An information theoretic approach to econometrics
From MaRDI portal
Publication:5388564
Recommendations
Cited in
(20)- Advances in info-metrics. Information and information processing across disciplines
- A compendium to information theory in economics and econometrics
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
- Stress testing correlation matrix: a maximum empirical likelihood approach
- Fellow's opinion corner: econometric information recovery
- Interval estimation: An information theoretic approach
- Reconstruction methods for networks: the case of economic and financial systems
- On the state of the art of info-metrics
- Dose-response modeling in mental health using Stein-like estimators with instrumental variables
- Non-extensive entropy econometrics: new statistical features of constant elasticity of substitution-related models
- A family of empirical likelihood functions and estimators for the binary response model
- Maximum entropy in applied econometric research
- Econometrics of information and efficiency
- A statistical test of market efficiency based on information theory
- Information theoretic solutions for correlated bivariate processes
- scientific article; zbMATH DE number 4184898 (Why is no real title available?)
- \textit{Maxallent}: maximizers of all entropies and uncertainty of uncertainty
- Minimization of the entropy for a mixture of standard and fractional Brownian motions
- Information theory and economic growth models
- Some Recent Developments in Econometric Inference
This page was built for publication: An information theoretic approach to econometrics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5388564)
