An Information Theoretic Approach to Econometrics

Business & Finance, Economics, Econometrics, Statistics
Cover of the book An Information Theoretic Approach to Econometrics by George G. Judge, Ron C. Mittelhammer, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: George G. Judge, Ron C. Mittelhammer ISBN: 9781139209441
Publisher: Cambridge University Press Publication: December 12, 2011
Imprint: Cambridge University Press Language: English
Author: George G. Judge, Ron C. Mittelhammer
ISBN: 9781139209441
Publisher: Cambridge University Press
Publication: December 12, 2011
Imprint: Cambridge University Press
Language: English

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models 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-model 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models 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-model 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.

More books from Cambridge University Press

Cover of the book Corporate Islam by George G. Judge, Ron C. Mittelhammer
Cover of the book Aperiodic Order: Volume 1, A Mathematical Invitation by George G. Judge, Ron C. Mittelhammer
Cover of the book The Neuropsychiatry of Epilepsy by George G. Judge, Ron C. Mittelhammer
Cover of the book Quantum Physics by George G. Judge, Ron C. Mittelhammer
Cover of the book A Student's Guide to Atomic Physics by George G. Judge, Ron C. Mittelhammer
Cover of the book The Biology of Multiple Sclerosis by George G. Judge, Ron C. Mittelhammer
Cover of the book Why Do Languages Change? by George G. Judge, Ron C. Mittelhammer
Cover of the book The Beginnings of Mesoamerican Civilization by George G. Judge, Ron C. Mittelhammer
Cover of the book Vergil's Aeneid and Greek Tragedy by George G. Judge, Ron C. Mittelhammer
Cover of the book Introduction to Seismology by George G. Judge, Ron C. Mittelhammer
Cover of the book Environmental Practice and Early American Literature by George G. Judge, Ron C. Mittelhammer
Cover of the book Earthquakes in the Mediterranean and Middle East by George G. Judge, Ron C. Mittelhammer
Cover of the book An Introduction to the Comparative Study of Private Law by George G. Judge, Ron C. Mittelhammer
Cover of the book Transnational Legal Orders by George G. Judge, Ron C. Mittelhammer
Cover of the book Popular Politics in the Making of the Modern Middle East by George G. Judge, Ron C. Mittelhammer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy