Maximum Entropy Econometrics pdf epub mobi txt 电子书 下载 2024


Maximum Entropy Econometrics

简体网页||繁体网页
Amos Golan
Wiley
1996-04-19
324
USD 180.00
Hardcover
9780471953111

图书标签: entropy  Econometrics   


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发表于2024-11-10

Maximum Entropy Econometrics epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Maximum Entropy Econometrics epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Maximum Entropy Econometrics pdf epub mobi txt 电子书 下载 2024



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In the theory and practice of econometrics the model, the method and the data are all interdependent links in information recovery-estimation and inference. Seldom, however, are the economic and statistical models correctly specified, the data complete or capable of being replicated, the estimation rules optimal and the inferences free of distortion. Faced with these problems, Maximum Entropy Economeirics provides a new basis for learning from economic and statistical models that may be non-regular in the sense that they are ill-posed or underdetermined and the data are partial or incomplete. By extending the maximum entropy formalisms used in the physical sciences, the authors present a new set of generalized entropy techniques designed to recover information about economic systems. The authors compare the generalized entropy techniques with the performance of the relevant traditional methods of information recovery and clearly demonstrate theories with applications including Pure inverse problems that include first order Markov processes, and input-output, multisectoral or SAM models to Inverse problems with noise that include statistical models subject to ill-conditioning, non-normal errors, heteroskedasticity, autocorrelation, censored, multinomial and simultaneous response data, as well as model selection and non-stationary and dynamic control problems Maximum Entropy Econometrics will be of interest to econometricians trying to devise procedures for recovering information from partial or incomplete data, as well as quantitative economists in finance and business, statisticians, and students and applied researchers in econometrics, engineering and the physical sciences.

Maximum Entropy Econometrics 下载 mobi epub pdf txt 电子书

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