Random Sets in Econometrics

ISBN-13: 9781107121201 / Angielski / Twarda / 2018 / 194 str.

Switzerland) Ilya Molchanov (Universität Bern; New York) Francesca Molinari (Cornell University

Opis

This is the first full-length study of how the theory of random sets can be applied in econometrics.

Recenzje

'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.' Hans-Jürgen Schmidt, ZB Math Reviews

Spis treści

1. Basic concepts; 2. Selections; 3. Expectation of random sets; 4. Limit theorems for Minkowski sums; 5. Estimation and interference.