Judge, George G. (University of California, Berkeley)

An Information Theoretic Approach to Econometrics Judge, George G. (University of California, Berkeley)

Most econometric books do not recognize the ill-posed inverse nature of their econometric models and the indirect noisy characteristics of their sample data. This book focuses on these problems and provides a basis for dealing with estimation and inference issues that typically arise in a range of traditional and nontraditional econometric models.