عنوان

An information theoretic approach to econometrics /

0521689732

0521869595

9780521689731

9780521869591

dltt

An information theoretic approach to econometrics /

[Book]

George G. Judge, Ron C. Mittelhammer

xvi, 232 pages :

illustrations,

23 cm

Includes bibliographical references and index

"This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic models and methods. Because most data are observational, practitioners work with indirect noisy observation and ill-posed econometric 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 pwer divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-models 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"--

Econometrics

Judge, George G

Mittelhammer, Ron

20120313041007.0

rda

[Book]

Y