Information in generalized method of moments estimation and entropy-based moment selection
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Publication:280214
DOI10.1016/j.jeconom.2006.05.006zbMath1418.62459OpenAlexW2155549144MaRDI QIDQ280214
Alastair R. Hall, Changmock Shin, Kalidas Jana, Atsushi Inoue
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.006
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)
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