Book contents
- Frontmatter
- Contents
- List of figures
- List of tables
- List of contributors
- 1 The enigma of simplicity
- PART I The importance of simplicity
- PART II Simplicity in theory and practice
- 8 Simplicity, information, Kolmogorov complexity and prediction
- 9 Simplicity and statistical inference
- 10 Rissanen's theorem and econometric time series
- 11 Parametric versus non-parametric inference: statistical models and simplicity
- 12 The role of simplicity in an econometric model selection process
- 13 Simplicity in a behavioural, non-parametric context
- 14 Keep it sophisticatedly simple
- 15 Communication, complexity and coordination in games
- 16 The simplicity of an earnings frontier
- 17 Simplicity: views of some Nobel laureates in economic science
- Index
10 - Rissanen's theorem and econometric time series
Published online by Cambridge University Press: 22 September 2009
Book contents
- Frontmatter
- Contents
- List of figures
- List of tables
- List of contributors
- 1 The enigma of simplicity
- PART I The importance of simplicity
- PART II Simplicity in theory and practice
- 8 Simplicity, information, Kolmogorov complexity and prediction
- 9 Simplicity and statistical inference
- 10 Rissanen's theorem and econometric time series
- 11 Parametric versus non-parametric inference: statistical models and simplicity
- 12 The role of simplicity in an econometric model selection process
- 13 Simplicity in a behavioural, non-parametric context
- 14 Keep it sophisticatedly simple
- 15 Communication, complexity and coordination in games
- 16 The simplicity of an earnings frontier
- 17 Simplicity: views of some Nobel laureates in economic science
- Index
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- Simplicity, Inference and ModellingKeeping it Sophisticatedly Simple, pp. 165 - 180Publisher: Cambridge University PressPrint publication year: 2002
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