Applying maximum entropy to econometric problems
The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. Th...
| Other Authors: | , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
1997.
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| Series: | Advances in econometrics ;
v. 12. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
