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This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theo…
"This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic models and methods. Because most data are observational, practitioners work with indirect noisy observation and ill-posed econometric in the form of sto…