단행본Series in financial economics and quantitative analysis
Maximum entropy econometrics: robust estimation with limited data
- 발행사항
- Chichester [England] ; New York : Wiley, 1996
- 형태사항
- xvi, 307 p. : ill. ; 24 cm
- 서지주기
- Includes bibliographical references and index
소장정보
위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
---|---|---|---|---|
이용 가능 (1) | ||||
자료실 | E205530 | 대출가능 | - |
이용 가능 (1)
- 등록번호
- E205530
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
목차
Series prefece
Authors' preface
1 Introduction
2 The Classical Maximum Entropy Formalism: A Review
PART ⅠPURE INVERSE PROBLEMS
3 Basic Maximum Entropy Principle: formulation and Extensions
4 Formulation and Solution of Pure Inverse Problems
5 Generalized Pure Inverse Problems
PART Ⅱ ㅣLINEAR INVERSE PROBLEMS WITH NOISE
6 Generalized Maximun Entropy(GME) and Cross-Entropy(GCE)
7Finite Sample Extensions of Gme-Gce
PART Ⅲ GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE
8 GME-GCE Solutions to Ill-conditioned Problems
9 General Linear Statistical Model with a Non-scalar Identity Covariance Matrix
10 Statistical Nodel Selection
PART Ⅳ A SYSTEM OF ECONOMIC STATISTICAL RELATIONS
11 Sets of Linear Statistical Models
12 Simultaneous Equations Statistical Model
PART ⅤLINEAR AND NON-LINEAR DYNAMIC SYSTMES
13 Estimation and Inference of Dynamic Linear Inverse Problems
14 Linear and Non-linear Dynamic systems with Control
PART Ⅵ DISCRETE CHOICE-CENSORED PROBLEMS
15 Recovering Information from Multinomial response Data
16 Recovering Information from Censored response Data
PART Ⅶ COMPUTATIONAL NOTES
17 Computing GME-GCE Solutions
PART Ⅷ EPILOGUE
Selected Reading
Index