An information theoretic approach to econometrics / George G. Judge, Ron C. Mittelhammer.

"This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic models and methods. Because most data are observational, practitioners work with indirect noisy observation and ill-posed econometric in the form of stochastic inverse...

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Bibliographic Details
Online Access: Full Text (via Cambridge)
Main Authors: Judge, George G. (Author), Mittelhammer, Ron (Ronald Carl), 1950- (Author)
Format: Electronic eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2012.
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