An Information Theoretic Approach to Econometrics

by Ron C. Mittelhammer and George G. Judge

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521689732
• ISBN13: 9780521689731
• Release Date: December 2011
• Publisher: Cambridge University Press
• Length: 248 Pages
• Weight: 0.75 lbs.
• Dimensions: 0.7" x 5.9" x 8.9"