• Anglický jazyk

Uses of Directed Graphs and Model Selection

Autor: Fernando Vera

This book deals with the problem of model selection in econometrics, using Directed Acyclic Graphs. We demonstrate that DAGs are usefull on proxy variables, causal structures and instrumental variables. Using Monte Carlo simulation we demonstrate that the... Viac o knihe

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46.17 €

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O knihe

This book deals with the problem of model selection in econometrics, using Directed Acyclic Graphs. We demonstrate that DAGs are usefull on proxy variables, causal structures and instrumental variables. Using Monte Carlo simulation we demonstrate that the common use on proxy variables on must econometric books is biased. The DAG methodology is more efficiente to find causality among variales, we also use an specific software for this task.

  • Vydavateľstvo: LAP LAMBERT Academic Publishing
  • Rok vydania: 2017
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783330346253

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