Cross-Entropy Estimation of Linear Cointegrated Equations
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References listed on IDEAS
- Golan, Amos, 2002. "Information and Entropy Econometrics--Editor's View," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 1-15, March.
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More about this item
KeywordsEntropy; Fully Modified; Cointegration;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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