Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation
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References listed on IDEAS
- Golan, Amos, 2008. "Information and Entropy Econometrics — A Review and Synthesis," Foundations and Trends(R) in Econometrics, now publishers, vol. 2(1–2), pages 1-145, February.
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- Hyeok Lee & Yong Kyun Kim, 2018. "The effects of external shocks on the Korean economy: CGE model-based analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-14, December.
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KeywordsGeneralized Cross Entropy; Generalized Maximum Entropy; Information; Maximum Entropy; Priors;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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