Information Theoretic Approach to Econometrics

Judge, George G.|Mittelhammer, Ron C.

ISBN 10: 0521869595 / ISBN 13: 9780521869591

Editore: Cambridge University Press, 2012

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Most econometric books do not recognize the ill-posed inverse nature of their econometric models and the indirect noisy characteristics of their sample data. This book focuses on these problems and provides a basis for dealing with estimation and inference .

Codice articolo 594766281

Dati bibliografici

• Titolo: Information Theoretic Approach to Econometrics
• Editore: Cambridge University Press
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 0521869595
• ISBN 13: 9780521869591
• Rilegatura: Gebunden
• Condizione: New

Descrizione articolo

Riassunto

Intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods.

Informazioni sugli autori

George G. Judge is a Professor at the University of California, Berkeley. Professor Judge has also served on the faculty of the University of Illinois, University of Connecticut, and Oklahoma State University and has been a visiting professor at several US and European universities. He is the coauthor or editor of 15 books in econometrics and related fields and author or coauthor of more than 150 articles in refereed journals. His research explores specification and evaluation of statistical decision rules, improved inference methods, and parametric and semiparametric estimation and information recovery in the case of ill-posed inverse problems with noise. Judge is a Fellow of the Econometric Society and the American Agricultural Economics Association.

Ron C. Mittelhammer is Regents Professor of Economic Sciences and Statistics at Washington State University. He is the author of Mathematical Statistics for Economics and Business (1996), lead coauthor with George G. Judge and Douglas J. Miller of Econometric Foundations (Cambridge University Press, 2000), and the author of numerous book chapters and articles in refereed economics, statistics, and econometrics journals. Professor Mittelhammer's current research focuses on econometric theory for applications in a range of economics fields. With more than two decades of graduate-level teaching experience, his skill as a teacher of statistics and econometrics is documented by teaching evaluations and awards. He served as president of the Agricultural and Applied Economics Association in 2009–10.