Maximum entropy in applied econometric research

DOI10.1080/00207729108910760MaRDI QIDQ3982044zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 26 June 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910760

zbMATH Keywords

constrained ME densitiesdiffuse priordistribution-robust propertiesestimation of production frontiersexponential errorsgeneralization of Shannon's entropyinexact informationmaximum entropymaximum likelihood estimationminimax approachmodel choiceregression analysisselection of the best point estimatetwo-stage regression model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Applications of statistics to economics (62P20) 2-person games (91A05)

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Cites work

• Computing the maximum-entropy extension of given discrete probability distributions
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
• scientific article; zbMATH DE number 3771357 (Why is no real title available?)
• scientific article; zbMATH DE number 3573047 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Information Theory and Statistical Mechanics

Cited in

(13)

• Models, prior information, and Bayesian analysis
• Maximum entropy estimation of density and regression functions
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
• Econometrics of information and efficiency
• The maximum entropy approach in production frontier estimation
• scientific article; zbMATH DE number 3864935 (Why is no real title available?)
• Entropy and information in portfolio choice
• Analytical forms for most likely matrices derived from incomplete information
• scientific article; zbMATH DE number 1423123 (Why is no real title available?)
• Editorial
• scientific article; zbMATH DE number 7247655 (Why is no real title available?)
• scientific article; zbMATH DE number 7247670 (Why is no real title available?)
• Maximum entropy and Bayesian approaches to the ratio problem

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