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Estimating functions

Christopher G. Small and Jinfang Wang

in Numerical Methods for Nonlinear Estimating Equations

Published in print:
2003
Published Online:
September 2007
ISBN:
9780198506881
eISBN:
9780191709258
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506881.003.0002
Subject:
Mathematics, Probability / Statistics

This chapter gives a survey of the basic concepts of estimating functions, which are used in subsequent chapters. The concept of unbiasedness for estimating functions is introduced as a ... More


Prior Information

Amos Golan

in Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

Published in print:
2017
Published Online:
November 2017
ISBN:
9780199349524
eISBN:
9780199349555
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199349524.003.0008
Subject:
Economics and Finance, Econometrics

In this chapter I introduce and quantify prior information and show how to incorporate it into the info-metrics framework. The priors developed arise from fundamental properties of the system, from ... More


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