Information and Entropy Econometrics

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Publisher : Now Publishers Inc
ISBN 13 : 160198104X
Total Pages : 167 pages
Book Rating : 4.6/5 (19 download)

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Book Synopsis Information and Entropy Econometrics by : Amos Golan

Download or read book Information and Entropy Econometrics written by Amos Golan and published by Now Publishers Inc. This book was released on 2008 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information and Entropy Econometrics - A Review and Synthesis summarizes the basics of information theoretic methods in econometrics and the connecting theme among these methods. The sub-class of methods that treat the observed sample moments as stochastic is discussed in greater details. I Information and Entropy Econometrics - A Review and Synthesis -focuses on inter-connection between information theory, estimation and inference. -provides a detailed survey of information theoretic concepts and quantities used within econometrics and then show how these quantities are used within IEE. -pays special attention for the interpretation of these quantities and for describing the relationships between information theoretic estimators and traditional estimators. Readers need a basic knowledge of econometrics, but do not need prior knowledge of information theory. The survey is self contained and interested readers can replicate all results and examples provided. Whenever necessary the readers are referred to the relevant literature. Information and Entropy Econometrics - A Review and Synthesis will benefit researchers looking for a concise introduction to the basics of IEE and to acquire the basic tools necessary for using and understanding these methods. Applied researchers can use the book to learn improved new methods, and applications for extracting information from noisy and limited data and for learning from these data.

Econometrics of Information and Efficiency

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Publisher : Springer Science & Business Media
ISBN 13 : 9401582025
Total Pages : 267 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Econometrics of Information and Efficiency by : Jati Sengupta

Download or read book Econometrics of Information and Efficiency written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics as an applied discipline attempts to use information in a most efficient manner, yet the information theory and entropy approach developed by Shannon and others has not played much of a role in applied econometrics. Econometrics of Information and Efficiency bridges the gap. Broadly viewed, information theory analyzes the uncertainty of a given set of data and its probabilistic characteristics. Whereas the economic theory of information emphasizes the value of information to agents in a market, the entropy theory stresses the various aspects of imprecision of data and their interactions with the subjective decision processes. The tools of information theory, such as the maximum entropy principle, mutual information and the minimum discrepancy are useful in several areas of statistical inference, e.g., Bayesian estimation, expected maximum likelihood principle, the fuzzy statistical regression. This volume analyzes the applications of these tools of information theory to the most commonly used models in econometrics. The outstanding features of Econometrics of Information and Efficiency are: A critical survey of the uses of information theory in economics and econometrics; An integration of applied information theory and economic efficiency analysis; The development of a new economic hypothesis relating information theory to economic growth models; New lines of research are emphasized.

Foundations of Info-metrics

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Publisher : Oxford University Press
ISBN 13 : 0199349525
Total Pages : 489 pages
Book Rating : 4.1/5 (993 download)

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Book Synopsis Foundations of Info-metrics by : Amos Golan

Download or read book Foundations of Info-metrics written by Amos Golan and published by Oxford University Press. This book was released on 2018 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Info-metrics is the science of modeling, reasoning, and drawing inferences under conditions of noisy and insufficient information. It is at the intersection of information theory, statistical inference, and decision-making under uncertainty. It plays an important role in helping make informed decisions even when there is inadequate or incomplete information because it provides a framework to process available information with minimal reliance on assumptions that cannot be validated. In this pioneering book, Amos Golan, a leader in info-metrics, focuses on unifying information processing, modeling and inference within a single constrained optimization framework. Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure. The book contains numerous multidisciplinary applications and case studies, which demonstrate the simplicity and generality of the framework in real world settings. Examples include initial diagnosis at an emergency room, optimal dose decisions, election forecasting, network and information aggregation, weather pattern analyses, portfolio allocation, strategy inference for interacting entities, incorporation of prior information, option pricing, and modeling an interacting social system. Graphical representations illustrate how results can be visualized while exercises and problem sets facilitate extensions. This book is this designed to be accessible for researchers, graduate students, and practitioners across the disciplines.

Information and Entropy Econometrics: a Volume in Honor of Arnold Zellner

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Publisher :
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.:/5 (878 download)

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Book Synopsis Information and Entropy Econometrics: a Volume in Honor of Arnold Zellner by : Amos Golan

Download or read book Information and Entropy Econometrics: a Volume in Honor of Arnold Zellner written by Amos Golan and published by . This book was released on 2007 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Entropy Econometrics

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Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Maximum Entropy Econometrics by : Amos Golan

Download or read book Maximum Entropy Econometrics written by Amos Golan and published by John Wiley & Sons. This book was released on 1996-05 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph examines the problem of recovering and processing information when the underlying data are limited or partial, and the corresponding models that form the basis for estimation and inference are ill-posed or undermined

Special Issue: Information and Entropy Econometrics

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Publisher :
ISBN 13 :
Total Pages : 293 pages
Book Rating : 4.:/5 (232 download)

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Book Synopsis Special Issue: Information and Entropy Econometrics by : Amos Golan

Download or read book Special Issue: Information and Entropy Econometrics written by Amos Golan and published by . This book was released on 2008 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Economics and Information Theory

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Publisher :
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Economics and Information Theory by : Henri Theil

Download or read book Economics and Information Theory written by Henri Theil and published by . This book was released on 1967 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theoretical study of the methodology of information forecasting in applied economics - covers statistical methods, research methods, etc. Bibliography pp. 423 to 427.

Spatial Analysis of Interacting Economies

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Publisher : Springer Science & Business Media
ISBN 13 : 9401730407
Total Pages : 312 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Spatial Analysis of Interacting Economies by : David F. Batten

Download or read book Spatial Analysis of Interacting Economies written by David F. Batten and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: 6. 2 Basic Model Characteristics 185 6. 3 A Closed Model Approach to Interregional Estimation 189 7 Towards an Integrated System of Models for National and Regional Development 205 7. 1 Introduction 205 7. 2 In Search of a Framework for Integration 207 7. 3 National Development Scenarios 222 7. 4 The National-Regional Interlace 231 7. 5 Regional Development Scenarios 236 7. 6 Concluding Remarks 244 Appendixes 253 A Basic Microstate Descriptions 253 B Incomplete Prior Information: A Simple Example 257 C Computing Capital Coefficients and Turnpike Solutions: The DYNIO Package 259 D Minimizing Information Losses in Simple Aggregation: Two Test Problems 274 E Computing Interregional and Intersectoral Flows: 276 References 287 Index 305 vi LIST OF FIGURES 1. 1 A Three-Dimensional Guide to Later Chapters 12 2. 1 Historical Development of the Entropy Concept 32 2. 2 Selected Applications of Information Theory to Input-Output Analysis and Interaction Modelling 48 3. 1 The Bose-Einstein Analogy 58 5. 1 The Dog-Leg Input-Output Table 159 7. 1 A General Multilevel Social System 219 7. 2 The Hierarchical System of Models 219 7. 3 Choice of Production Techniques 230 7. 4 The National-Regional Interface 235 7. 5 A Sequential Compromise Procedure 243 7. 6 The Integrated Modelling System 246 vii LIST OF TABLES 3. 1 Production-Constrained Microstate Descriptions 59 3. 2 Production-Constrained Entropy Formulae 62 3. 3 Production-Constrained Solutions 65 3. 4 Doubly-Constrained Solutions 73 4. 1 The Static Input-Output Table 85 4.

Annals of Econometrics: Information and Entropy Econometrics

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Publisher :
ISBN 13 :
Total Pages : 374 pages
Book Rating : 4.:/5 (248 download)

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Book Synopsis Annals of Econometrics: Information and Entropy Econometrics by : Amos Golan

Download or read book Annals of Econometrics: Information and Entropy Econometrics written by Amos Golan and published by . This book was released on 2001 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Entropy in Applied Econometric Research

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Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Maximum Entropy in Applied Econometric Research by : Jatikumar Sengupta

Download or read book Maximum Entropy in Applied Econometric Research written by Jatikumar Sengupta and published by . This book was released on 1990 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information and Entropy Econometrics

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Publisher :
ISBN 13 :
Total Pages : 207 pages
Book Rating : 4.:/5 (315 download)

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Book Synopsis Information and Entropy Econometrics by : Amos Golan

Download or read book Information and Entropy Econometrics written by Amos Golan and published by . This book was released on 2007 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Non-Extensive Entropy Econometrics for Low Frequency Series

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Author :
Publisher : De Gruyter Open
ISBN 13 : 9783110550436
Total Pages : 218 pages
Book Rating : 4.5/5 (54 download)

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Book Synopsis Non-Extensive Entropy Econometrics for Low Frequency Series by : Second Bwanakare

Download or read book Non-Extensive Entropy Econometrics for Low Frequency Series written by Second Bwanakare and published by De Gruyter Open. This book was released on 2017-07-24 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity. In theoretical terms, the approach generalizes Gibbs-Shannon-Golan entropy models, which are useful for describing ergodic phenomena. In essence, this entropy econometrics approach constitutes a junction of two distinct concepts: Jayne's maximum entropy principle and the Bayesian generalized method of moments. Rival econometric techniques are not conceptually adapted to solving complex inverse problems or are seriously limited when it comes to practical implementation. Recent literature showed that amplitude and frequency of macroeconomic fluctuations do not substantially diverge from many other extreme events, natural or human-related, once they are explained in the same time (or space) scale. Non-extensive entropy is a precious device for econometric modelling even in the case of low frequency series, since outputs evolving within the Gaussian attractor correspond to the Tsallis entropy limiting case of Tsallis q-parameter around unity. This book introduces a sub-discipline called Non-extensive Entropy Econometrics or, using a recent expression, Superstar Generalised Econometrics. It demonstrates, using national accounts-based models, that this approach facilitates solving nonlinear, complex inverse problems, previously considered intractable, such as the constant elasticity of substitution class of functions. This new proposed approach could extend the frontier of theoretical and applied econometrics.

Information and Entropy Econometrics

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (255 download)

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Book Synopsis Information and Entropy Econometrics by :

Download or read book Information and Entropy Econometrics written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Exploiting Continuity

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Publisher : HarperCollins Publishers
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Exploiting Continuity by : Henri Theil

Download or read book Exploiting Continuity written by Henri Theil and published by HarperCollins Publishers. This book was released on 1984 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy and Information Recovery in Linear Economic Models

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Publisher :
ISBN 13 :
Total Pages : 222 pages
Book Rating : 4.:/5 (33 download)

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Book Synopsis Entropy and Information Recovery in Linear Economic Models by : Douglas James Miller

Download or read book Entropy and Information Recovery in Linear Economic Models written by Douglas James Miller and published by . This book was released on 1994 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy and Information Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 1441979700
Total Pages : 430 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Entropy and Information Theory by : Robert M. Gray

Download or read book Entropy and Information Theory written by Robert M. Gray and published by Springer Science & Business Media. This book was released on 2011-01-27 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an updated version of the information theory classic, first published in 1990. About one-third of the book is devoted to Shannon source and channel coding theorems; the remainder addresses sources, channels, and codes and on information and distortion measures and their properties. New in this edition: Expanded treatment of stationary or sliding-block codes and their relations to traditional block codes Expanded discussion of results from ergodic theory relevant to information theory Expanded treatment of B-processes -- processes formed by stationary coding memoryless sources New material on trading off information and distortion, including the Marton inequality New material on the properties of optimal and asymptotically optimal source codes New material on the relationships of source coding and rate-constrained simulation or modeling of random processes Significant material not covered in other information theory texts includes stationary/sliding-block codes, a geometric view of information theory provided by process distance measures, and general Shannon coding theorems for asymptotic mean stationary sources, which may be neither ergodic nor stationary, and d-bar continuous channels.

Applying Maximum Entropy to Econometric Problems

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Publisher :
ISBN 13 :
Total Pages : 358 pages
Book Rating : 4.:/5 (633 download)

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Book Synopsis Applying Maximum Entropy to Econometric Problems by : Thomas B. Fomby

Download or read book Applying Maximum Entropy to Econometric Problems written by Thomas B. Fomby and published by . This book was released on 2005 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: