Business & Economics Books:

Applying Maximum Entropy to Econometric Problems

Format

Hardback

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Applying Maximum Entropy to Econometric Problems
$299.99
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Description

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.
Release date NZ
July 25th, 1997
Contributors
Edited by R. Carter Hill Edited by Thomas B. Fomby
Country of Publication
United States
Imprint
JAI Press Inc.
Pages
374
Dimensions
156x234x22
ISBN-13
9780762301874
Product ID
1825094

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