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Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions

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R. Carter Hill ()
Randall C. Campbell
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Paper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2001-11.

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Handle: RePEc:lsu:lsuwpp:2001-11

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  1. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
  2. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September. [Downloadable!] (restricted)
  3. Freedman, David A & Peters, Stephen C, 1984. "Bootstrapping an Econometric Model: Some Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(2), pages 150-58, April.
  4. Judge, G. G. & Hill, R. Carter & Bock, M. E., 1990. "An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 189-213. [Downloadable!] (restricted)
  5. Fraser, Iain, 2000. "An Application of Maximum Entropy Estimation: The Demand for Meat in the United Kingdom," Applied Economics, Taylor and Francis Journals, vol. 32(1), pages 45-59, January. [Downloadable!] (restricted)
  6. Miller, Douglas J. & Plantinga, Andrew J., 1999. "Modeling Land Use Decisions with Aggregate Data," Staff General Research Papers 1487, Iowa State University, Department of Economics.
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