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Citations for "Calculation of maximum entropy distributions and approximation of marginalposterior distributions"

by Zellner, Arnold & Highfield, Richard A.

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  1. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
  2. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods," 2005 Annual meeting, July 24-27, Providence, RI 19402, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Centre de Recherche en Economie et Statistique.
  4. Wu, Ximing, 2003. "Calculation of maximum entropy densities with application to income distribution," Journal of Econometrics, Elsevier, vol. 115(2), pages 347-354, August.
  5. Thanasis Stengos & Ximing Wu†, 2007. "We derive general distribution tests based on the method of Maximum Entropy density," Working Paper Series 24-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  6. Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
  7. Agee, Mark D. & Atkinson, Scott E. & Crocker, Thomas D. & Williams, Jonathan W., 2014. "Non-separable pollution control: Implications for a CO2 emissions cap and trade system," Resource and Energy Economics, Elsevier, vol. 36(1), pages 64-82.
  8. Wu, Ximing & Perloff, Jeffrey M., 2005. "GMM Estimation of a Maximum Distribution With Interval Data," Institute for Research on Labor and Employment, Working Paper Series qt7jf5w1ht, Institute of Industrial Relations, UC Berkeley.
  9. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
  10. Heckelei, Thomas & Mittelhammer, Ron C., 2003. "Bayesian bootstrap multivariate regression," Journal of Econometrics, Elsevier, vol. 112(2), pages 241-264, February.
  11. Vilsmeier, Johannes, 2011. "Updating the Option Implied Probability of Default Methodology," University of Regensburg Working Papers in Business, Economics and Management Information Systems 22326, University of Regensburg, Department of Economics.
  12. Alwan, Layth C. & Ebrahimi, Nader & Soofi, Ehsan S., 1998. "Information theoretic framework for process control," European Journal of Operational Research, Elsevier, vol. 111(3), pages 526-542, December.
  13. Wu, Ximing & Perloff, Jeffrey M., 2007. "Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution," Institute for Research on Labor and Employment, Working Paper Series qt9vd036zx, Institute of Industrial Relations, UC Berkeley.
  14. Ryu, Hang K. & Slottje, Daniel J., 1996. "Two flexible functional form approaches for approximating the Lorenz curve," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 251-274.
  15. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
  16. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
  17. Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
  18. Vilsmeier, Johannes, 2014. "Updating the option implied probability of default methodology," Discussion Papers 43/2014, Deutsche Bundesbank, Research Centre.
  19. Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, Reading University.
  20. Ryu, Hang K. & Slottje, Daniel J., 2000. "Estimating the density of unemployment duration based on contaminated samples or small samples," Journal of Econometrics, Elsevier, vol. 95(1), pages 131-156, March.
  21. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
  22. Miller, Douglas J. & Liu, Wei-han, 2002. "On the recovery of joint distributions from limited information," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 259-274, March.
  23. Dukkipati, Ambedkar & Bhatnagar, Shalabh & Murty, M. Narasimha, 2007. "On measure-theoretic aspects of nonextensive entropy functionals and corresponding maximum entropy prescriptions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 758-774.
  24. Tack, Jesse, 2013. "A Nested Test for Common Yield Distributions with Applications to U.S. Corn," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), April.
  25. Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.
  26. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
  27. Stephen Satchell & Susan Thorp & Oliver Williams, 2012. "Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods," Research Paper Series 300, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Bera, Anil K. & Bilias, Yannis, 2002. "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 51-86, March.
  29. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
  30. Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
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