Maximum Entropy Econometrics

Name: Maximum Entropy Econometrics
SKU: 2761827
Price: 467.99 AUD
Availability: InStock

Robust Estimation with Limited Data

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Format:

Hardback

Series:

Financial Economics & Quantitative Analysis Series

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Description

This book offers solutions to the problems commonly encountered by economists trying to squeeze information out of partial or incomplete data--which is usually what they have to work with. While the book contains technical and theoretical material, it also presents many applied examples which will make it accessible for those not interested in the theoretical underpinning.

Author Biography:

Amos Golan is a professor of economics and directs the Info-Metrics Institute at American University. He is also an External Professor at the Santa Fe Institute and a Senior Associate at Pembroke College, Oxford. His research is primarily in the interdisciplinary field of info-metrics - the science and practice of information processing, modeling, inference, and problem solving with insufficient information. He has published in economics, econometrics, statistics, mathematics, physics and philosophy journals. His books include Maximum Entropy Econometrics: Robust Estimation with Limited Data (coauthored with Judge and Miller) and Information and Entropy Econometrics - A Review and Synthesis.

Release date Australia

February 13th, 1996

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Pages

336

Series

Financial Economics & Quantitative Analysis Series

Dimensions

156x236x24

ISBN-13

9780471953111

Product ID

2761827

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