Uses of entropy and divergence measures for evaluating econometric approximations and inference

Journal of Econometrics

Volumn 107, Issue 1-2, 2002, Pages 313-326

  Ullah, Aman ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Divergence; Entropy; Inference; Non parametric

Indexed keywords

ECONOMICS; ENTROPY; ESTIMATION; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; REGRESSION ANALYSIS; VECTORS;

ASYMPTOTIC EXPANSIONS; ECONOMETRIC ESTIMATORS;

APPROXIMATION THEORY;

EID: 0346093810     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00126-9     Document Type: Article

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