Author: Amos GolanPublisher:
ISBN:
Category :
Languages : en
Pages : 207
Book Description
Information and Entropy Econometrics
Author: Amos GolanInformation and Entropy Econometrics
Author: Information and Entropy Econometrics
Author: Amos GolanPublisher: Now Publishers Inc
ISBN: 160198104X
Category : Business & Economics
Languages : en
Pages : 167
Book Description
Information and Entropy Econometrics - A Review and Synthesis summarizes the basics of information theoretic methods in econometrics and the connecting theme among these methods. The sub-class of methods that treat the observed sample moments as stochastic is discussed in greater details. I Information and Entropy Econometrics - A Review and Synthesis -focuses on inter-connection between information theory, estimation and inference. -provides a detailed survey of information theoretic concepts and quantities used within econometrics and then show how these quantities are used within IEE. -pays special attention for the interpretation of these quantities and for describing the relationships between information theoretic estimators and traditional estimators. Readers need a basic knowledge of econometrics, but do not need prior knowledge of information theory. The survey is self contained and interested readers can replicate all results and examples provided. Whenever necessary the readers are referred to the relevant literature. Information and Entropy Econometrics - A Review and Synthesis will benefit researchers looking for a concise introduction to the basics of IEE and to acquire the basic tools necessary for using and understanding these methods. Applied researchers can use the book to learn improved new methods, and applications for extracting information from noisy and limited data and for learning from these data.
Bayesian Econometrics
Author: Siddhartha ChibPublisher: Emerald Group Publishing
ISBN: 1848553099
Category : Business & Economics
Languages : en
Pages : 656
Book Description
Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
Information and Entropy Econometrics: a Volume in Honor of Arnold Zellner
Author: Amos GolanEssays in Honor of Joon Y. Park
Author: Yoosoon ChangPublisher: Emerald Group Publishing
ISBN: 1837532125
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Modelling and Prediction Honoring Seymour Geisser
Author: Jack C. LeePublisher: Springer
ISBN: 1461224144
Category : Mathematics
Languages : en
Pages : 458
Book Description
Modelling and Prediction Honoring Seymour Geisser contains the refereed proceedings of the Conference on Forecasting, Prediction, and Modelling held at National Chiao Tung University, Taiwan in 1994. The papers discuss general methodological issues; prediction; design of experiments and classification; prior distributions and estimation; posterior odds, testing, and model selection; modelling and prediction in finance; and time series modelling and applications. Specific topics include very interesting and topical statistical issues related to DNA fingerprinting and spatial image reconstruction, foundational issues for applied statistics and testing hypotheses, forecasting tax revenues and bond prices, and assessing oxone depletion.
Essays in Economics and Econometrics
Author: Ralph William PfoutsPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 264
Book Description
Essays in economics and econometrics
Author: Ralph William PfoutsPublisher:
ISBN:
Category :
Languages : en
Pages : 266
Book Description
Author: Amos Golan