Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models
Download full text from publisher
References listed on IDEAS
- George Judge, 2015. "Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-10, February.
- Judge,George G. & Mittelhammer,Ron C., 2012. "An Information Theoretic Approach to Econometrics," Cambridge Books, Cambridge University Press, number 9780521869591, October.
- Ellis Scharfenaker & Gregor Semieniuk, 2015. "A Statistical Equilibrium Approach to the Distribution of Profit Rates," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2015-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Paulo dos Santos & Ellis Scharfenaker, 2016. "Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q," Working Papers 1607, New School for Social Research, Department of Economics.
- Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012.
"A statistical equilibrium model of competitive firms,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(1), pages 136-149.
- Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
More about this item
KeywordsQuantal response; maximum entropy; Information-theoretic quantitative methods; incomplete information; link function; profit rate distribution;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C79 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-03-26 (All new papers)
- NEP-ECM-2017-03-26 (Econometrics)
- NEP-HME-2017-03-26 (Heterodox Microeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:new:wpaper:1710. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Setterfield). General contact details of provider: http://edirc.repec.org/data/denewus.html .