Applying Maximum Entropy to Econometric Problems Contributor(s): Hill, R. Carter (Editor), Fomby, Thomas B. (Editor) |
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ISBN: 0762301872 ISBN-13: 9780762301874 Publisher: Jai Press Inc. OUR PRICE: $132.99 Product Type: Hardcover - Other Formats Published: July 1997 Annotation: The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle. An interesting array of applications is presented in the second section of the volume. |
Additional Information |
BISAC Categories: - Business & Economics | Economics - Macroeconomics - Business & Economics | Econometrics - Science | History |
Dewey: 330.015 |
Series: Advances in Econometrics |
Physical Information: 0.88" H x 6.14" W x 9.21" (1.54 lbs) 374 pages |