Download torrent An Information Theoretic Approach to Econometrics
Download torrent An Information Theoretic Approach to Econometrics
An Information Theoretic Approach to Econometrics by Ron C. Mittelhammer
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Author: Ron C. Mittelhammer
Number of Pages: 248 pages
Published Date: 12 Dec 2011
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9780521869591
File size: 24 Mb
Download Link: An Information Theoretic Approach to Econometrics
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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.
Read online An Information Theoretic Approach to Econometrics Buy and read online An Information Theoretic Approach to Econometrics Download and read An Information Theoretic Approach to Econometrics ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook An Information Theoretic Approach to Econometrics
An Information Theoretic Approach to Econometrics by Ron C. Mittelhammer
Author: Ron C. Mittelhammer
Number of Pages: 248 pages
Published Date: 12 Dec 2011
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9780521869591
File size: 24 Mb
Download Link: 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 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.
Read online An Information Theoretic Approach to Econometrics Buy and read online An Information Theoretic Approach to Econometrics Download and read An Information Theoretic Approach to Econometrics ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook An Information Theoretic Approach to Econometrics