An Information Theoretic Approach to Econometrics by George G. Judge,Ron C. Mittelhammer PDF

By George G. Judge,Ron C. Mittelhammer

ISBN-10: 0521689732

ISBN-13: 9780521689731

ISBN-10: 0521869595

ISBN-13: 9780521869591

This ebook is meant to supply the reader with an organization conceptual and empirical figuring out of simple information-theoretic econometric types and techniques. simply because so much facts are observational, practitioners paintings with oblique noisy observations and ill-posed econometric versions within the type of stochastic inverse difficulties. for that reason, conventional econometric equipment in lots of circumstances aren't appropriate for answering some of the quantitative questions that analysts desire to ask. After preliminary chapters care for parametric and semiparametric linear likelihood types, the focal point turns to fixing nonparametric stochastic inverse difficulties. In succeeding chapters, a family members of strength divergence measure-likelihood features are brought for quite a number conventional and nontraditional econometric-model difficulties. ultimately, inside both an empirical greatest probability or loss context, Ron C. Mittelhammer and George G. pass judgement on recommend a foundation for selecting a member of the divergence family.

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An Information Theoretic Approach to Econometrics by George G. Judge,Ron C. Mittelhammer

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