Pages that link to "Item:Q4694422"

The following pages link to A compendium to information theory in economics and econometrics (Q4694422):

Displaying 42 items.

• Optimal statistical decisions about some alternative financial models (Q276923) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
• Turning from crime: a dynamic perspective (Q295563) (← links)
• Fourth order pseudo maximum likelihood methods (Q737907) (← links)
• Finite sets of data compatible with multidimensional inequality measures (Q903665) (← links)
• Detection of non-linear structure in time series (Q1046240) (← links)
• Ordering univariate distributions by entropy and variance (Q1298472) (← links)
• An \(R\)-squared measure of goodness of fit for some common nonlinear regression models (Q1362069) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Information and entropy econometrics -- editor's view. (Q1858922) (← links)
• Information indices: Unification and applications. (Q1858923) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• On the recovery of joint distributions from limited information (Q1858943) (← links)
• Entropy and predictability of stock market returns. (Q1858946) (← links)
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
• A Bayesian approach to diagnosis of asset pricing models (Q1899238) (← links)
• Entropy-based independence test (Q2432369) (← links)
• Theory-coherent forecasting (Q2451809) (← links)
• Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• (Q2919493) (← links)
• Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459) (← links)
• A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts (Q3518464) (← links)
• A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES (Q3545706) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
• An efficient algorithm to compute maximum entropy densities (Q4246594) (← links)
• An R²criterion based on optimal predictors (Q4355148) (← links)
• THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS (Q4406233) (← links)
• Stochastic dominance amongst swedish income distributions (Q4512505) (← links)
• The Global Joint Distribution of Income and Health (Q4561865) (← links)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• Disparity, Shortfall, and Twice-Endogenous HARA Utility (Q5080558) (← links)
• Stock market uncertainty and economic fundamentals: an entropy-based approach (Q5234346) (← links)
• Foundations of info-metrics: modeling, inference and imperfect information (Q5860979) (← links)
• Assessing point forecast accuracy by stochastic error distance (Q5864637) (← links)
• An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
• Uncertainty, information, and disagreement of economic forecasters (Q5864649) (← links)
• Can we estimate macroforecasters' mis-behavior? (Q6109933) (← links)
• Comparison of macroeconomic performance of MENA countries with TOPSIS method (Q6130689) (← links)