Maximum Entropy Econometrics: Robust Estimation with Limited Data
George G. Judge,Amos Golan,Douglas J. Miller
Maximum Entropy Econometrics: Robust Estimation with Limited Data
George G. Judge,Amos Golan,Douglas J. Miller
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. While the book contains technical and theoretical material, it also presents many applied examples which will make it accessible for those not interested in the theoretical underpinning.
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