Information and entropy econometrics -- editor's view.

DOI10.1016/S0304-4076(01)00110-5zbMath1088.62519OpenAlexW2039931775MaRDI QIDQ1858922

Amos Golan

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00110-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

• A Mathematical Theory of Communication
• Sanov property, generalized I-projection and a conditional limit theorem
• An analytic proof of the nowhere differentiability of Hilbert's space- filling curve
• Bayesian methods and maximum entropy for ill-posed inverse problems
• Information indices: Unification and applications.
• Information processing and Bayesian analysis.
• Comparison of maximum entropy and higher-order entropy estimators.
• Possible generalization of Boltzmann-Gibbs statistics.
• On a Measure of the Information Provided by an Experiment
• Information Theory and Statistical Mechanics
• Capturing the Intangible Concept of Information
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Information Theoretic Approaches to Inference in Moment Condition Models
• A compendium to information theory in economics and econometrics
• On Information and Sufficiency
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Certain Inequalities in Information Theory and the Cramer-Rao Inequality
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