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Random Sets in Econometrics

Af: Francesca Molinari, Ilya Molchanov Engelsk Paperback

Random Sets in Econometrics

Af: Francesca Molinari, Ilya Molchanov Engelsk Paperback
Tjek vores konkurrenters priser
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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Tjek vores konkurrenters priser
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.
Produktdetaljer
Sprog: Engelsk
Sider: 194
ISBN-13: 9781107548732
Indbinding: Paperback
Udgave:
ISBN-10: 110754873X
Udg. Dato: 5 apr 2018
Længde: 16mm
Bredde: 232mm
Højde: 154mm
Forlag: Cambridge University Press
Oplagsdato: 5 apr 2018
Forfatter(e) Francesca Molinari, Ilya Molchanov


Kategori Økonometri og økonomisk statistik


ISBN-13 9781107548732


Sprog Engelsk


Indbinding Paperback


Sider 194


Udgave


Længde 16mm


Bredde 232mm


Højde 154mm


Udg. Dato 5 apr 2018


Oplagsdato 5 apr 2018


Forlag Cambridge University Press