An information theoretic approach to econometrics / George G. Judge, Ron C. Mittelhammer.
نوع المادة : نصالناشر:Cambridge ; New York : Cambridge University Press, 2012وصف:xvi, 232 pages : illustrations ; 24 cmنوع المحتوى:- text
- unmediated
- volume
- 9780521869591 (hardback)
- 9780521689731 (paperback)
- HB139 .J79 2012
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB139 .J79 2012 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010011138855 | ||
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB139 .J79 2012 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30010011138854 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HB139 .I28 2012 مقدمة في مبادئ الاقتصاد القياسي / | HB139 .J636 2016 Everydata : the misinformation hidden in the little data you consume every day / | HB139 .J636 2016 Everydata : the misinformation hidden in the little data you consume every day / | HB139 .J79 2012 An information theoretic approach to econometrics / | HB139 .J79 2012 An information theoretic approach to econometrics / | HB139 .J79 2012 An information theoretic approach to econometrics / | HB139 .J795 1996 Maximum entropy econometrics : robust estimation with limited data |
"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.