Random Sets in Econometrics

Business & Finance, Economics, Econometrics, Nonfiction, Science & Nature, Mathematics
Cover of the book Random Sets in Econometrics by Ilya Molchanov, Francesca Molinari, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Ilya Molchanov, Francesca Molinari ISBN: 9781108651356
Publisher: Cambridge University Press Publication: March 31, 2018
Imprint: Cambridge University Press Language: English
Author: Ilya Molchanov, Francesca Molinari
ISBN: 9781108651356
Publisher: Cambridge University Press
Publication: March 31, 2018
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book Immigration, Ethnicity, and National Identity in Brazil, 1808 to the Present by Ilya Molchanov, Francesca Molinari
Cover of the book Freedom's Edge by Ilya Molchanov, Francesca Molinari
Cover of the book Exploratory Social Network Analysis with Pajek by Ilya Molchanov, Francesca Molinari
Cover of the book War, the American State, and Politics since 1898 by Ilya Molchanov, Francesca Molinari
Cover of the book The Cambridge Introduction to Shakespeare's Comedies by Ilya Molchanov, Francesca Molinari
Cover of the book Culture in the Domains of Law by Ilya Molchanov, Francesca Molinari
Cover of the book Machine Learning Refined by Ilya Molchanov, Francesca Molinari
Cover of the book Judges on Trial by Ilya Molchanov, Francesca Molinari
Cover of the book Rights for Others by Ilya Molchanov, Francesca Molinari
Cover of the book Foreign Investment and the Environment in International Law by Ilya Molchanov, Francesca Molinari
Cover of the book Climate Change as Social Drama by Ilya Molchanov, Francesca Molinari
Cover of the book Data-Driven Science and Engineering by Ilya Molchanov, Francesca Molinari
Cover of the book Mental Health and Poverty by Ilya Molchanov, Francesca Molinari
Cover of the book Geomorphological Hazards and Disaster Prevention by Ilya Molchanov, Francesca Molinari
Cover of the book Vectors, Pure and Applied by Ilya Molchanov, Francesca Molinari
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy