An information theoretic approach to econometrics:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2012
|
| Ausgabe: | 1. publ. |
| Schlagwörter: | |
| Beschreibung: | "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 pwer 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, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family"-- Provided by publisher. Includes bibliographical references and index |
| Umfang: | XVI, 232 S. graph. Darst. |
| ISBN: | 9780521869591 9780521689731 |
Internformat
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| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2012 | |
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| 500 | |a "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 pwer 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, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family"-- Provided by publisher. | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Econometrics | |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Judge, George G. 1925- Mittelhammer, Ron C. |
| author_GND | (DE-588)12963221X (DE-588)173007902 |
| author_facet | Judge, George G. 1925- Mittelhammer, Ron C. |
| author_role | aut aut |
| author_sort | Judge, George G. 1925- |
| author_variant | g g j gg ggj r c m rc rcm |
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| bvnumber | BV040038783 |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139 |
| callnumber-search | HB139 |
| callnumber-sort | HB 3139 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 300 |
| ctrlnum | (OCoLC)784067954 (DE-599)BVBBV040038783 |
| dewey-full | 330.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5195 |
| dewey-search | 330.01/5195 |
| dewey-sort | 3330.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV040038783 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:07:50Z |
| institution | BVB |
| isbn | 9780521869591 9780521689731 |
| language | English |
| lccn | 2011018358 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024895491 |
| oclc_num | 784067954 |
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| owner | DE-384 DE-29T DE-521 DE-M382 DE-355 DE-BY-UBR |
| owner_facet | DE-384 DE-29T DE-521 DE-M382 DE-355 DE-BY-UBR |
| physical | XVI, 232 S. graph. Darst. |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Judge, George G. 1925- Verfasser (DE-588)12963221X aut An information theoretic approach to econometrics George G. Judge ; Ron C. Mittelhammer 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2012 XVI, 232 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier "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 pwer 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, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family"-- Provided by publisher. Includes bibliographical references and index Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Methode (DE-588)4038971-6 gnd rswk-swf Informationstheorie (DE-588)4026927-9 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Informationstheorie (DE-588)4026927-9 s Methode (DE-588)4038971-6 s b DE-604 Mittelhammer, Ron C. Verfasser (DE-588)173007902 aut |
| spellingShingle | Judge, George G. 1925- Mittelhammer, Ron C. An information theoretic approach to econometrics Econometrics Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd Informationstheorie (DE-588)4026927-9 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4038971-6 (DE-588)4026927-9 |
| title | An information theoretic approach to econometrics |
| title_auth | An information theoretic approach to econometrics |
| title_exact_search | An information theoretic approach to econometrics |
| title_full | An information theoretic approach to econometrics George G. Judge ; Ron C. Mittelhammer |
| title_fullStr | An information theoretic approach to econometrics George G. Judge ; Ron C. Mittelhammer |
| title_full_unstemmed | An information theoretic approach to econometrics George G. Judge ; Ron C. Mittelhammer |
| title_short | An information theoretic approach to econometrics |
| title_sort | an information theoretic approach to econometrics |
| topic | Econometrics Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd Informationstheorie (DE-588)4026927-9 gnd |
| topic_facet | Econometrics Ökonometrie Methode Informationstheorie |
| work_keys_str_mv | AT judgegeorgeg aninformationtheoreticapproachtoeconometrics AT mittelhammerronc aninformationtheoreticapproachtoeconometrics |