An Information Theoretic Approach to Econometrics

An Information Theoretic Approach to Econometrics
Author :
Publisher : Cambridge University Press
Total Pages : 249
Release :
ISBN-10 : 9781139502498
ISBN-13 : 1139502492
Rating : 4/5 (98 Downloads)

Book Synopsis An Information Theoretic Approach to Econometrics by : George G. Judge

Download or read book An Information Theoretic Approach to Econometrics written by George G. Judge and published by Cambridge University Press. This book was released on 2011-12-12 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.


An Information Theoretic Approach to Econometrics Related Books

An Information Theoretic Approach to Econometrics
Language: en
Pages: 249
Authors: George G. Judge
Categories: Business & Economics
Type: BOOK - Published: 2011-12-12 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Be
An Information Theoretic Approach to Econometrics
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Information and Entropy Econometrics
Language: en
Pages: 167
Authors: Amos Golan
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: Now Publishers Inc

DOWNLOAD EBOOK

Information and Entropy Econometrics - A Review and Synthesis summarizes the basics of information theoretic methods in econometrics and the connecting theme am
An Introduction to Econometric Theory
Language: en
Pages: 213
Authors: A. Ronald Gallant
Categories: Business & Economics
Type: BOOK - Published: 1997-07-27 - Publisher: Princeton University Press

DOWNLOAD EBOOK

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents t
Information Theoretic Approach to Econometrics
Language: en
Pages: 249
Authors: George G. Judge
Categories: Econometrics
Type: BOOK - Published: 2014-05-14 - Publisher:

DOWNLOAD EBOOK

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Be