Applying maximum entropy to econometric problems

edited by R. Carter Hill

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

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Year of publication:	1997
Other Persons:	Hill, Rufus Carter (contributor) ; Fomby, Thomas B. (contributor)
Publisher:	Bingley, U.K : Emerald
Subject:	Theorie \| Theory \| Ökonometrie \| Econometrics \| Entropie \| Entropy
Description of contents:	Table of Contents [gbv.de]

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Extent:	Online-Ressource
Series:	Advances in econometrics : a research annual. - Bingley : Emerald, ZDB-ID 2401775-9. - Vol. volume 12
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	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.
ISBN:	978-1-84950-824-7 ; 1-84950-824-0 ; 978-0-7623-0187-4
Other identifiers:	10.1108/S0731-9053(1997)12 [DOI]
Classification:	Methoden und Techniken der Volkswirtschaft ; Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009628699