Comparison of maximum entropy and higher-order entropy estimators
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 107 (2002)
Issue (Month): 1-2 (March)
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Web page: http://www.elsevier.com/locate/jeconom
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- Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
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- Balcombe, Kelvin, 2006. "Cross-Entropy Estimation of Linear Cointegrated Equations," MPRA Paper 15100, University Library of Munich, Germany.
- Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
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