Maximum entropy in applied econometric research

DOI10.1080/00207729108910760zbMath0737.62097OpenAlexW1987155126MaRDI QIDQ3982044

Jati K. Sengupta

Publication date: 26 June 1992

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729108910760

zbMATH Keywords

regression analysismaximum likelihood estimationmaximum entropyminimax approachmodel choiceinexact informationdiffuse priorgeneralization of Shannon's entropyestimation of production frontierstwo-stage regression modelconstrained ME densitiesdistribution-robust propertiesexponential errorsselection of the best point estimate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) 2-person games (91A05) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

The maximum entropy approach in production frontier estimation ⋮ Analytical forms for most likely matrices derived from incomplete information ⋮ Entropy and information in portfolio choice

Cites Work

• Computing the maximum-entropy extension of given discrete probability distributions
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
• Information Theory and Statistical Mechanics
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Maximum entropy in applied econometric research