Information and Entropy Econometrics - A Review and Synthesis
Information and Entropy Econometrics - A Review and Synthesis
Publisher: Now Publishers Inc | pages: 168 | 2008 | ISBN: 160198104X | PDF | 1 mb
Publisher: Now Publishers Inc | pages: 168 | 2008 | ISBN: 160198104X | PDF | 1 mb
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.