Updating Probabilities: An Econometric Example

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dc.creatorGiffin, Adom
dc.date2007-10-15
dc.date.accessioned2026-07-07T08:36:33Z
dc.date.available2026-07-07T08:36:33Z
dc.descriptionWe demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric example is solved in detail which can then be used as a template for real world problems. A numerical example is compared to a large deviation solution which illustrates some of the advantages of the ME method.
dc.descriptionPresented at the 3rd Econophysics Colloquium, Ancona, Italy, Sept 27-29, 2007. 12 pages, 1 figure
dc.identifierhttps://arxiv.org/abs/0710.2912
dc.identifierhttp://arxiv.org/abs/0710.2912
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/140100
dc.subjectMethodology
dc.subjectComputation
dc.titleUpdating Probabilities: An Econometric Example
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