Maximum 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.
Maximum Entropy And Bayesian Methods Garching Germany 1998
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Author : Wolfgang von der Linden
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Maximum Entropy And Bayesian Methods Garching Germany 1998 written by Wolfgang von der Linden 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 2012-12-06 with Mathematics categories.
In 1978 Edwin T. Jaynes and Myron Tribus initiated a series of workshops to exchange ideas and recent developments in technical aspects and applications of Bayesian probability theory. The first workshop was held at the University of Wyoming in 1981 organized by C.R. Smith and W.T. Grandy. Due to its success, the workshop was held annually during the last 18 years. Over the years, the emphasis of the workshop shifted gradually from fundamental concepts of Bayesian probability theory to increasingly realistic and challenging applications. The 18th international workshop on Maximum Entropy and Bayesian Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry Bretthorst and by Myron Tribus were dedicated to one of th the pioneers of Bayesian probability theory who died on the 30 of April 1998: Edwin Thompson Jaynes. Jaynes revealed and advocated the correct meaning of 'probability' as the state of knowledge rather than a physical property. This inter pretation allowed him to unravel longstanding mysteries and paradoxes. Bayesian probability theory, "the logic of science" - as E.T. Jaynes called it - provides the framework to make the best possible scientific inference given all available exper imental and theoretical information. We gratefully acknowledge the efforts of Tribus and Bretthorst in commemorating the outstanding contributions of E.T. Jaynes to the development of probability theory.
Maximum Entropy And Bayesian Methods
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Author : W.T. Grandy Jr.
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Maximum Entropy And Bayesian Methods written by W.T. Grandy Jr. 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 2012-12-06 with Mathematics categories.
The 10th International Workshop on Maximum Entropy and Bayesian Methods, MaxEnt 90, was held in Laramie, Wyoming from 30 July to 3 August 1990. This volume contains the scientific presentations given at that meeting. This series of workshops originated in Laramie in 1981, where the first three of what were to become annual workshops were held. The fourth meeting was held in Calgary. the fifth in Laramie, the sixth and seventh in Seattle, the eighth in Cambridge, England, and the ninth at Hanover, New Hampshire. It is most appropriate that the tenth workshop, occurring in the centennial year of Wyoming's statehood, was once again held in Laramie. The original purpose of these workshops was twofold. The first was to bring together workers from diverse fields of scientific research who individually had been using either some form of the maximum entropy method for treating ill-posed problems or the more general Bayesian analysis, but who, because of the narrow focus that intra-disciplinary work tends to impose upon most of us, might be unaware of progress being made by others using these same techniques in other areas. The second was to introduce to those who were somewhat aware of maximum entropy and Bayesian analysis and wanted to learn more, the foundations, the gestalt, and the power of these analyses. To further the first of these ends, presenters at these workshops have included workers from area. s as varied as astronomy, economics, environmenta.
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.
Statistical Inference Econometric Analysis And Matrix Algebra
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Author : Bernhard Schipp
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-11-27
Statistical Inference Econometric Analysis And Matrix Algebra written by Bernhard Schipp 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 2008-11-27 with Mathematics categories.
This Festschrift is dedicated to Götz Trenkler on the occasion of his 65th birthday. As can be seen from the long list of contributions, Götz has had and still has an enormous range of interests, and colleagues to share these interests with. He is a leading expert in linear models with a particular focus on matrix algebra in its relation to statistics. He has published in almost all major statistics and matrix theory journals. His research activities also include other areas (like nonparametrics, statistics and sports, combination of forecasts and magic squares, just to mention afew). Götz Trenkler was born in Dresden in 1943. After his school years in East G- many and West-Berlin, he obtained a Diploma in Mathematics from Free University of Berlin (1970), where he also discovered his interest in Mathematical Statistics. In 1973, he completed his Ph.D. with a thesis titled: On a distance-generating fu- tion of probability measures. He then moved on to the University of Hannover to become Lecturer and to write a habilitation-thesis (submitted 1979) on alternatives to the Ordinary Least Squares estimator in the Linear Regression Model, a topic that would become his predominant ?eld of research in the years to come.
Applying Maximum Entropy To Econometric Problems
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Author : Thomas B. Fomby
language : en
Publisher:
Release Date : 2005
Applying Maximum Entropy To Econometric Problems written by Thomas B. Fomby and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Maximum Entropy And Ecology
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Author : John Harte
language : en
Publisher: OUP Oxford
Release Date : 2011-06-23
Maximum Entropy And Ecology written by John Harte and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-23 with Science categories.
This pioneering graduate textbook provides readers with the concepts and practical tools required to understand the maximum entropy principle, and apply it to an understanding of ecological patterns. Rather than building and combining mechanistic models of ecosystems, the approach is grounded in information theory and the logic of inference. Paralleling the derivation of thermodynamics from the maximum entropy principle, the state variable theory of ecology developed in this book predicts realistic forms for all metrics of ecology that describe patterns in the distribution, abundance, and energetics of species over multiple spatial scales, a wide range of habitats, and diverse taxonomic groups. The first part of the book is foundational, discussing the nature of theory, the relationship of ecology to other sciences, and the concept of the logic of inference. Subsequent sections present the fundamentals of macroecology and of maximum information entropy, starting from first principles. The core of the book integrates these fundamental principles, leading to the derivation and testing of the predictions of the maximum entropy theory of ecology (METE). A final section broadens the book's perspective by showing how METE can help clarify several major issues in conservation biology, placing it in context with other theories and highlighting avenues for future research.
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.
Non Extensive Entropy Econometrics For Low Frequency Series
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Author : Second Bwanakare
language : en
Publisher: De Gruyter Open
Release Date : 2017-07-24
Non Extensive Entropy Econometrics For Low Frequency Series written by Second Bwanakare and has been published by De Gruyter Open this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-24 with categories.
Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity. In theoretical terms, the approach generalizes Gibbs-Shannon-Golan entropy models, which are useful for describing ergodic phenomena. In essence, this entropy econometrics approach constitutes a junction of two distinct concepts: Jayne's maximum entropy principle and the Bayesian generalized method of moments. Rival econometric techniques are not conceptually adapted to solving complex inverse problems or are seriously limited when it comes to practical implementation. Recent literature showed that amplitude and frequency of macroeconomic fluctuations do not substantially diverge from many other extreme events, natural or human-related, once they are explained in the same time (or space) scale. Non-extensive entropy is a precious device for econometric modelling even in the case of low frequency series, since outputs evolving within the Gaussian attractor correspond to the Tsallis entropy limiting case of Tsallis q-parameter around unity. This book introduces a sub-discipline called Non-extensive Entropy Econometrics or, using a recent expression, Superstar Generalised Econometrics. It demonstrates, using national accounts-based models, that this approach facilitates solving nonlinear, complex inverse problems, previously considered intractable, such as the constant elasticity of substitution class of functions. This new proposed approach could extend the frontier of theoretical and applied econometrics.