IDEAS home Printed from https://ideas.repec.org/b/cup/cbooks/9780521869591.html
   My bibliography  Save this book

An Information Theoretic Approach to Econometrics

Author

Listed:
  • Judge,George G.
  • Mittelhammer,Ron C.

Abstract

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.

Suggested Citation

  • Judge,George G. & Mittelhammer,Ron C., 2012. "An Information Theoretic Approach to Econometrics," Cambridge Books, Cambridge University Press, number 9780521869591.
  • Handle: RePEc:cup:cbooks:9780521869591
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sofia B. Villas-Boas & Qiuzi Fu & George Judge, 2015. "Is Benford’s Law a Universal Behavioral Theory?," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-11, October.
    2. Go, Delfin S. & Lofgren, Hans & Ramos, Fabian Mendez & Robinson, Sherman, 2016. "Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach," Economic Modelling, Elsevier, vol. 52(PB), pages 790-811.
    3. Villas-Boas, Sofia B & Judge, George, 2013. "An Information Theoretic Approach To Understanding The Micro Foundations of Macro Processes," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0hz5g3cj, Department of Agricultural & Resource Economics, UC Berkeley.
    4. Villas-Boas, Sofia B & Fu, Jenny & Judge, George, 2016. "Measuring The Inequality Nature Of European Micro Income Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6445w1s5, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Channing Arndt & Charles Fant & Sherman Robinson & Kenneth Strzepek, 2015. "Informed selection of future climates," Climatic Change, Springer, vol. 130(1), pages 21-33, May.
    6. Debowicz, Dario & Dorosh, Paul A. & Robinson, Sherman & Haider, Syed Hamza, 2012. "A 2007-08 social accounting matrix for Pakistan:," PSSP working papers 1, International Food Policy Research Institute (IFPRI).
    7. George Judge, 2016. "Econometric Information Recovery in Behavioral Networks," Econometrics, MDPI, Open Access Journal, vol. 4(3), pages 1-11, September.
    8. Henry-Osorio, Miguel & Mittelhammer, Ronald C., 2012. "An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123432, Agricultural and Applied Economics Association.
    9. repec:unu:wpaper:wp2012-60 is not listed on IDEAS
    10. Ellis Scharfenaker & Duncan Foley, 2017. "Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models," Working Papers 1710, New School for Social Research, Department of Economics, revised May 2017.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:cbooks:9780521869591. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ruth Austin). General contact details of provider: http://www.cambridge.org .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.