Description

Book Synopsis
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.

Table of Contents
The Classical Maximum Entropy Formalism: A Review.

PURE INVERSE PROBLEMS.

Basic Maximum Entropy Principle: Formulation and Extensions.

Formulation and Solution of Pure Inverse Problems.

Generalized Pure Inverse Problems.

LINEAR INVERSE PROBLEMS WITH NOISE.

Generalized Maximum Entropy (GME) and Cross-Entropy (GCE)Formulations.

Finite Sample Extensions of GME-GCE.

GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE.

GME-GCE Solutions to Ill-conditioned Problems.

General Linear Statistical Model with a Non-scalar IdentityCovariance Matrix Statistical Model Selection.

A SYSTEM OF ECONOMIC STATISTICAL RELATIONS.

Sets of Linear Statistical Models.

Simultaneous Equations Statistical Model.

LINEAR AND NON-LINEAR DYNAMIC SYSTEMS.

Estimation and Inference of Dynamic Linear Inverse Problems.

Linear and Non-linear Dynamic Systems with Control.

DISCRETE CHOICE-CENSORED PROBLEMS.

Recovering Information from Multinomial Response Data.

Recovering Information from Censored Response Data.

COMPUTATIONAL NOTES.

Computing GME-GCE Solutions.

Epilogue.

Selected Reading.

Index.

Maximum Entropy Econometrics Robust Estimation

    Product form

    A Hardback by Amos Golan, George G. Judge, Douglas Miller

    £108.00

    Includes FREE delivery

    RRP £120.00 – you save £12.00 (10%)

    Order before 4pm today for delivery by Tue 3 Nov 2026.

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Maximum Entropy Econometrics Robust Estimation by Amos Golan

      Book details

      Publisher John Wiley & Sons Inc
      Published 13 February 1996
      ISBN-13 9780471953111
      978-0471953111
      ISBN-10 0471953113
      Also in:
      Economics

      Description

      Book Synopsis
      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.

      Table of Contents
      The Classical Maximum Entropy Formalism: A Review.

      PURE INVERSE PROBLEMS.

      Basic Maximum Entropy Principle: Formulation and Extensions.

      Formulation and Solution of Pure Inverse Problems.

      Generalized Pure Inverse Problems.

      LINEAR INVERSE PROBLEMS WITH NOISE.

      Generalized Maximum Entropy (GME) and Cross-Entropy (GCE)Formulations.

      Finite Sample Extensions of GME-GCE.

      GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE.

      GME-GCE Solutions to Ill-conditioned Problems.

      General Linear Statistical Model with a Non-scalar IdentityCovariance Matrix Statistical Model Selection.

      A SYSTEM OF ECONOMIC STATISTICAL RELATIONS.

      Sets of Linear Statistical Models.

      Simultaneous Equations Statistical Model.

      LINEAR AND NON-LINEAR DYNAMIC SYSTEMS.

      Estimation and Inference of Dynamic Linear Inverse Problems.

      Linear and Non-linear Dynamic Systems with Control.

      DISCRETE CHOICE-CENSORED PROBLEMS.

      Recovering Information from Multinomial Response Data.

      Recovering Information from Censored Response Data.

      COMPUTATIONAL NOTES.

      Computing GME-GCE Solutions.

      Epilogue.

      Selected Reading.

      Index.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account