Information and Entropy Econometrics – Theory and Practice
Information and Entropy Econometrics (IEE) represents a class of methods (within econometrics and statistics) that directly or indirectly builds on the foundations of Information Theory (IT) and the principle of Maximum Entropy (ME). IEE includes research dealing with statistical inference of problems given incomplete knowledge or data, as well as research dealing with the analysis, diagnostics and statistical properties of information measures. A common thread connecting all the IEE estimation methods is the objective of trying to better understand the data, while abstracting away from distributional assumptions or assumptions on the likelihood function. ... [gemäß den Informationen des Anbieters - according to site editor's information] The web site is no longer available.
|Event dates:||2006-05-16 – 2006-05-20|
|Conference venues:||Washington, DC|
|Organizers:||Department of Economics, American University|
|Classification:||C4 - Econometric and Statistical Methods: Special Topics|