Modeling Dependence in Econometrics (Record no. 54857)

000 -LEADER
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
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Koha item type eBooks
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-- Springer International Publishing :
-- Imprint: Springer,
-- 2014.
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-- computer
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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.
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-- Computational intelligence.
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-- Econometrics.
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-- Engineering.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Computational Intelligence.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Artificial Intelligence (incl. Robotics).
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-- Econometrics.
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-- 2194-5357 ;
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-- ZDB-2-ENG

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