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23 - 25 hverdage

Om denne bog
Random set theory is a fascinating branch of mathematics that amalgamates techniques from topology, convex geometry, and probability theory. Social scientists routinely conduct empirical work with data and modelling assumptions that reveal a set to which the parameter of interest belongs, but not its exact value. Random set theory provides a coherent mathematical framework to conduct identification analysis and statistical inference in this setting and has become a fundamental tool in econometrics and finance. This is the first book dedicated to the use of the theory in econometrics, written to be accessible for readers without a background in pure mathematics. Molchanov and Molinari define the basics of the theory and illustrate the mathematical concepts by their application in the analysis of econometric models. The book includes sets of exercises to accompany each chapter as well as examples to help readers apply the theory effectively.
Product detaljer
Sprog:
Engelsk
Sider:
194
ISBN-13:
9781107121201
Indbinding:
Hardback
Udgave:
ISBN-10:
1107121205
Udg. Dato:
12 apr 2018
Længde:
15mm
Bredde:
155mm
Højde:
235mm
Forlag:
Cambridge University Press
Oplagsdato:
12 apr 2018
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