Del 12 - Advances in Econometrics

Applying Maximum Entropy to Econometric Problems

Inbunden, Engelska, 1997

2 089 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle. An interesting array of applications is presented in the second section of the volume.

Produktinformation

Utgivningsdatum1997-07-25
Mått156 x 234 x 22 mm
Vikt700 g
FormatInbunden
SpråkEngelska
SerieAdvances in Econometrics
Antal sidor374
FörlagEmerald Publishing Limited
ISBN9780762301874

Tillhör följande kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Introduction (T.B. Fomby, R. Carter Hill). Section I. Methodology. The maximum entrophy approach to estimation and inference: an overview (A. Golan, G. Judge and D. Miller). Information theoretic regression methods (E. Soofi). The Bayesian method of moments (BMOM): theory and applications (A. Zellner). Information theoretic methods for categorical data (E. Soofi, D.V. Gokhale). Model selection by maximum entrophy (P.H.F.M. van Casteren, J.G. De Gooijer). Maximum-entrophy acceptable-likelihood estimation of population heterogeneity (P.S. Faynzilberg). A Monte Carlo study of a generalized maximum entrophy estimator of the binary choice model (L. Atkins). Constructing a unimodal Bayesian prior distribution from incompletely assessed information (P.L. Brockett, L.L. Golden and K.H. Paick). Recovering wastewater treatment objectives: an application of entrophy estimation for inverse control problems (L. Fernandez). Dart boards and asset prices: introducing the entrophy pricing theory (L. Gulko). Maximum entrophy and derivative securities (R.J. Hawkins). Forecasting the production benefits and incidence of a public program: an integrated survey and estimation procedure applied to the California irrigation management information system (D. Osgood et al.). Another perspective on recent changes in the U.S. income distribution: an index space representation (H. Ryu, D. Slottje). Omnibus tests for multivariate normality based on a class of maximum entrophy distributions (C. Urzua).

Du kanske också är intresserad av

Del 33

Essays in Honor of Peter C. B. Phillips

Thomas B. Fomby, Yoosoon Chang, Joon Y. Park

Inbunden

2 269 kr

Del 22

Econometrics and Risk Management

Thomas B. Fomby, Jean-Pierre Fouque, Knut Solna

Inbunden

1 769 kr

Del 29

Essays in Honor of Jerry Hausman

Badi H. Baltagi, Whitney Newey, Hal White, R. Carter Hill

Inbunden

2 339 kr

Del 37

Spatial Econometrics

Badi H. Baltagi, James P. LeSage, R. Kelley Pace, USA) Baltagi, Badi H. (Syracuse University, USA) LeSage, James P. (Texas State University - San Marcos, USA) Pace, R. Kelley (Louisiana State University, James P. Lesage

Inbunden

2 089 kr

Essays in Honour of Fabio Canova

Juan J. Dolado, Luca Gambetti, Christian Matthes, Spain) Dolado, Juan J. (Universidad Carlos III de Madrid, Spain) Gambetti, Luca (Universitat Autonoma de Barcelona, USA) Matthes, Christian (Indiana University

Inbunden

1 379 kr