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Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple Book

Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple
Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple, , Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple has a rating of 4 stars
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Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple, , Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple
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Digital Copy
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  • Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple
  • Written by author Arnold Zellner
  • Published by Cambridge University Press, March 2002
  • An inter-disciplinary perspective on the role of simplicity in modelling and inference.
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Authors

List of figures
List of tables
List of contributors
1The enigma of simplicity1
Pt. IThe importance of simplicity11
2What is the problem of simplicity?13
3Science seeks parsimony, not simplicity: searching for pattern in phenomena32
4A macroeconomic approach to complexity73
5The new science of simplicity83
6What explains complexity?120
7Occam's bonus128
Pt. IISimplicity in theory and practice133
8Simplicity, information, Kolmogorov complexity and prediction135
9Simplicity and statistical inference156
10Rissanen's theorem and econometric time series165
11Parametric versus non-parametric inference: statistical models and simplicity181
12The role of simplicity in an econometric model selection process207
13Simplicity in a behavioural, non-parametric context227
14Keep it sophisticatedly simple242
15Communication, complexity and coordination in games263
16The simplicity of an earnings frontier277
17Simplicity: views of some Nobel laureates in economic science292
Index297


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