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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Bibliographic Details
Other Authors Hill, R. Carter, Fomby, Thomas B.
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 1997.
SeriesAdvances in econometrics ; v. 12.
Subjects
Econometrics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781849508247
ISSN0731-9053 ;
DOI10.1108/S0731-9053(1997)12
Physical Description1 online resource (xii, 358 p.).

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Summary: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. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle. An interesting array of applications is presented in the second section of the volume.
ISBN:9781849508247
ISSN:0731-9053 ;
DOI:10.1108/S0731-9053(1997)12
Physical Description:1 online resource (xii, 358 p.).

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