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Applying Maximum Entropy to Econometric Problems
Contributor(s): Hill, R. Carter (Editor), Fomby, Thomas B. (Editor)
ISBN: 0762301872     ISBN-13: 9780762301874
Publisher: Jai Press Inc.
OUR PRICE:   $132.99  
Product Type: Hardcover - Other Formats
Published: July 1997
Qty:
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