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Robustness in Econometrics

  • Vladik Kreinovich
  • Songsak Sriboonchitta
  • Van-Nam Huynh

Part of the Studies in Computational Intelligence book series (SCI, volume 692)

Table of contents

  1. Front Matter
    Pages i-x
  2. Keynote Addresses

    1. Front Matter
      Pages 1-1
    2. Elvezio Ronchetti
      Pages 3-21
  3. Fundamental Theory

    1. Front Matter
      Pages 23-23
    2. Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva
      Pages 51-68
    3. Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta
      Pages 79-87
    4. Kongliang Zhu, Nantiworn Thianpaen, Vladik Kreinovich
      Pages 99-110
    5. Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee
      Pages 111-134
    6. W. Y. Jessica Leung, S. T. Boris Choy
      Pages 187-200
    7. Qianfang Hu, Zheng Wei, Baokun Li, Tonghui Wang
      Pages 217-233
    8. Weizhong Tian, Guodong Han, Tonghui Wang, Varith Pipitpojanakarn
      Pages 235-248
    9. Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn
      Pages 249-265
    10. Xiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont
      Pages 267-286
    11. Jiejie Zhang, Ying Chen, Stefan Klotz, Kian Guan Lim
      Pages 287-304
    12. Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong
      Pages 321-331
    13. Songsak Sriboochitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul
      Pages 333-348
    14. Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
      Pages 349-362
    15. Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont
      Pages 363-378
  4. Applications

    1. Front Matter
      Pages 379-379
    2. Haiyan Song, Stephen F. Witt, Richard T. Qiu
      Pages 419-433
    3. Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta
      Pages 435-447
    4. Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta
      Pages 449-469
    5. Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
      Pages 471-489
    6. Jirakom Sirisrisakulchai, Songsak Sriboonchitta
      Pages 491-500
    7. Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
      Pages 501-510
    8. Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta
      Pages 511-521
    9. Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
      Pages 523-541
    10. Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
      Pages 543-559
    11. Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta
      Pages 561-574
    12. P. Tibprasorn, K. Autchariyapanitkul, S. Sriboonchitta
      Pages 575-586
    13. Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta
      Pages 599-613
    14. Theara Chhorn, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Jianxu Liu
      Pages 615-635
    15. Wan-Tran Huang, Chung-Te Ting, Yu-Sheng Huang, Cheng-Han Chuang
      Pages 637-647
    16. Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta
      Pages 649-666
    17. Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
      Pages 667-678
    18. K. Chuangchid, K. Autchariyapanitkul, S. Sriboonchitta
      Pages 679-690
    19. Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta
      Pages 691-705

About this book

Introduction

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 statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

Keywords

Computational Intelligence Econometrics Robustness Robustness in Econometrics Models of Economic Phenomena

Editors and affiliations

  • Vladik Kreinovich
    • 1
  • Songsak Sriboonchitta
    • 2
  • Van-Nam Huynh
    • 3
  1. 1.Department of Computer ScienceUniversity of Texas at El Paso Department of Computer ScienceEl Paso, TXUSA
  2. 2.Faculty of EconomicsChiang Mai University Faculty of EconomicsChiang MaiThailand
  3. 3.Japan Adv. Inst. of Sci. & Tech. (JAIST) IshikawaJapan

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-50742-2
  • Copyright Information Springer International Publishing AG 2017
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-319-50741-5
  • Online ISBN 978-3-319-50742-2
  • Series Print ISSN 1860-949X
  • Series Online ISSN 1860-9503
  • Buy this book on publisher's site