Information theoretic solutions for correlated bivariate processes

Wendy K.Tam Cho; George G. Judge

doi:10.1016/j.econlet.2007.03.020

Information theoretic solutions for correlated bivariate processes

Wendy K.Tam Cho, George G. Judge

Research output: Contribution to journal › Article › peer-review

Abstract

In a bivariate context, we consider ill-posed inverse problems with incomplete theoretical and data information. We demonstrate the use of information theoretic methods for information recovery for a range of under-identified choice problems with more unknowns than data points.

Original language	English (US)
Pages (from-to)	201-207
Number of pages	7
Journal	Economics Letters
Volume	97
Issue number	3
DOIs	https://doi.org/10.1016/j.econlet.2007.03.020
State	Published - Dec 2007
Externally published	Yes

Keywords

Information theoretic methods
Maximum entropy
Multidimensional contingency tables

ASJC Scopus subject areas

Finance
Economics and Econometrics

Online availability

10.1016/j.econlet.2007.03.020

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title = "Information theoretic solutions for correlated bivariate processes",

abstract = "In a bivariate context, we consider ill-posed inverse problems with incomplete theoretical and data information. We demonstrate the use of information theoretic methods for information recovery for a range of under-identified choice problems with more unknowns than data points.",

keywords = "Information theoretic methods, Maximum entropy, Multidimensional contingency tables",

author = "Cho, {Wendy K.Tam} and Judge, {George G.}",

year = "2007",

month = dec,

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language = "English (US)",

volume = "97",

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journal = "Economics Letters",

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AU - Cho, Wendy K.Tam

AU - Judge, George G.

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KW - Multidimensional contingency tables

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SP - 201

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JO - Economics Letters

JF - Economics Letters

IS - 3

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Information theoretic solutions for correlated bivariate processes

Abstract

Keywords

ASJC Scopus subject areas

Online availability

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