Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10005296824
Persistent link: https://www.econbiz.de/10005158958
Persistent link: https://www.econbiz.de/10005275893
We develop a new way to incorporate prior information within an Information-Theoretic (IT) estimation framework. The estimator considers many potential priors and uses a simple statistic to choose the optimal solution. Our method outperforms its competitors for all finite data.
Persistent link: https://www.econbiz.de/10011189554