Guest editorial. Information and entropy econometrics -- volume overview and synthesis

DOI10.1016/J.JECONOM.2006.05.001MaRDI QIDQ280203zbMATH OpenOpenAlexFDO

Authors

Publication date 9 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.05.001

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Festschriften (00B30)

Cites work

• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Information Theory and Statistical Mechanics
• Information and entropy econometrics -- editor's view.
• Testing conditional moment restrictions
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.

Cited in

(8)

• Information-Theoretic Distribution Test with Application to Normality
• On the system entropy and energy dissipativity of stochastic systems and their application in biological systems
• Executives' perceived environmental uncertainty shortly after 9/11
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
• Learning automata based multi-agent system algorithms for finding optimal policies in Markov games
• Data disaggregation procedures within a maximum entropy framework
• An entropy-like estimator for robust parameter identification
• A general class of estimators for the linear regression model affected by collinearity and outliers

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