Robustness in Econometrics

Book Overview

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 applications of more traditional statistical techniques to econometric problems.
Econometrics is a branch of economics that uses mathematical (especially...

• Format: Hardcover
• Language: English
• ISBN: 3319507419
• ISBN13: 9783319507415
• Release Date: February 2017
• Publisher: Springer
• Length: 705 Pages
• Weight: 2.58 lbs.
• Dimensions: 1.5" x 6.1" x 9.2"