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.
Download or read it online for free here:
Download link
(4.1MB, PDF)
Similar books
Optimal Regulation: The Economic Theory of Natural Monopolyby Kenneth Train - 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.
(9616 views)
Spatial Econometricsby James P. LeSage - 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.
(10326 views)
The Computation of Economic Equilibriaby Herbert Scarf - 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.
(8437 views)
Structural Analysis of Discrete Data with Econometric Applicationsby Charles F. Manski, Daniel McFadden - 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.
(14104 views)