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: Spatial EconometricsSpatial Econometrics
by - University of Toledo
This text provides an introduction to spatial econometrics as well as a set of MATLAB functions that implement a host of spatial econometric estimation methods. The intended audience is faculty and students involved in modeling spatial data sets.
(13045 views)
Book cover: Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
(12101 views)
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.
(25332 views)
Book cover: The Computation of Economic EquilibriaThe Computation of Economic Equilibria
by - Yale University Press
Contents: Problem of Computing Equilibrium Prices; Determination of an Approximate Fixed Point of Continuous Mapping; Numerical Applications of Brouwer's Theorem; An Extension of the Algorithm; Computation of Equilibria in a General Walrasian Model.
(10386 views)