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Non-Extensive Entropy Econometrics for Low Frequency Series : National Accounts-Based Inverse Problems /

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Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for th...

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Bibliographic Details
Main Author: Bwanakare, Second (Author)
Corporate Author: Walter de Gruyter & Co
Format: eBook
Language:English
Language Notes:In English.
Published: Warsaw ; Berlin : De Gruyter Open, [2017]
Subjects:
Econometrics.
Maximum entropy method.
Business cycles.
Économétrie.
Méthode d'entropie maximale.
Cycles économiques.
BUSINESS & ECONOMICS / Econometrics.
Business cycles
Econometrics
Maximum entropy method
generalized cross-entropy, general equilibrium macro-economic model, econometrics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Frontmatter
  • Contents
  • Acknowledgements
  • Summary
  • PART I: Generalities and Scope of the Book
  • 1 Generalities
  • PART II: Statistical Theory of Information and Generalised Inverse Problem
  • 1 Information and its Main Quantitative Properties
  • 2 Ill-posed Inverse Problem Solution and the Maximum Entropy Principle
  • Part III: Updating and Forecasting Input-Output Transaction Matrices
  • 1 Introduction
  • 2 The System of National Accounts
  • 3 The Input-Output (IO) Table and its Main Application
  • PART IV: Social Accounting Matrix
  • 1 Position of the Problem
  • 2 A SAM as a Walrasian Equilibrium Framework
  • 3 The Social Accounting Matrix (SAM) Framework
  • 4 Balancing a SAM
  • 5 A SAM and Multiplier Analysis: Economic Linkages and Multiplier Effects
  • PART V: Computable General Equilibrium Models
  • 1 A Historical Perspective
  • 2 The CGE Model Among Other Models
  • 3 Optimal Behaviour And The General Equilibrium Model
  • 4 From a SAM to a CGE Model: a Cobb-Douglas Economy
  • 5 Estimating the CGE Model Through the Maximum Entropy Principle
  • Part VI: From Equilibrium to Real World Disequilibrium: An Environmental Model
  • 1 Introduction
  • 2 Extending to an Environmental Model
  • 3 Compensatory and Equivalent Variations: Two Types of Welfare Measurement
  • 1 Concluding Remarks
  • Appendix
  • Annex C. Computational Aspects of Using GAMS
  • Annex D. Recovery of Pollutant Emissions by Industrial Sector and Region: an Instructional Case
  • Index of Subject
  • Index of Authors.