Econometrics of information and efficiency:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Dordrecht u.a.
Kluwer
1993
|
| Schriftenreihe: | [Theory and decision library / B]
25 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005498963&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | IX, 256 S. |
| ISBN: | 079232353X |
Internformat
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| 245 | 1 | 0 | |a Econometrics of information and efficiency |c by Jati K. Sengupta |
| 264 | 1 | |a Dordrecht u.a. |b Kluwer |c 1993 | |
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| 650 | 4 | |a Entropy (Information theory) -- Econometric models | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 SOZ 200f 2001 A 888-25 |
|---|---|
| DE-BY-TUM_katkey | 1624633 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040010338733 |
| _version_ | 1821933013067366400 |
| adam_text | CONTENTS
Preface ix
1 INTRODUCTION TO INFORMATION 1
1.1 Information and Data Analysis 2
1.2 Information and Estimation 4
1.3 Information Theory and Choice of Models 6
1.4 Economics of Information 7
1.5 Information and Efficiency 9
1.6 Outline of the Book 11
2 APPLIED INFORMATION THEORY 13
2.1 Tools of Information Theory 13
A. Conditional entropy 15
B. Mutual information 15
C. Divergence measure 17
D. Multivariate distance 18
2.2 Maximum Entropy Principle 21
2.3 Information Theory Approach to Estimation 25
2.4 Mutual Information and Prediction 31
2.5 Use of Entropy in Economic Models 35
A. Production function models 35
B. Transition probability models 44
C. Structural change and economic growth 56
2.6 Applications to Stochastic Processes 63
3 INFORMATION THEORY IN ECONOMETRICS 71
3.1 Data and Information 71
3.2 Nonparametric Estimation and Entropy Theory 75
3.3 Entropy, Likelihood and Bayesian Estimation 79
3.4 Information Gain and Divergence 82
3.5 Applications in Production Frontier Estimation 94
3.6 Entropy based Measure of Economic Inequality 102
4 APPLICATIONS IN CONTROL THEORY AND OPERATIONS
RESEARCH 106
4.1 Dynamic Models and Information Theory 106
4.2 Entropy Minimizing Control 116
A. AmodelofLEQG 117
B. Risk sensitive DEA models 120
4.3 Entropy and Game Theory 130
4.4 Information Theory and Risk Analysis 135
A. Entropy in SLP models 137
B. Entropy in DEA models 144
4.5 Entropy in Models of Queueing and Transportation 146
vii
TABLE OF CONTENTS (Continued)
4.6 Efficiency Measurement Under Inexact Information 150
A. Imprecision in DEA models 151
B. Fuzzy regression in DEA models 153
C. Fuzzy models in games 157
5 ECONOMIC THEORIES OF INFORMATION 160
5.1 Information in Selection Models 160
A. Selection samples 161
B. Truncation models in market returns 163
5.2 Informational Basis of Rational Expectations 171
A. Estimation of dynamic efficiency 180
B. A model of asymmetric information 185
5.3 Information and Game Theory 188
5.4 Semiparametric Estimation of Efficiency 195
A. Estimation of dynamic frontier 195
B. Comparing efficiency distributions 207
5.5 Market Models of Search 218
5.6 Decisions Under Incomplete Information 222
A. Quadratic decision model 223
B. Risk sensitive production frontier 225
6 ECONOMETRICS AND ENTROPY THEORY 230
6.1 Problems in Econometric Modelling 232
A. Stochastic complexity analysis 234
B. Model selection criteria 235
6.2 Trends in Entropy Theory 237
A. Optimal search and entropy 241
B. Duality in information theory 242
REFERENCES 246
INDEX 254
viii
|
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| id | DE-604.BV008325523 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T09:20:20Z |
| institution | BVB |
| isbn | 079232353X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005498963 |
| oclc_num | 231577510 |
| open_access_boolean | |
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| physical | IX, 256 S. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Kluwer |
| record_format | marc |
| series2 | [Theory and decision library / B] |
| spellingShingle | Sengupta, Jati K. 1934- Econometrics of information and efficiency Ökonometrisches Modell Information theory in economics -- Econometric models Entropy (Information theory) -- Econometric models Industrial efficiency -- Econometric models Informationstheorie (DE-588)4026927-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4026927-9 (DE-588)4132280-0 |
| title | Econometrics of information and efficiency |
| title_auth | Econometrics of information and efficiency |
| title_exact_search | Econometrics of information and efficiency |
| title_full | Econometrics of information and efficiency by Jati K. Sengupta |
| title_fullStr | Econometrics of information and efficiency by Jati K. Sengupta |
| title_full_unstemmed | Econometrics of information and efficiency by Jati K. Sengupta |
| title_short | Econometrics of information and efficiency |
| title_sort | econometrics of information and efficiency |
| topic | Ökonometrisches Modell Information theory in economics -- Econometric models Entropy (Information theory) -- Econometric models Industrial efficiency -- Econometric models Informationstheorie (DE-588)4026927-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrisches Modell Information theory in economics -- Econometric models Entropy (Information theory) -- Econometric models Industrial efficiency -- Econometric models Informationstheorie Ökonometrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005498963&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000021513 |
| work_keys_str_mv | AT senguptajatik econometricsofinformationandefficiency |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 SOZ 200f 2001 A 888-25 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |