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Uses of entropy and divergence measures for evaluating econometric approximations and inference

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  • Ullah, Aman

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 107 (2002)
Issue (Month): 1-2 (March)
Pages: 313-326

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Handle: RePEc:eee:econom:v:107:y:2002:i:1-2:p:313-326

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Kadane, Joseph B, 1971. "Comparison of k-Class Estimators when the Disturbances are Small," Econometrica, Econometric Society, vol. 39(5), pages 723-37, September.
  2. Kiviet, Jan F. & Phillips, Garry D.A., 1993. "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, vol. 9(01), pages 62-80, January.
  3. Ullah, A. & Walsh, V.Z., 1990. ""On the Estimation of Residual Variance in Nonparametric Regression"," The A. Gary Anderson Graduate School of Management 90-9, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  4. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  5. Ullah, Aman & Srivastava, Virendra K., 1994. "Moments of the ratio of quadratic forms in non-normal variables with econometric examples," Journal of Econometrics, Elsevier, vol. 62(2), pages 129-141, June.
  6. Ullah, Aman, 1980. "The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models," Economics Letters, Elsevier, vol. 6(4), pages 339-344.
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Cited by:
  1. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers 14-046/III, Tinbergen Institute.
  2. McLeod, A.I. & Zhang, Y., 2008. "Faster ARMA maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2166-2176, January.

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