-sample information from theory and/or empirical evidence can be introduced in the form of known probabilities by means of the cross-entropy …

. As a result, estimation of the model using, say, the convenient OLS estimator is plagued by omitted-variables and … novel "three-way" fixed-effects type of Generalized Maximum Entropy estimator (FE-GME). The importance of fixed effects is …

Histogram-based entropy estimation is well known for its computational efficiency and using bootstrap method to … estimate its bias is widely accepted. However, when we apply it to entropy estimator constructed by "plug-in" method, we have …

We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the …-run yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups …. Consistency and convergence rates are established. The estimators of the eigenvalue, yield and entropy are shown to be …

-based data. By utilizing the aggregates observable in a series of Input-Output Tables (IOT's) and by applying an estimation … procedure based on entropy; indicators of market power can be derived without requiring the use of micro-data. We document a …

A high degree of multicollinearity among the explanatory variables severely impairs estimation of regression … applying the Maximum Entropy Leuven (MEL) family of estimators on the widely analyzed dataset on Portland cement. This dataset …

) and Egypt, this paper utilizes the so-called entropy measures in the problem of estimating the income probability …