Information Theoretic Approach To Econometrics
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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.
An Information Theoretic Approach To Econometrics
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Author :
language : en
Publisher:
Release Date : 2011
An Information Theoretic Approach To Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Econometrics Of Information And Efficiency
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Author : Jati Sengupta
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Econometrics Of Information And Efficiency written by Jati Sengupta 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 2013-03-14 with Business & Economics categories.
Econometrics as an applied discipline attempts to use information in a most efficient manner, yet the information theory and entropy approach developed by Shannon and others has not played much of a role in applied econometrics. Econometrics of Information and Efficiency bridges the gap. Broadly viewed, information theory analyzes the uncertainty of a given set of data and its probabilistic characteristics. Whereas the economic theory of information emphasizes the value of information to agents in a market, the entropy theory stresses the various aspects of imprecision of data and their interactions with the subjective decision processes. The tools of information theory, such as the maximum entropy principle, mutual information and the minimum discrepancy are useful in several areas of statistical inference, e.g., Bayesian estimation, expected maximum likelihood principle, the fuzzy statistical regression. This volume analyzes the applications of these tools of information theory to the most commonly used models in econometrics. The outstanding features of Econometrics of Information and Efficiency are: A critical survey of the uses of information theory in economics and econometrics; An integration of applied information theory and economic efficiency analysis; The development of a new economic hypothesis relating information theory to economic growth models; New lines of research are emphasized.
Information Theoretic Approach To Econometrics
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Author : George G. Judge
language : en
Publisher:
Release Date : 2014-05-14
Information Theoretic Approach To Econometrics written by George G. Judge and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-14 with Econometrics 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.
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.
Papers In Itjemast 11 7 2020
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Author :
language : en
Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
Release Date :
Papers In Itjemast 11 7 2020 written by and has been published by International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies this book supported file pdf, txt, epub, kindle and other format this book has been release on with Technology & Engineering categories.
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications.
Statistics Econometrics And Forecasting
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Author : Arnold Zellner
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-19
Statistics Econometrics And Forecasting written by Arnold Zellner 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 2004-02-19 with Business & Economics categories.
Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
Information Theory And Statistical Learning
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Author : Frank Emmert-Streib
language : en
Publisher: Springer Science & Business Media
Release Date : 2009
Information Theory And Statistical Learning written by Frank Emmert-Streib 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 2009 with Computers categories.
This interdisciplinary text offers theoretical and practical results of information theoretic methods used in statistical learning. It presents a comprehensive overview of the many different methods that have been developed in numerous contexts.
Handbook Of Econometrics
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Author :
language : en
Publisher: Elsevier
Release Date : 2020-11-25
Handbook Of Econometrics written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-25 with Business & Economics categories.
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Global Economic Prospects June 2016
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Author : World Bank Group
language : en
Publisher: World Bank Publications
Release Date : 2016-07-13
Global Economic Prospects June 2016 written by World Bank Group and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-13 with Business & Economics categories.
Global growth prospects have deteriorated in 2016. Emerging market and developing economies are facing increased external headwinds, including softer growth in advanced economies. Commodity exporters are struggling with particularly challenging conditions, while commodity importers are thus far showing greater resilience. Global growth is expected to gradually accelerate in 2017-18 but risks to the outlook are increasingly more pronounced. In addition to discussing global and regional economic developments and prospects, this edition of Global Economic Prospects includes two Special Focus essays of critical importance for emerging and developing economies: an analysis of the buildup of private debt in emerging and frontier markets and a quantitative study of uncertainties surrounding global growth. This year marks the 25th anniversary of the Global Economic Prospects. The Global Economic Prospects is a World Bank Group Flagship Report that has, since its inception in 1991, examined international economic developments and prospects, with a special focus on emerging market and developing economies. It has also included analytical essays on a wide range of topical macroeconomic, financial, and structural policy challenges faced by these economies. It is published on a semiannual basis (in January and June). The January edition includes in-depth analyses of topical policy challenges, while the June edition contains shorter analytical essays.