In the theory and practice of econometrics the model, the methodand the data are all interdependent links in informationrecovery-estimation and inference. Seldom, however, are theeconomic and statistical models correctly specified, the datacomplete or capable of being replicated, the estimation rulesoptimal and the inferences free of distortion. Faced with theseproblems, Maximum Entropy Economeirics provides a new basis forlearning from economic and statistical models that may benon-regular in the sense that they are ill ...
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In the theory and practice of econometrics the model, the methodand the data are all interdependent links in informationrecovery-estimation and inference. Seldom, however, are theeconomic and statistical models correctly specified, the datacomplete or capable of being replicated, the estimation rulesoptimal and the inferences free of distortion. Faced with theseproblems, Maximum Entropy Economeirics provides a new basis forlearning from economic and statistical models that may benon-regular in the sense that they are ill-posed or underdeterminedand the data are partial or incomplete. By extending the maximumentropy formalisms used in the physical sciences, the authorspresent a new set of generalized entropy techniques designed torecover information about economic systems. The authors compare thegeneralized entropy techniques with the performance of the relevanttraditional methods of information recovery and clearly demonstratetheories with applications including * Pure inverse problems that include first order Markov processes, and input-output, multisectoral or SAM models to * Inverse problems with noise that include statistical modelssubject to ill-conditioning, non-normal errors, heteroskedasticity, autocorrelation, censored, multinomial and simultaneous responsedata, as well as model selection and non-stationary and dynamiccontrol problems Maximum Entropy Econometrics will be of interest to econometricianstrying to devise procedures for recovering information from partialor incomplete data, as well as quantitative economists in financeand business, statisticians, and students and applied researchersin econometrics, engineering and the physical sciences.
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Add this copy of Maximum Entropy Econometrics: Robust Estimation with to cart. $132.48, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1996 by Wiley.
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Fine. Sewn binding. Cloth over boards. 336 p. Financial Economics and Quantitative Analysis, 16. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Maximum Entropy Econometrics: Robust Estimation With to cart. $132.49, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Wiley.
Add this copy of Maximum Entropy Econometrics: Robust Estimation with to cart. $159.44, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1996 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 336 p. Financial Economics and Quantitative Analysis, 16. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
