Information Theoretic Approach to Econometrics (English, George G. Judge | Ron C. Mittelhammer)
by George G. Judge | Ron C. Mittelhammer
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About the Book
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 question…
ISBN: 9780521869591
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