Fr. 69.50

Random Sets in Econometrics

English · Paperback / Softback

Shipping usually within 1 to 3 weeks (not available at short notice)

Description

Read more

Zusatztext Advance praise: 'Random set theory provides the natural abstract mathematical language for study of partial identification. Molchanov and Molinari! a brilliant collaboration of mathematician and econometrician! present the fundamentals meticulously and describe the fruitful applications to date. Their book provides the foundation for much more to come.' Charles F. Manski! Board of Trustees Professor in Economics! Northwestern University! Illimois Informationen zum Autor Ilya Molchanov is Professor of Probability at the Universität Bern, Switzerland, having previously worked in Germany, the Netherlands and Scotland. His research and publications focus on probability theory, spatial statistics, and mathematical finance, with the main emphasis on stochastic geometry and the theory of random sets. Francesca Molinari is the H. T. Warshow and Robert Irving Warshow Professor of Economics at Cornell University, New York. She is a specialist in econometric theory, with emphasis on partial identification. She authored numerous papers in this area, including empirical ones on estimation of risk preferences using property insurance data. Klappentext This is the first full-length study of how the theory of random sets can be applied in econometrics. Zusammenfassung Random set theory is fundamental to mathematical analysis in econometrics and finance. This is the first book dedicated to the use of the theory in econometrics. Written by leading figures and experts in this area! this book will be of interest to graduate students and researchers in econometrics. Inhaltsverzeichnis 1. Basic concepts; 2. Selections; 3. Expectation of random sets; 4. Limit theorems for Minkowski sums; 5. Estimation and interference.

Product details

Authors Ilya Molchanov, Ilya (Universitat Bern Molchanov, Francesca Molinari, Francesca (Cornell University Molinari
Publisher Cambridge University Press ELT
 
Languages English
Product format Paperback / Softback
Released 31.08.2018
 
EAN 9781107548732
ISBN 978-1-107-54873-2
No. of pages 194
Series Econometric Society Monographs
Econometric Society Monographs
Subject Social sciences, law, business > Business > Economics

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.

Write a review

Thumbs up or thumbs down? Write your own review.

For messages to CeDe.ch please use the contact form.

The input fields marked * are obligatory

By submitting this form you agree to our data privacy statement.