Incorporating prior information when true priors are unknown: an Information-Theoretic approach for increasing efficiency in estimation
Year of publication: |
2015
|
---|---|
Authors: | Henderson, Heath ; Golan, Amos ; Seabold, Skipper |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 1-5
|
Subject: | Generalized Cross Entropy | Generalized Maximum Entropy | Information | Maximum Entropy | Priors | Entropie | Entropy | Schätztheorie | Estimation theory | Informationsökonomik | Economics of information | Bayes-Statistik | Bayesian inference |
-
Akira Toda, Alexis, (2015)
-
Bayesian inference and the principle of maximum entropy
Foley, Duncan K., (2024)
-
Uncertainty, information, and disagreement of economic forecasters
Shoja, Mehdi, (2017)
- More ...
-
Henderson, Heath, (2015)
-
Estimating a demand system with choke prices
Golan, Amos, (2017)
-
Seabold, Skipper, (2015)
- More ...