An information-theoretic alternative to generalized method of moments estimation

Econometrica

Volumn 65, Issue 4, 1997, Pages 861-874

  Kitamura, Yuichi ^a   Stutzer, Michael ^a  

^a NONE

Author keywords

Entropy; Estimation; GMM; Information theory; Kullback

Indexed keywords

EID: 0001477763     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171942     Document Type: Article

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