Econometrics of information and efficiency /
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| Author / Creator: | Sengupta, Jatikumar |
|---|---|
| Imprint: | Dordrecht ; Boston : Kluwer Academic Publishers, c1993. |
| Description: | ix, 256 p. ; 25 cm. |
| Language: | English |
| Series: | Theory and decision library. Series B, Mathematical and statistical methods v. 25 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1513231 |
Table of Contents:
- 1. Introduction to Information. 1.1. Information and Data Analysis. 1.2. Information and Estimation. 1.3. Information Theory and Choice of Models. 1.4. Economics of Information. 1.5. Information and Efficiency. 1.6. Outline of the Book
- 2. Applied Information Theory. 2.1. Tools of Information Theory. 2.2. Maximum Entropy Principle. 2.3. Information Theory Approach to Estimation. 2.4. Mutual Information and Prediction. 2.5. Use of Entropy in Economic Models. 2.6. Applications to Stochastic Processes
- 3. Information Theory in Econometrics. 3.1. Data and Information. 3.2. Nonparametric Estimation and Entropy Theory. 3.3. Entropy, Likelihood and Bayesian Estimation. 3.4. Information Gain and Divergence. 3.5. Applications in Production Frontier Estimation. 3.6. Entropy-based Measure of Economic Inequality
- 4. Applications in Control Theory and Operations Research. 4.1. Dynamic Models and Information Theory. 4.2. Entropy Minimizing Control. 4.3. Entropy and Game Theory. 4.4. Information Theory and Risk Analysis. 4.5. Entropy in Models of Queueing and Transportation. 4.6. Efficiency Measurement Under Inexact Information
- 5. Economic Theories of Information. 5.1. Information in Selection Models. 5.2. Informational Basis of Rational Expectations. 5.3. Information and Game Theory. 5.4. Semiparametric Estimation of Efficiency. 5.5. Market Models of Search. 5.6. Decisions Under Incomplete Information
- 6. Econometrics and Entropy Theory. 6.1. Problems in Econometric Modelling. 6.2. Trends in Entropy Theory.