Information theoretic approach to econometrics, an
Auteur :
Judge, George G. / Mittelhammer, Ron C.
Éditeur :
Cambridge University Press
ISBN :
9780521869591
Date de publication :
12 déc. 2011
Dimensions :
23,5 x 15,5 x 1,8 cm
Poids :
460 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 issues that typically arise in a range of traditional and nontraditional econometric models.