Using Moment Constraints in GME Estimation

DOI10.1007/978-3-030-13487-7_8zbMath1450.62024OpenAlexW2945810374MaRDI QIDQ5119884

Richard E. Howitt, Siwa Msangi

Publication date: 9 September 2020

Published in: Natural Resource Management and Policy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-13487-7_8

zbMATH Keywords

generalized maximum entropy (GME) estimation

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• GAMS

Cites Work

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• Generalized maximum entropy analysis of the linear simultaneous equations model
• A weighted generalized maximum entropy estimator with a data-driven weight
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
• An information-theoretical analysis of budget-constrained nonpoint source pollution control.
• Generalized moment based estimation and inference
• Empirical likelihood ratio confidence intervals for a single functional

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