Editors:
- 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
Part of the book series: Advances in Intelligent Systems and Computing (AISC)
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Table of contents (22 papers)
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Front Matter
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Keynote Addresses
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Front Matter
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Fundamental Theory
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Front Matter
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Applications
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Front Matter
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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.
Editors and Affiliations
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Science and Technology, School of Knowledge Science, Japan Advanced Institute of, Ishikawa, Japan
Van-Nam Huynh
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, Department of Computer Science, University of Texas at El Paso, El Paso, USA
Vladik Kreinovich
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, Faculty of Economics, Chiang Mai University, Chinag Mai, Thailand
Songsak Sriboonchitta, Komsan Suriya
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
DOI: https://doi.org/10.1007/978-3-642-35443-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2013
Softcover ISBN: 978-3-642-35442-7Published: 14 December 2012
eBook ISBN: 978-3-642-35443-4Published: 14 December 2012
Series ISSN: 2194-5357
Series E-ISSN: 2194-5365
Edition Number: 1
Number of Pages: XVI, 319
Number of Illustrations: 34 b/w illustrations
Topics: Computational Intelligence, Artificial Intelligence, Econometrics