An Information Theoretic Approach to Econometrics

An Information Theoretic Approach to Econometrics
Author: George G. Judge
Publisher: Cambridge University Press
Total Pages: 249
Release: 2011-12-12
Genre: Business & Economics
ISBN: 1139502492

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.

Econometric Foundations Pack with CD-ROM

Econometric Foundations Pack with CD-ROM
Author: Ron Mittelhammer (Prof.)
Publisher: Cambridge University Press
Total Pages: 794
Release: 2000-07-28
Genre: Business & Economics
ISBN: 9780521623940

The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

An Introduction to Estimating Functions

An Introduction to Estimating Functions
Author: Parimal Mukhopadhyay
Publisher: Alpha Science Int'l Ltd.
Total Pages: 252
Release: 2004
Genre: Business & Economics
ISBN: 9781842651636

The theory of estimating functions plays a major role in analysis of data pertaining to Biostatistics, Econometrics, Time Series Analysis, Reliability studies and other varied fields. This book discusses at length the application of the theory in interpretation of results in Survey Sampling.

Selected Works of C.C. Heyde

Selected Works of C.C. Heyde
Author: Ross Maller
Publisher: Springer Science & Business Media
Total Pages: 490
Release: 2010-09-17
Genre: Mathematics
ISBN: 1441958231

In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called “The fundamental limit theorems in probability” in which he set out what he considered to be “the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered ... ‘Kolmogoroff’s cel ebrated law of the iterated logarithm’ ”. A little later in the article he added to these, via a charming description, the “little brother (of the central limit theo rem), the weak law of large numbers”, and also the strong law of large num bers, which he considers as a close relative of the law of the iterated logarithm. Feller might well have added to these also the beautiful and highly applicable results of renewal theory, which at the time he himself together with eminent colleagues were vigorously producing. Feller’s introductory remarks include the visionary: “The history of probability shows that our problems must be treated in their greatest generality: only in this way can we hope to discover the most natural tools and to open channels for new progress. This remark leads naturally to that characteristic of our theory which makes it attractive beyond its importance for various applications: a combination of an amazing generality with algebraic precision.

Model Selection

Model Selection
Author: Parhasarathi Lahiri
Publisher: IMS
Total Pages: 262
Release: 2001
Genre: Mathematics
ISBN: 9780940600522

Contributions to Sampling Statistics

Contributions to Sampling Statistics
Author: Fulvia Mecatti
Publisher: Springer
Total Pages: 236
Release: 2014-06-02
Genre: Business & Economics
ISBN: 3319053205

This book contains a selection of the papers presented at the ITACOSM 2013 Conference, held in Milan in June 2013. It is intended as an international forum of scientific discussion on the developments of theory and application of survey sampling methodologies and applications in human and natural sciences. The book gathers research papers carefully selected from both invited and contributed sessions of the conference. The whole book appears to be a relevant contribution to various key aspects of sampling methodology and techniques; it deals with some hot topics in sampling theory, such as calibration, quantile-regression and multiple frame surveys and with innovative methodologies in important topics of both sampling theory and applications. Contributions cut across current sampling methodologies such as interval estimation for complex samples, randomized responses, bootstrap, weighting, modeling, imputation, small area estimation and effective use of auxiliary information; applications cover a wide and enlarging range of subjects in official household surveys, Bayesian networks, auditing, business and economic surveys, geostatistics and agricultural statistics. The book is an updated, high level reference survey addressed to researchers, professionals and practitioners in many fields.

Advances on Methodological and Applied Aspects of Probability and Statistics

Advances on Methodological and Applied Aspects of Probability and Statistics
Author: N. Balakrishnan
Publisher: CRC Press
Total Pages: 674
Release: 2004-03-01
Genre: Mathematics
ISBN: 9780203493212

This is one of two volumes that sets forth invited papers presented at the International Indian Statistical Association Conference. This volume emphasizes advancements in methodology and applications of probability and statistics. The chapters, representing the ideas of vanguard researchers on the topic, present several different subspecialties, including applied probability, models and applications, estimation and testing, robust inference, regression and design and sample size methodology. The text also fully describes the applications of these new ideas to industry, ecology, biology, health, economics and management. Researchers and graduate students in mathematical analysis, as well as probability and statistics professionals in industry, will learn much from this volume.

R.R. Bahadur's Lectures on the Theory of Estimation

R.R. Bahadur's Lectures on the Theory of Estimation
Author: Raghu Raj Bahadur
Publisher: IMS
Total Pages: 90
Release: 2002
Genre: Mathematics
ISBN: 9780940600539

"In the Winter Quarter of the academic year 1984-1985, Raj Bahadur gave a series of lectures on estimation theory at the University of Chicago"--Page i.