Isbn: 9780471953111 - maximum entropy econometrics: robust estimation with limited data (financial economics and quantitative analysis series) (7 Ergebnisse)

Second Edition. Near fine copy in the original colour-printed boards. Slightest suggestion only of dust-dulling to the spine bands and panel edges. Remains particularly well-preserved overall; tight, bright, clean and strong. Physical description; xvi, 307 pages : illustrations ; 24 cm. Notes; Includes bibliographical references and index. 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 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. Subjects; Econometrics. Maximum entropy method. Estimation theory. entropy. mathematical models. 1 Kg. …

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In English.

Zustand: New. pp. 324.

Gebunden. Zustand: New. 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.&Uumlber den AutorAmos Golan is a professor .

Zustand: New. 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. Series: Financial Economics & Quantitative Analysis Series. Num Pages: 324 pages, Illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 239 x 162 x 25. Weight in Grams: 632. . 1996. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Zustand: Brand New. 1st edition. 307 pages. 9.50x6.50x1.00 inches. In Stock.