DOI10.1080/07474939308800260zbMath0769.62003OpenAlexW2042236829MaRDI QIDQ4694422
Esfandiar Maasoumi
Publication date: 11 August 1993
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939308800260
Optimal statistical decisions about some alternative financial models,
On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood,
Information in generalized method of moments estimation and entropy-based moment selection,
Turning from crime: a dynamic perspective,
A Bayesian approach to diagnosis of asset pricing models,
An \(R\)-squared measure of goodness of fit for some common nonlinear regression models,
The Global Joint Distribution of Income and Health,
Marginal Likelihood Estimation with the Cross-Entropy Method,
Disparity, Shortfall, and Twice-Endogenous HARA Utility,
Generalized aggregation of misspecified models: with an application to asset pricing,
Can we estimate macroforecasters' mis-behavior?,
Comparison of macroeconomic performance of MENA countries with TOPSIS method,
Finite sets of data compatible with multidimensional inequality measures,
Entropy-based independence test,
Density forecast of financial returns using decomposition and maximum entropy,
Optimal Portfolio Diversification Using the Maximum Entropy Principle,
A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts,
An R2criterion based on optimal predictors,
Theory-coherent forecasting,
A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES,
Measure-invariance of copula functions as tool for testing no-arbitrage assumption,
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes,
Information-Theoretic Distribution Test with Application to Normality,
THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS,
ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS,
Fourth order pseudo maximum likelihood methods,
Unnamed Item,
Stock market uncertainty and economic fundamentals: an entropy-based approach,
Detection of non-linear structure in time series,
Ordering univariate distributions by entropy and variance,
Foundations of info-metrics: modeling, inference and imperfect information,
Information and entropy econometrics -- editor's view.,
Information indices: Unification and applications.,
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.,
On the recovery of joint distributions from limited information,
Entropy and predictability of stock market returns.,
Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.,
Assessing point forecast accuracy by stochastic error distance,
An efficient integrated nonparametric entropy estimator of serial dependence,
Uncertainty, information, and disagreement of economic forecasters,
Stochastic dominance amongst swedish income distributions,
An efficient algorithm to compute maximum entropy densities
