عنوان

An information theoretic approach to econometrics /

(Number (ISBN

0521689732

(Number (ISBN

0521869595

(Number (ISBN

9780521689731

(Number (ISBN

9780521869591

Number

dltt

Title Proper

An information theoretic approach to econometrics /

General Material Designation

[Book]

First Statement of Responsibility

George G. Judge, Ron C. Mittelhammer

Specific Material Designation and Extent of Item

xvi, 232 pages :

Other Physical Details

illustrations,

Dimensions

23 cm

Text of Note

Includes bibliographical references and index

Text of Note

"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

Number

Edition

Class number

Book number

Judge, George G

Mittelhammer, Ron

Date of Transaction

20120313041007.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y