Maximum entropy econometrics : robust estimation with limited data / Amos Golan, George Judge, Douglas Miller

Language: English

Published by Chichester [England] ; New York : Wiley, 1996

0471953113 / 9780471953111

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Seller: MW Books, New York, NY, U.S.A.MW Books

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Near fine copy in the original colour-printed boards. Slightest suggestion only of dust-dulling to the spine bands and panel edges. Remains particularly well-preserved overall; tight, bright, clean and strong. Physical description; xvi, 307 pages : illustrations ; 24 cm. Notes; Includes bibliographical references and index. Contents; The Classical Maximum Entropy Formalism: A Review -- PURE INVERSE PROBLEMS -- Basic Maximum Entropy Principle: Formulation and Extensions -- Formulation and Solution of Pure Inverse Problems -- Generalized Pure Inverse Problems -- LINEAR INVERSE PROBLEMS WITH NOISE -- Generalized Maximum Entropy (GME) and Cross-Entropy (GCE) Formulations -- Finite Sample Extensions of GME-GCE -- GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE -- GME-GCE Solutions to Ill-conditioned Problems -- General Linear Statistical Model with a Non-scalar Identity Covariance Matrix Statistical Model Selection -- A SYSTEM OF ECONOMIC STATISTICAL RELATIONS -- Sets of Linear Statistical Models -- Simultaneous Equations Statistical Model -- LINEAR AND NON-LINEAR DYNAMIC SYSTEMS -- Estimation and Inference of Dynamic Linear Inverse Problems -- Linear and Non-linear Dynamic Systems with Control -- DISCRETE CHOICE-CENSORED PROBLEMS -- Recovering Information from Multinomial Response Data -- Recovering Information from Censored Response Data -- COMPUTATIONAL NOTES -- Computing GME-GCE Solutions. Subjects; Econometrics. Maximum entropy method. Estimation theory. entropy. mathematical models. 1 Kg.…

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Title
Maximum entropy econometrics : robust estimation with limited data / Amos Golan, George Judge, Douglas Miller
Author
Golan, Amos
Publisher
Chichester [England] ; New York : Wiley
Publication year
1996
Binding
Hardcover
Language
English
ISBN 10
0471953113
ISBN 13
9780471953111
Edition
Second Edition.
Item weight
1 kilogram

MW Books

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