Generalized maximum entropy analysis of the linear simultaneous equations model

DOI10.3390/E16020825zbMATH Open1338.62066OpenAlexW2013743703MaRDI QIDQ296445FDOQ296445

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

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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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• On some entropy methods in data analysis
• Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance
• Estimation of Regression Relationships Containing Unobservable Independent Variables
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference

Cited In (20)

• On regularization of generalized maximum entropy for linear models
• Towards econometric mathematical programming for policy analysis
• An application of generalized maximum entropy and some biased estimation methods for the Almon distributed lag model: bootstrap efficiency
• A weighted generalized maximum entropy estimator with a data-driven weight
• Generalized maximum entropy estimation of dynamic programming models with sample selection bias
• 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
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance
• An information-theoretic alternative to maximum likelihood estimation method in ultrastructural measurement error model
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