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Random Sets in Econometrics: Econometric Society Monographs 60

Jamison Cox

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Random Sets in Econometrics provides a comprehensive and up-to-date account of the theory of random sets and its applications in econometrics. The book covers a wide range of topics, including the foundations of random set theory, statistical inference for random sets, and applications in econometrics.

Random Sets in Econometrics (Econometric Society Monographs 60)

Random Sets in Econometrics (Econometric Society Monographs Book 60)

by Richard Land Sigal

5 out of 5

Language	:	English
File size	:	9995 KB
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Print length	:	199 pages

Foundations of Random Set Theory

The first part of the book provides a detailed to the theory of random sets. This includes topics such as the definition of a random set, the different types of random sets, and the operations that can be performed on random sets.

Statistical Inference for Random Sets

The second part of the book focuses on statistical inference for random sets. This includes topics such as the estimation of random sets, the testing of hypotheses about random sets, and the construction of confidence intervals for random sets.

Applications in Econometrics

The third part of the book provides a number of applications of random set theory in econometrics. These applications include the modeling of uncertainty, the estimation of dynamic models, and the analysis of high-dimensional data.

Random Sets in Econometrics is a valuable resource for researchers and practitioners who are interested in using random set theory to solve problems in econometrics. The book provides a comprehensive and up-to-date account of the theory of random sets and its applications in econometrics.

References

Molchanov, I. (2005). Theory of random sets. Springer Science & Business Media.
Pakes, A., & Olley, S. (2008). A limit theorem for a smooth function of a random set. Econometrica, 76(1),197-223.
Beresteanu, A., & Molinari, F. (2008). Asymptotic theory for smooth functions of estimated sets. Econometrica, 76(5),1187-1229.

Random Sets in Econometrics (Econometric Society Monographs Book 60)

by Richard Land Sigal

5 out of 5