An Information Theoretic Approach to Estimation in the Case of Multicollinearity
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References listed on IDEAS
- Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers Archive 1488, Iowa State University, Department of Economics.
- Mittelhammer R. & Judge G. & van Akkeren M. & Cardell N.S., 2002. "Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1108-1121, December.
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Keywordsempirical-likelihood; semiparametric models; extended estimating equations; Kullback–Leibler information criterion; Lagrange multiplier; pseudo-likelihood ratio tests;
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