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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Table of Contents:
  • Information theoretic methods for categorical data : dedicated to the memory of Solomon Kullback 1907-1994 / D.V. Gokhale
  • Model selection by maximum entropy / Jan G. De Gooijer
  • Maximum-entropy acceptable-likelihood estimation of population heterogeneity / Peter S. Faynzilberg
  • A monte carlo study of a generalized maximum entropy estimator of the binary choice model / Lee Adkins
  • constructing a unimodal bayesian prior distribution from incompletely assessed information / Kwang H. Paick
  • Recovering wastewater treatment objectives : an application of entropy estimation for inverse control problems / Linda Fernandez
  • Dart boards and asset prices : Introducing the entropy pricing theory / Les Gulko
  • Information theoretic regression methods : Dedicated to the memory of Solomon Kullback 1907-1994 / Ehsan S. Soofi
  • Maximum entropy and derivative securities / Raymond J. Hawkins
  • The maximum entropy approach to estimation and inference : an overview / Douglas Miller
  • Forecasting the production benefits and incidence of a public program : an integrated survey and estimation procedure applied to study the california irrigation management information system / David Zilberman
  • Another perspective on recent changes in the U.S. income distribution : an index space representation / Daniel J. Slottje
  • Omnibus tests for multivariate normality based on a class of maximum entropy distributions / Carlos M. Urzua
  • The Bayesian method of moments (BMOM) : theory and applications / Arnold Zellner.

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