Advances in Intelligent Systems and Computing

Uncertainty Analysis in Econometrics with Applications

Editors: Huynh, V.-N., Kreinovich, V., Sriboonchitta, S., Suriya, K. (Eds.)

  • Presents recent research on Maximum Entropy Econometrics and Related Topics
  • Proceedings of the Sixth International Conference of the Thailand Econometric Society TES'2013
  • Written by leading experts in the field
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eBook $169.00
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valid through November 5, 2017
  • ISBN 978-3-642-35443-4
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Softcover $219.00
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  • ISBN 978-3-642-35442-7
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About this book

 

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.

Table of contents (22 chapters)

  • On the State of the Art of Info-metrics

    Golan, Amos

    Pages 3-15

  • A Test for Strict Stationarity

    Lima, Luiz Renato (et al.)

    Pages 17-30

  • Statistical Inference from Ill-known Data Using Belief Functions

    Denœux, Thierry

    Pages 33-48

  • Brief Introduction to Probabilistic Compositional Models

    Jiroušek, Radim

    Pages 49-60

  • Some Aspects of Information Theory in Gambling and Economics

    Dinh, Hai Q.

    Pages 61-77

Buy this book

eBook $169.00
price for USA (gross)
valid through November 5, 2017
  • ISBN 978-3-642-35443-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $219.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-642-35442-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Uncertainty Analysis in Econometrics with Applications
Editors
  • Van-Nam Huynh
  • Vladik Kreinovich
  • Songsak Sriboonchitta
  • Komsan Suriya
Series Title
Advances in Intelligent Systems and Computing
Series Volume
200
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-35443-4
DOI
10.1007/978-3-642-35443-4
Softcover ISBN
978-3-642-35442-7
Series ISSN
2194-5357
Edition Number
1
Number of Pages
XVI, 319
Number of Illustrations and Tables
34 b/w illustrations
Topics