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Random Sets in Econometrics
Engelsk
Bogcover for Random Sets in Econometrics af Francesca Molinari, Ilya Molchanov, 9781107548732
Specifikationer
Sprog:
Engelsk
Sider:
194
ISBN-13:
9781107548732
Indbinding:
Paperback
ISBN-10:
110754873X
Udg. Dato:
5 apr 2018
Størrelse i cm:
15,4 x 23,2 x 1,6
Oplagsdato:
5 apr 2018

Random Sets in Econometrics

Engelsk
Paperback 2018
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
194
ISBN-13:
9781107548732
Indbinding:
Paperback
ISBN-10:
110754873X
Udg. Dato:
5 apr 2018
Størrelse i cm:
15,4 x 23,2 x 1,6
Oplagsdato:
5 apr 2018
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