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Simplicity, inference and modeling : : keeping it sophisticatedly simple / edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer

Tác giả : edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer

Nhà xuất bản : Cambridge University Press

Năm xuất bản : 2001

Nơi xuất bản : Cambridge

Mô tả vật lý : ix, 302 p. ; 24 cm

ISBN : 9780521803618

Số phân loại : 117

Chủ đề : 1. Thuyết cấu trúc. 2. Toán kinh tế. 3. Econometrics. 4. Inference. 5. Simplicity (Philosophy). 6. Thuyết cấu trúc. 7. Toán kinh tế.

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Tóm tắt :

The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham's Razor. A problem with Ockham's Razor is that nearly everybody seems to accept it, but few are able to define its exact meaning and to make it operational in a non-arbitrary way. Using a multidisciplinary perspective including philosophers, mathematicians, econometricians and economists, this monograph examines simplicity by asking six questions: What is meant by simplicity? How is simplicity measured? Is there an optimum trade-off between simplicity and goodness-of-fit? What is the relation between simplicity and empirical modelling? What is the relation between simplicity and prediction? What is the connection between simplicity and convenience?

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