Information And Entropy Econometrics
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Maximum Entropy Econometrics
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Author : Amos Golan
language : en
Publisher: John Wiley & Sons
Release Date : 1996-05
Maximum Entropy Econometrics written by Amos Golan and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-05 with Business & Economics categories.
This monograph examines the problem of recovering and processing information when the underlying data are limited or partial, and the corresponding models that form the basis for estimation and inference are ill-posed or undermined
Information And Entropy Econometrics
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Author : Amos Golan
language : en
Publisher: Now Publishers Inc
Release Date : 2008
Information And Entropy Econometrics written by Amos Golan and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.
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.
Information And Entropy Econometrics A Volume In Honor Of Arnold Zellner
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Author : Amos Golan
language : en
Publisher:
Release Date : 2007
Information And Entropy Econometrics A Volume In Honor Of Arnold Zellner written by Amos Golan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Uncertainty Analysis In Econometrics With Applications
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Author : Van-Nam Huynh
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-14
Uncertainty Analysis In Econometrics With Applications written by Van-Nam Huynh and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-14 with Technology & Engineering categories.
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization. This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.
Foundations Of Info Metrics
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Author : Amos Golan
language : en
Publisher: Oxford University Press
Release Date : 2018
Foundations Of Info Metrics written by Amos Golan and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Business & Economics categories.
Info-metrics is the science of modeling, reasoning, and drawing inferences under conditions of noisy and insufficient information. It is at the intersection of information theory, statistical inference, and decision-making under uncertainty. It plays an important role in helping make informed decisions even when there is inadequate or incomplete information because it provides a framework to process available information with minimal reliance on assumptions that cannot be validated. In this pioneering book, Amos Golan, a leader in info-metrics, focuses on unifying information processing, modeling and inference within a single constrained optimization framework. Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure. The book contains numerous multidisciplinary applications and case studies, which demonstrate the simplicity and generality of the framework in real world settings. Examples include initial diagnosis at an emergency room, optimal dose decisions, election forecasting, network and information aggregation, weather pattern analyses, portfolio allocation, strategy inference for interacting entities, incorporation of prior information, option pricing, and modeling an interacting social system. Graphical representations illustrate how results can be visualized while exercises and problem sets facilitate extensions. This book is this designed to be accessible for researchers, graduate students, and practitioners across the disciplines.
Bayesian Econometrics
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Author : Siddhartha Chib
language : en
Publisher: Emerald Group Publishing
Release Date : 2008-12-18
Bayesian Econometrics written by Siddhartha Chib and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-18 with Business & Economics categories.
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.
Predictive Econometrics And Big Data
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Author : Vladik Kreinovich
language : en
Publisher: Springer
Release Date : 2017-11-30
Predictive Econometrics And Big Data written by Vladik Kreinovich and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-30 with Technology & Engineering categories.
This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thailand Econometric Society (TES2018), held in Chiang Mai, Thailand, on January 10-12, 2018, its main focus is on predictive techniques – which directly aim at predicting economic phenomena; and big data techniques – which enable us to handle the enormous amounts of data generated by modern computers in a reasonable time. The book also discusses the applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that employs mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. It is therefore important to develop data processing techniques that explicitly focus on prediction. The more data we have, the better our predictions will be. As such, these techniques are essential to our ability to process huge amounts of available data.
Probability Econometrics And Truth
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Author : Hugo A. Keuzenkamp
language : en
Publisher: Cambridge University Press
Release Date : 2000-11-02
Probability Econometrics And Truth written by Hugo A. Keuzenkamp and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-11-02 with Business & Economics categories.
When John Maynard Keynes likened Jan Tinbergen's early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes' comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. Keuzenkamp claims that the probabilistic foundations of econometrics are weak, and although econometric inferences may yield interesting knowledge, claims to be able to falsify or verify economic theories are unwarranted. Methodological falsificationism in econometrics is an illusion. Instead, it is argued, econometrics should locate itself in the tradition of positivism.
An Information Theoretic Approach To Econometrics
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Author : George G. Judge
language : en
Publisher: Cambridge University Press
Release Date : 2011-12-12
An Information Theoretic Approach To Econometrics written by George G. Judge and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-12 with Business & Economics categories.
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.
Henri Theil S Contributions To Economics And Econometrics
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Author : Henri Theil
language : en
Publisher: Springer Science & Business Media
Release Date : 1992-03-31
Henri Theil S Contributions To Economics And Econometrics written by Henri Theil and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-03-31 with Business & Economics categories.
PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The selection of articles is intended to provide examples of Theil's many seminal and pathbreaking contributions to economics in such areas as econometrics, statistics, demand analysis, information theory, economic policy analysis, aggregation theory, forecasting, index numbers, management science, sociology, operations research, higher education and much more. The collection is also intended to serve as a tribute to him on the occasion of his 67th birthday.! These three volumes also highlight some of Theil's contributions and service to the profession as a leader, advisor, administrator, teacher, and researcher. Theil's contributions, which encompass many disciplines, have been extensively cited both in scientific and professional journals. These citations often place Theil among the top 10 researchers (ranked according to number of times cited) in the world in various disciplines.