作者TB Fomby,RC Hill
【文题(必填)】 Applying Maximum Entropy to Econometric Problems
摘要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. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle.
地址:http://www.amazon.cn/Applying-Ma ... blems/dp/0762301872