Maximum entropy and Bayesian approaches to the ratio problem
From MaRDI portal
Publication:5952955
DOI10.1016/S0304-4076(01)00082-3zbMath1003.62028OpenAlexW1987117965WikidataQ128127316 ScholiaQ128127316MaRDI QIDQ5952955
Jeffrey M. Perloff, Edward Z. Shen
Publication date: 30 January 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00082-3
simulationsBayesian estimationshrinkageagricultural supply responseBMOMgeneralized maximum entropyMELO
Applications of statistics to economics (62P20) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)
Related Items (2)
Some Recent Developments in Econometric Inference ⋮ A simultaneous estimation and variable selection rule
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- The oligopoly solution concept is identified
- Bayesian analysis of dichotomous quantal response models
- Estimators without moments. The case of the reciprocal of a normal mean
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
- Why are estimates of agricultural supply response so variable?
- Estimation and inference with censored and ordered multinomial response data
- Information Theory and Statistical Mechanics
- Optimal Properties of Exponentially Weighted Forecasts
- An information theoretical approach to inversion problems
- Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models
- Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
- Ratios of Normal Variables and Ratios of Sums of Uniform Variables
- Bayesian Analysis of the Regression Model With Autocorrelated Errors
- Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
- Decision Rules for Economic Forecasting
- Bayesian Econometrics
This page was built for publication: Maximum entropy and Bayesian approaches to the ratio problem
