An information theoretic approach to econometrics:
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 stoch...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2012
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| Subjects: | |
| Links: | https://doi.org/10.1017/CBO9781139033848 https://doi.org/10.1017/CBO9781139033848 https://doi.org/10.1017/CBO9781139033848 https://doi.org/10.1017/CBO9781139033848 https://doi.org/10.1017/CBO9781139033848 |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xvi, 232 pages) |
| ISBN: | 9781139033848 |
| DOI: | 10.1017/CBO9781139033848 |
Staff View
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| institution | BVB |
| isbn | 9781139033848 |
| language | English |
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| spelling | Judge, George G. Verfasser aut An information theoretic approach to econometrics George G. Judge, Ron C. Mittelhammer Cambridge Cambridge University Press 2012 1 online resource (xvi, 232 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Econometrics Informationstheorie (DE-588)4026927-9 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Methode (DE-588)4038971-6 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Informationstheorie (DE-588)4026927-9 s Methode (DE-588)4038971-6 s 1\p DE-604 Mittelhammer, Ron Sonstige oth Erscheint auch als Druckausgabe 978-0-521-68973-1 Erscheint auch als Druckausgabe 978-0-521-86959-1 https://doi.org/10.1017/CBO9781139033848 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Judge, George G. An information theoretic approach to econometrics Econometrics Informationstheorie (DE-588)4026927-9 gnd Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd |
| subject_GND | (DE-588)4026927-9 (DE-588)4132280-0 (DE-588)4038971-6 |
| 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 Informationstheorie (DE-588)4026927-9 gnd Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd |
| topic_facet | Econometrics Informationstheorie Ökonometrie Methode |
| url | https://doi.org/10.1017/CBO9781139033848 |
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