Rescuing econometrics: from the probability approach to probably approximately correct learning
Auteur :
Qin, Duo
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032586052
Date de publication :
1 déc. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
280 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Haavelmo’s The Probability Approach in Econometrics is acclaimed as the manifesto of econometrics. This book challenges Haavelmo’s probability approach, shows how its use is delivering defective and inefficient results, and argues for a paradigm shift in econometrics towards a full embrace of machine learning.