1.

Record Nr.

UNINA9910832978903321

Autore

Golan Amos

Titolo

Information and entropy econometrics : a review and synthesis / / Amos Golan

Pubbl/distr/stampa

Hanover, MA, : Now Publishers, c2008

ISBN

1-282-92941-0

9786612929410

1-60198-105-8

Descrizione fisica

1 online resource (166 p.)

Disciplina

330.015195

Soggetti

Econometrics

Information theory in economics

Entropy (Information theory)

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Editorial Board""; ""Editorial Scope""; ""Information and Entropy Econometrics � A Review and Synthesis""; ""Preface""; ""Contents""; ""1 Introductory Statement, Motivation, and Objective""; ""2 Historical Perspective""; ""3 Information and Entropy � Background, Definitions, and Examples""; ""4 The Classical Maximum Entropy Principle""; ""5 Information-Theoretic Methods of Estimation � I: Basics and Zero Moments""; ""6 Information-Theoretic Methods of Estimation � II: Stochastic Moments""

""7 IT, Likelihood and Inference � Synthesis via a Discrete Choice, Matrix Balancing Example""""8 Concluding Remarks and Related Work Not Surveyed""; ""References""