Generalized maximum entropy analysis of the linear simultaneous equations model

DOI10.3390/E16020825zbMATH Open1338.62066OpenAlexW2013743703MaRDI QIDQ296445FDOQ296445

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

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)

Cites Work

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Cited In (8)

• Generalized maximum entropy estimation of dynamic programming models with sample selection bias
• Using Moment Constraints in GME Estimation
• Title not available (Why is that?)
• Towards Econometric Mathematical Programming for Policy Analysis
• Entropy inference in smooth transition kink regression
• Comparing generalised maximum entropy and partial least squares methods for structural equation models
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• Title not available (Why is that?)

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