Generalized maximum entropy (GME) estimator: formulation and a monte carlo study
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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.
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KeywordsEntropy; Maximum Entropy; ME; Generalized Maximum Entropy; GME; Monte Carlo Experiment; Shannon’s Entropy; Non-normal disturbances;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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