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...

Full description

Saved in:
Bibliographic Details
Other Authors: Hill, R. Carter., Fomby, Thomas B.
Format: Electronic
Language: English
Published: Bingley, U.K. : Emerald, 1997.
Series: Advances in econometrics ; v. 12.
Subjects:
Business & Economics > Econometrics.
Science > History.
Econometrics.
elektronické knihy
electronic books
ISBN: 9781849508247 (electronic bk.) :
Physical Description: 1 online resource (xii, 358 p.).

Cover

Table of contents

Description
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 (electronic bk.) :
ISSN: 0731-9053 ;

Similar Items