Cover Golan A., George Judge,Miller D. Maximum Entropy Econometrics: Robust Estimation with Limited Data
Id: 101040

Maximum Entropy Econometrics:
Robust Estimation with Limited Data

324 pp. (English).
  • Hardcover

Summary

In the theory and practice of econometrics the model, the method and the data are all interdependent links in information recovery-estimation and inference. Seldom, however, are the economic and statistical models correctly specified, the data complete or capable of being replicated, the estimation rules 'optimal and the inferences free of distortion. Faced with these problems, "Maximum Entropy Econometrics" provides a new basis for learning from... (More)