Logo

Efficient Estimation With A Priori Information

Small book cover: Efficient Estimation With A Priori Information

Efficient Estimation With A Priori Information
by

Publisher: Yale University Press
ISBN/ASIN: 0300016077
ISBN-13: 9780300016079
Number of pages: 188

Description:
This book presents an attempt at unifying certain aspects of econometric theory by embedding them in a more general statistical framework. The unifying feature is the use of a priori information and the basic tool is the traditional Cramer-Rao inequality.

Download or read it online for free here:
Download link
(4.1MB, PDF)

Similar books

Book cover: Introduction to Python for Econometrics, Statistics and Numerical AnalysisIntroduction to Python for Econometrics, Statistics and Numerical Analysis
by
Python is a widely used general purpose programming language, which happens to be well suited to Econometrics and other more general purpose data analysis tasks. These notes provide an introduction to Python for a beginning programmer.
(17638 views)
Book cover: Applied Nonparametric RegressionApplied Nonparametric Regression
by - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(21290 views)
Book cover: Statistical Inference in Dynamic Economic ModelsStatistical Inference in Dynamic Economic Models
by - John Wiley & Sons
Quantitative economic study has a threefold basis: it is necessary to formulate economic hypotheses, to collect appropriate data, and to confront hypotheses with data. The latter task, statistical inference in economics, is discussed in this book.
(5849 views)
Book cover: Statistical Tools for EconomistsStatistical Tools for Economists
by - University of California, Berkeley
The contents: Economic Analysis and Econometrics; Analysis and Linear Algebra in a Nutshell; Probability Theory in a Nutshell; Limit Theorems in Statistics; Experiments, Sampling, and Statistical Decisions; Estimation; Hypothesis Testing.
(16197 views)