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An Information Theoretic Approach To Econometrics by GEORGE G.JUDGE AND RON C.MITTELHAMMER, Judge, George G., Mittelhammer, Ron C., George G. Judge, Ron C. Mittelhammer, George G Judge, Ron C Mittelhammer is a book available to read on EtoBox.

What is An Information Theoretic Approach To Econometrics about?

\"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 power 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, George G. Judge and Ron C. Mittelhammer suggest a basis for choosing a member of the divergence family\"-- Provided by publisher \"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 wi

Author

GEORGE G.JUDGE AND RON C.MITTELHAMMER, Judge, George G., Mittelhammer, Ron C., George G. Judge, Ron C. Mittelhammer, George G Judge, Ron C Mittelhammer

Publisher

Cambridge University Press (Virtual Publishing)

Published

2012

Language

EN

ISBN

9780521869591

Subjects

Economics, Business