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 Britain's Maritime Empire by Ilya Molchanov, Francesca Molinari
Cover of the book Primary Mathematics by Ilya Molchanov, Francesca Molinari
Cover of the book Lost in China? by Ilya Molchanov, Francesca Molinari
Cover of the book Families and States in Western Europe by Ilya Molchanov, Francesca Molinari
Cover of the book Russia and the European Court of Human Rights by Ilya Molchanov, Francesca Molinari
Cover of the book Representation Theory and Harmonic Analysis of Wreath Products of Finite Groups by Ilya Molchanov, Francesca Molinari
Cover of the book Extensions of f(R) Gravity by Ilya Molchanov, Francesca Molinari
Cover of the book Climate Change and Human Mobility by Ilya Molchanov, Francesca Molinari
Cover of the book Contesting World Order? by Ilya Molchanov, Francesca Molinari
Cover of the book Radar Meteorology by Ilya Molchanov, Francesca Molinari
Cover of the book The Cambridge History of Latina/o American Literature by Ilya Molchanov, Francesca Molinari
Cover of the book War beyond Words by Ilya Molchanov, Francesca Molinari
Cover of the book Tractability by Ilya Molchanov, Francesca Molinari
Cover of the book The Cambridge Handbook of Cognitive Science by Ilya Molchanov, Francesca Molinari
Cover of the book The Cambridge Introduction to Postmodernism 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