 Maximum Entropy Econometrics: Robust Estimation with Limited Data
ISBN: 978-0-471-95311-1
Hardcover
324 pages
April 1996
US $180.00
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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 Identity Covariance 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.
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 Identity Covariance 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.
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