Applying maximum entropy to econometric problems
The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. Th...
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| Other Authors | , |
|---|---|
| Format | Electronic eBook |
| Language | English |
| Published |
Bingley, U.K. :
Emerald,
1997.
|
| Series | Advances in econometrics ;
v. 12. |
| Subjects | |
| Online Access | Full text |
| ISBN | 9781849508247 |
| ISSN | 0731-9053 ; |
| DOI | 10.1108/S0731-9053(1997)12 |
| Physical Description | 1 online resource (xii, 358 p.). |
Glossary of Terms