عنوان

Information and entropy econometrics :

(Number (ISBN

1601981058

(Number (ISBN

9781601981059

Erroneous ISBN

9781601981042

Number

b760140

Title Proper

Information and entropy econometrics :

General Material Designation

[Book]

Other Title Information

a review and synthesis /

First Statement of Responsibility

Amos Golan.

Place of Publication, Distribution, etc.

Hanover, Mass. :

Name of Publisher, Distributor, etc.

Now Publishers,

Date of Publication, Distribution, etc.

©2008.

Specific Material Designation and Extent of Item

1 online resource (145 pages)

Series Title

Foundations and trends in econometrics,

Volume Designation

v. 2, issue 1-2, p. 1-145

ISSN of Series

1551-3084 ;

Text of Note

Includes bibliographical references (pages 133-145).

Text of Note

Abstract -- 1. Introductory statement, motivation, and objective -- 2. Historical perspective -- 3. Information and entropy, background, definitions, and examples -- 4. The classical maximum entropy principle -- 5. Information-theoretic methods of estimation: I: Basics and zero moments -- 6. Information-theoretic methods of estimation: II: Stochastic moments -- 7. IT, likelihood and inference, synthesis via a discrete choice, matrix balancing example -- 8. Concluding remarks and related work not surveyed -- References -- Updates.

0

Text of Note

The overall objectives of this review and synthesis are to study the basics of information-theoretic methods in econometrics, to examine the connecting theme among these methods, and to provide a more detailed summary and synthesis of the sub-class of methods that treat the observed sample moments as stochastic. Within the above objectives, this review focuses on studying the inter-connection between information theory, estimation, and inference. To achieve these objectives, it provides a detailed survey of information-theoretic concepts and quantities used within econometrics. It also illustrates the use of these concepts and quantities within the subfield of information and entropy econometrics while paying special attention to the interpretation of these quantities. The relationships between information-theoretic estimators and traditional estimators are discussed throughout the survey. This synthesis shows that in many cases information-theoretic concepts can be incorporated within the traditional likelihood approach and provide additional insights into the data processing and the resulting inference.

Preferred Citation

Amos Golan (2008) "Information and Entropy Econometrics, A Review and Synthesis", Foundations and Trends in Econometrics: Vol. 2: No 1-2, pp 1-145.

Source for Acquisition/Subscription Address

01251032

Title

Information and Entropy Econometrics : A Review and Synthesis.

International Standard Book Number

9781601981042

Econometrics.

Entropy (Information theory)

Information theory in economics.

BUSINESS & ECONOMICS-- Econometrics.

BUSINESS & ECONOMICS-- Statistics.

Econometrics.

Entropy (Information theory)

Information theory in economics.

BUS-- 021000

BUS-- 061000

Number

Edition

Class number

Class number

Book number

Golan, Amos.

Date of Transaction

20201204195355.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y