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: Advances in Econometrics: Theory and ApplicationsAdvances in Econometrics: Theory and Applications
by - InTech
This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
(15825 views)
Book cover: The Analysis of Economic Time SeriesThe Analysis of Economic Time Series
by - The Principia Press
The object of this book is to set forth the present status of the problem of analyzing that very extensive set of data known as economic time series. This perplexing problem has engaged the attention of economists and statisticians for many years.
(12125 views)
Book cover: Demand Model Estimation and ValidationDemand Model Estimation and Validation
by - University of California
From the table of contents: Theory and Estimation of Behavioral Travel Demand Models; Development, Testing, and Validaton of a Work-Trip Mode-Choice Model; Modeling Choices Other than Work-Trip; Issues in Demand Modeling and Forecasting.
(11917 views)
Book cover: Discrete Choice Methods with SimulationDiscrete Choice Methods with Simulation
by - Cambridge University Press
The book describes the new generation of discrete choice methods, focusing on the advances that are made possible by simulation. Researchers use these methods to examine the choices that consumers, households, firms, and other agents make.
(15751 views)