An Information Theoretic Approach to Econometrics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download An Information Theoretic Approach to Econometrics PDF full book. Access full book title An Information Theoretic Approach to Econometrics by George G. Judge. Download full books in PDF and EPUB format.
Author: George G. Judge
Publisher: Cambridge University Press
ISBN: 1139502492
Category : Business & Economics
Languages : en
Pages : 249
Get Book Here
Book Description
This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.
Author: George G. Judge
Publisher: Cambridge University Press
ISBN: 1139502492
Category : Business & Economics
Languages : en
Pages : 249
Get Book Here
Book Description
This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.
Author: Amos Golan
Publisher: Now Publishers Inc
ISBN: 160198104X
Category : Business & Economics
Languages : en
Pages : 167
Get Book Here
Book Description
Information and Entropy Econometrics - A Review and Synthesis summarizes the basics of information theoretic methods in econometrics and the connecting theme among these methods. The sub-class of methods that treat the observed sample moments as stochastic is discussed in greater details. I Information and Entropy Econometrics - A Review and Synthesis -focuses on inter-connection between information theory, estimation and inference. -provides a detailed survey of information theoretic concepts and quantities used within econometrics and then show how these quantities are used within IEE. -pays special attention for the interpretation of these quantities and for describing the relationships between information theoretic estimators and traditional estimators. Readers need a basic knowledge of econometrics, but do not need prior knowledge of information theory. The survey is self contained and interested readers can replicate all results and examples provided. Whenever necessary the readers are referred to the relevant literature. Information and Entropy Econometrics - A Review and Synthesis will benefit researchers looking for a concise introduction to the basics of IEE and to acquire the basic tools necessary for using and understanding these methods. Applied researchers can use the book to learn improved new methods, and applications for extracting information from noisy and limited data and for learning from these data.
Author:
Publisher:
ISBN: 9781139217460
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: George G. Judge
Publisher:
ISBN: 9781139223980
Category : Econometrics
Languages : en
Pages : 249
Get Book Here
Book Description
This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.
Author: Dean Corbae
Publisher: Princeton University Press
ISBN: 1400833086
Category : Business & Economics
Languages : en
Pages : 696
Get Book Here
Book Description
Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory
Author: Min Chen
Publisher: Oxford University Press
ISBN: 0190636718
Category : Business & Economics
Languages : en
Pages : 557
Get Book Here
Book Description
Info-metrics is a framework for modeling, reasoning, and drawing inferences under conditions of noisy and insufficient information. It is an interdisciplinary framework situated at the intersection of information theory, statistical inference, and decision-making under uncertainty. In Advances in Info-Metrics, Min Chen, J. Michael Dunn, Amos Golan, and Aman Ullah bring together a group of thirty experts to expand the study of info-metrics across the sciences and demonstrate how to solve problems using this interdisciplinary framework. Building on the theoretical underpinnings of info-metrics, the volume sheds new light on statistical inference, information, and general problem solving. The book explores the basis of information-theoretic inference and its mathematical and philosophical foundations. It emphasizes the interrelationship between information and inference and includes explanations of model building, theory creation, estimation, prediction, and decision making. Each of the nineteen chapters provides the necessary tools for using the info-metrics framework to solve a problem. The collection covers recent developments in the field, as well as many new cross-disciplinary case studies and examples. Designed to be accessible for researchers, graduate students, and practitioners across disciplines, this book provides a clear, hands-on experience for readers interested in solving problems when presented with incomplete and imperfect information.
Author:
Publisher: Academic Press
ISBN: 0323913466
Category : Mathematics
Languages : en
Pages : 490
Get Book Here
Book Description
Geometry and Statistics, Volume 46 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Statistics series - Updated release includes the latest information on Geometry and Statistics
Author: Gail Cramer
Publisher: Routledge
ISBN: 1317225767
Category : Business & Economics
Languages : en
Pages : 821
Get Book Here
Book Description
This Handbook offers an up-to-date collection of research on agricultural economics. Drawing together scholarship from experts at the top of their profession and from around the world, this collection provides new insights into the area of agricultural economics. The Routledge Handbook of Agricultural Economics explores a broad variety of topics including welfare economics, econometrics, agribusiness, and consumer economics. This wide range reflects the way in which agricultural economics encompasses a large sector of any economy, and the chapters present both an introduction to the subjects as well as the methodology, statistical background, and operations research techniques needed to solve practical economic problems. In addition, food economics is given a special focus in the Handbook due to the recent emphasis on health and feeding the world population a quality diet. Furthermore, through examining these diverse topics, the authors seek to provide some indication of the direction of research in these areas and where future research endeavors may be productive. Acting as a comprehensive, up-to-date, and definitive work of reference, this Handbook will be of use to researchers, faculty, and graduate students looking to deepen their understanding of agricultural economics, agribusiness, and applied economics, and the interrelationship of those areas.
Author: Amos Golan
Publisher: Oxford University Press
ISBN: 0199349525
Category : Business & Economics
Languages : en
Pages : 489
Get Book Here
Book Description
Info-metrics is the science of modeling, reasoning, and drawing inferences under conditions of noisy and insufficient information. It is at the intersection of information theory, statistical inference, and decision-making under uncertainty. It plays an important role in helping make informed decisions even when there is inadequate or incomplete information because it provides a framework to process available information with minimal reliance on assumptions that cannot be validated. In this pioneering book, Amos Golan, a leader in info-metrics, focuses on unifying information processing, modeling and inference within a single constrained optimization framework. Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure. The book contains numerous multidisciplinary applications and case studies, which demonstrate the simplicity and generality of the framework in real world settings. Examples include initial diagnosis at an emergency room, optimal dose decisions, election forecasting, network and information aggregation, weather pattern analyses, portfolio allocation, strategy inference for interacting entities, incorporation of prior information, option pricing, and modeling an interacting social system. Graphical representations illustrate how results can be visualized while exercises and problem sets facilitate extensions. This book is this designed to be accessible for researchers, graduate students, and practitioners across the disciplines.
Author: Ron Mittelhammer (Prof.)
Publisher: Cambridge University Press
ISBN: 9780521623940
Category : Business & Economics
Languages : en
Pages : 794
Get Book Here
Book Description
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
