A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy

DOI10.1016/0165-1889(95)00864-0zbMath0875.90123OpenAlexW2075994109MaRDI QIDQ1351322

Amos Golan, Larry S. Karp, George G. Judge

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00864-0

zbMATH Keywords

Optimal controlDynamic discrete time systemInverse control problemMaximum entropy principleTime series data

Mathematics Subject Classification ID

Economic time series analysis (91B84) Application models in control theory (93C95) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Economic growth models (91B62)

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