Comparison of maximum entropy and higher-order entropy estimators

Journal of Econometrics

Volumn 107, Issue 1-2, 2002, Pages 195-211

  Golan, Amos ^a   Perloff, Jeffrey M ^b  

^a AMERICAN UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Axioms; Generalized entropy; Maximum entropy

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; METHOD OF MOMENTS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; STATISTICAL TESTS;

ECONOMETRICS; GENERALIZED MAXIMUM ENTROPY (GME) ESTIMATION;

ENTROPY;

EID: 0345991216     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00120-8     Document Type: Article

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