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Efficient Estimation With A Priori Information
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Efficient Estimation With A Priori Information
by Thomas J. Rothenberg
Publisher: Yale University Press 1973
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.