Generalized maximum entropy analysis of the linear simultaneous equations model

DOI10.3390/e16020825zbMath1338.62066OpenAlexW2013743703MaRDI QIDQ296445

Ron C. Mittelhammer, Nicholas Scott Cardell, Thomas L. Marsh

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e16020825

zbMATH Keywords

robustnessconsistencyasymptotic normalityhypothesis testingWald testMonte Carlo experiments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (4)

Ridge estimation in linear mixed measurement error models using generalized maximum entropy ⋮ Entropy inference in smooth transition kink regression ⋮ Towards Econometric Mathematical Programming for Policy Analysis ⋮ Using Moment Constraints in GME Estimation

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