rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    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
  name:
    name part: Huynh, Van-Nam.
    role:
      role term: editor.
  name:
    name part: Kreinovich, Vladik.
    role:
      role term: editor.
  name:
    name part: Sriboonchitta, Songsak.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2014
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XX, 575 p. 75 illus., 45 illus. in color. online resource.
  abstract: 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.
  table of contents: Part I Keynote Paper -- Part II Fundamental Theory -- Part III Applications.
  note: edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta.
  subject:
    topic: Engineering
  subject:
    topic: Artificial intelligence
  subject:
    topic: Computational intelligence
  subject:
    topic: Econometrics
  subject:
    topic: Engineering
  subject:
    topic: Computational Intelligence
  subject:
    topic: Artificial Intelligence (incl. Robotics)
  subject:
    topic: Econometrics
  classification: Q342
  classification: 006.3
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Advances in Intelligent Systems and Computing, 251
  identifier: 9783319033952
  identifier: http://dx.doi.org/10.1007/978-3-319-03395-2
  record info:
    record creation date: 131116
    record change date: 20151030191408.0
    record identifier: 978-3-319-03395-2