Mendeley出力
＜図書＞
Maximum entropy econometrics : robust estimation with limited data
| 責任表示 | Amos Golan, George Judge, Douglas Miller |
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| シリーズ | Series in financial economics and quantitative analysis |
| データ種別 | 図書 |
| 出版情報 | Chichester : Wiley , c1996 |
| 本文言語 | 英語 |
| 大きさ | xvi, 307 p. : ill. ; 24 cm |
| 概要 | 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 stati...tical models correctly specified, the data complete or capable of being replicated, the estimation rules æoptimal 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/G 59/1 | 1996 |
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017211996017138 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
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| 著者標目 | Judge, George G. *Golan, Amos Miller, Douglas |
| 件 名 | LCSH:Econometrics LCSH:Maximum entropy method LCSH:Estimation theory |
| 分 類 | NDC9:331.19 LCC:HB139 DC20:330/.01/5195 |
| 書誌ID | 1000271703 |
| ISBN | 0471953113 |
| NCID | BA2743529X |
| 巻冊次 | ISBN:0471953113 |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.09.11 |