An Information Theoretic Approach to Econometrics - Image 1

£60.77

Cambridge University Press An Information Theoretic Approach to Econometrics

Name: An Information Theoretic Approach to Econometrics
Brand: Cambridge University Press
Price: 60.77 GBP
Availability: InStock

Econometrics

About as cheap as it gets. The only time it was cheaper was 2 months ago.

£61 today · all-time low £60 (Mar 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 53 days • 53 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 53 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £60 (34 days, 64.2%)

Price range: £60 - £61

Price levels: 2 different prices over 53 days

Description

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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521869595
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 12 December 2011
Listed Since: 30 March 2011

Barcode

No barcode data available

Cambridge University Press An Information Theoretic Approach to Econometrics

About as cheap as it gets. The only time it was cheaper was 2 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)

Estimation, Inference and Specification Analysis: 22 (Econometric Society Monographs, Series Number 22)

Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)

Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance)

Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference

Cambridge Statistics and Econometric Models Vol 2 - Economics

Methods for Estimation and Inference in Modern Econometrics

Methods for Estimation and Inference in Modern Econometrics

A History of Econometrics (Volume 165) (Contributions to Economic Analysis, Volume 165)

Econometrics

Handbook of Econometrics (Volume 7A)

An Introduction to Econometric Theory

Introductory Econometrics: A Modern Approach

Statistical Methods in Econometrics

Probability, Econometrics and Truth: The Methodology of Econometrics

A Course in Econometrics

Introduction to Econometrics

Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)

Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya (Economists of the Twentieth Century series)

Generalized Method of Moments (Advanced Texts in Econometrics)

Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir

Emerald Bayesian Econometrics - Advances in Econometrics, 23

Topics in Theoretical and Applied Statistics (Selected Papers of the Statistical Societies)

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)