An information theoretic approach to econometrics

DOI10.1017/CBO9781139033848MaRDI QIDQ5388564zbMATH OpenFDO

Authors George G. Judge, Ron C. Mittelhammer

Publication date 18 April 2012

Full work available at URL https://doi.org/10.1017/CBO9781139033848

zbMATH Keywords

information theoretic econometrics

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20)

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Cited in

(20)

• Reconstruction methods for networks: the case of economic and financial systems
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
• Information theoretic solutions for correlated bivariate processes
• Econometrics of information and efficiency
• Fellow's opinion corner: econometric information recovery
• \textit{Maxallent}: maximizers of all entropies and uncertainty of uncertainty
• On the state of the art of info-metrics
• Non-extensive entropy econometrics: new statistical features of constant elasticity of substitution-related models
• Minimization of the entropy for a mixture of standard and fractional Brownian motions
• Maximum entropy in applied econometric research
• Information theory and economic growth models
• A compendium to information theory in economics and econometrics
• Some Recent Developments in Econometric Inference
• Advances in info-metrics. Information and information processing across disciplines
• Stress testing correlation matrix: a maximum empirical likelihood approach
• scientific article; zbMATH DE number 4184898 (Why is no real title available?)
• Interval estimation: An information theoretic approach
• A statistical test of market efficiency based on information theory
• Dose-response modeling in mental health using Stein-like estimators with instrumental variables
• A family of empirical likelihood functions and estimators for the binary response model

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