Maximum entropy in applied econometric research
Publication:3982044
DOI10.1080/00207729108910760zbMath0737.62097MaRDI QIDQ3982044
Publication date: 26 June 1992
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729108910760
regression analysis; maximum likelihood estimation; maximum entropy; minimax approach; model choice; inexact information; diffuse prior; generalization of Shannon's entropy; estimation of production frontiers; two-stage regression model; constrained ME densities; distribution-robust properties; exponential errors; selection of the best point estimate
62P20: Applications of statistics to economics
62F15: Bayesian inference
91A05: 2-person games
62B10: Statistical aspects of information-theoretic topics
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