GMM estimation of a maximum entropy distribution with interval data

Journal of Econometrics

Volumn 138, Issue 2, 2007, Pages 532-546

  Wu, Ximing ^a   Perloff, Jeffrey M ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Density estimation; GMM; Grouped data; Maximum entropy

Indexed keywords

COMPUTER SIMULATION; DISTRIBUTION FUNCTIONS; MATRIX ALGEBRA; MONTE CARLO METHODS; RANDOM VARIABLES;

DENSITY ESTIMATION; GENERALIZED METHOD OF MOMENTS (GMM); GROUPED DATA; MAXIMUM ENTROPY DISTRIBUTION;

METHOD OF MOMENTS;

EID: 34247393747     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.05.008     Document Type: Article

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