Format:
1 Online-Ressource (XVII, 178 Seiten)
ISBN:
9781316392973
Series Statement:
Econometric Society Monographs 60
Content:
Random set theory is a fascinating branch of mathematics that amalgamates techniques from topology, convex geometry, and probability theory. Social scientists routinely conduct empirical work with data and modelling assumptions that reveal a set to which the parameter of interest belongs, but not its exact value. Random set theory provides a coherent mathematical framework to conduct identification analysis and statistical inference in this setting and has become a fundamental tool in econometrics and finance. This is the first book dedicated to the use of the theory in econometrics, written to be accessible for readers without a background in pure mathematics. Molchanov and Molinari define the basics of the theory and illustrate the mathematical concepts by their application in the analysis of econometric models. The book includes sets of exercises to accompany each chapter as well as examples to help readers apply the theory effectively
Note:
Title from publisher's bibliographic system (viewed on 05 Apr 2018)
Additional Edition:
ISBN 9781107548732
Additional Edition:
ISBN 9781107121201
Additional Edition:
ISBN 9781107548732
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9781107121201
Additional Edition:
Erscheint auch als Druck-Ausgabe Molčanov, Il'ja S., 1962 - Random sets in econometrics Cambridge, United Kingdom : Cambridge University Press, 2018 ISBN 9781107121201
Additional Edition:
ISBN 9781107548732
Language:
English
DOI:
10.1017/9781316392973
URL:
Volltext
(lizenzpflichtig)
Author information:
Molčanov, Il'ja S. 1962-
