Robustness in econometrics

• Other Authors: Kreinovich, Vladik (Editor), Songsak Sriboonchitta (Editor), Huynh, Van-Nam (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham, Switzerland : Springer, 2017.
• Series: Studies in computational intelligence ; v. 692.
• Subjects: Econometrics.; elektronické knihy; electronic books
• ISBN: 9783319507422; 9783319507415
• ISSN: 1860-949X ;
• Physical Description: 1 online resource (x, 705 pages) : illustrations (some color)

This book presents recent research on robustness in econometrics. Robust data processing techniques? i.e., techniques that yield results minimally affected by outliers? and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses appl...