Generalized maximum entropy analysis of the linear simultaneous equations model

DOI10.3390/E16020825MaRDI QIDQ296445zbMATHOpenAlexFDO

Authors Thomas L. Marsh, Ron C. Mittelhammer, Nicholas Scott Cardell

Publication date 15 June 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e16020825

zbMATH Keywords

asymptotic normalityconsistencyhypothesis testingrobustnessWald testMonte Carlo experiments

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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• Estimating utility functions using generalized maximum entropy
• Generalized maximum entropy estimation of dynamic programming models with sample selection bias
• Using moment constraints in GME estimation
• On regularization of generalized maximum entropy for linear models
• Maximum entropy Leuven estimators and multicollinearity
• Comparative statics of the generalized maximum entropy estimator of the general linear model
• scientific article; zbMATH DE number 2222813 (Why is no real title available?)
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• A weighted generalized maximum entropy estimator with a data-driven weight
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• Comparing generalised maximum entropy and partial least squares methods for structural equation models
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