Generalized maximum entropy analysis of the linear simultaneous equations model

DOI10.3390/E16020825MaRDI QIDQ296445zbMATH OpenOpenAlexFDO

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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(20)

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• A maximum entropy estimator for the aggregate hierarchical logit model
• Estimating utility functions using generalized maximum entropy
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference
• Maximum entropy Leuven estimators and multicollinearity
• Imposing parameter inequality restrictions using the principle of maximum entropy
• Estimating a random-coefficients sample-selection model using generalized maximum entropy
• Comparative statics of the generalized maximum entropy estimator of the general linear model
• Using moment constraints in GME estimation
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• Entropy inference in smooth transition kink regression
• Comparing generalised maximum entropy and partial least squares methods for structural equation models
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