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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. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
  2. 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.
  3. Wu, Ximing, 2003. "Calculation of maximum entropy densities with application to income distribution," Journal of Econometrics, Elsevier, vol. 115(2), pages 347-354, August.
  4. Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  5. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
  6. 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.
  7. Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
  8. 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.
  9. 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.
  10. 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.
  11. Yichen Gao & Yu Zhang & Ximing Wu, 2015. "Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index," Empirical Economics, Springer, vol. 48(1), pages 61-81, February.
  12. Heckelei, Thomas & Mittelhammer, Ron C., 2003. "Bayesian bootstrap multivariate regression," Journal of Econometrics, Elsevier, vol. 112(2), pages 241-264, February.
  13. Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2015. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," School of Economics Working Papers 2015-17, University of Adelaide, School of Economics.
  14. Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 20, March.
  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. Vilsmeier, Johannes, 2014. "Updating the option implied probability of default methodology," Discussion Papers 43/2014, Deutsche Bundesbank, Research Centre.
  17. Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
  18. Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org.
  19. repec:hal:journl:peer-00815562 is not listed on IDEAS
  20. 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.
  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. 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.
  23. repec:rim:rimwps:24-07 is not listed on IDEAS
  24. 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.
  25. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
  26. repec:gam:jecnmx:v:4:y:2016:i:2:p:20:d:66662 is not listed on IDEAS
  27. 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.
  28. 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.
  29. 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.
  30. Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.
  31. Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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).
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