George G. Judge's Books

An Information Theoretic Approach to Econometrics

By: George G. Judge,Ron C. Mittelhammer

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An Information Theoretic Approach to Econometrics

By: George G. Judge,Ron C. Mittelhammer

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.

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Page Count

249

Publisher

Cambridge University Press

Published Date

ISBN 10

1139502492

ISBN 13

9781139502498

The Theory and Practice of Econometrics

By: George G. Judge,William E. Griffiths,R. Carter Hill,Helmut Lütkepohl,Tsoung-Chao Lee

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The Theory and Practice of Econometrics

By: George G. Judge,William E. Griffiths,R. Carter Hill,Helmut Lütkepohl,Tsoung-Chao Lee

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

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Page Count

1062

Publisher

John Wiley & Sons

Published Date

ISBN 10

047189530X

ISBN 13

9780471895305

Econometric Foundations Pack with CD-ROM

By: Ron Mittelhammer (Prof.),George G. Judge,Douglas J. Miller

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Econometric Foundations Pack with CD-ROM

By: Ron Mittelhammer (Prof.),George G. Judge,Douglas J. Miller

The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

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Page Count

794

Publisher

Cambridge University Press

Published Date

ISBN 10

0521623944

ISBN 13

9780521623940

Book's by George G. Judge

An Information Theoretic Approach to Econometrics

An Information Theoretic Approach to Econometrics

The Theory and Practice of Econometrics

The Theory and Practice of Econometrics

Econometric Foundations Pack with CD-ROM

Econometric Foundations Pack with CD-ROM

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