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: EconometricsEconometrics
by - BookBoon
This book covers the most basic concepts in econometrics. Subjects as basic probability and statistics, statistical inference with the simple and multiple regression model, dummy variables and auto correlation are explained.
(9176 views)
Book cover: Studies in Econometric MethodStudies in Econometric Method
by - J. Wiley and Sons
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical data. The studies in this volume discuss in an expository style some problems of statistical method in econometrics.
(7792 views)
Book cover: Structural Analysis of Discrete Data with Econometric ApplicationsStructural Analysis of Discrete Data with Econometric Applications
by - The MIT Press
The book provides a methodological foundation for the analysis of economic problems involving discrete data, and charts the current frontiers of this subject. It is also useful for the researchers involved in the structural analysis of discrete data.
(10652 views)
Book cover: Optimal Regulation: The Economic Theory of Natural MonopolyOptimal Regulation: The Economic Theory of Natural Monopoly
by - The MIT Press
Optimal Regulation addresses the central issue of regulatory economics -- how to regulate firms in a way that induces them to produce and price 'optimally'. It synthesis an extensive theoretical literature on what constitutes optimality.
(5989 views)