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Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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Ordering univariate distributions by entropy and variance
Ebrahimi, Nader; Maasoumi, Esfandiar; Soofi, Ehsan S. - In: Journal of econometrics 90 (1999) 2, pp. 317-336
Persistent link: https://www.econbiz.de/10001382139
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Annals of econometrics: information and entropy econometrics
Golan, Amos (contributor) - 2001
Persistent link: https://www.econbiz.de/10001651249
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Information and entropy econometrics : editor's view
Golan, Amos - In: Journal of econometrics 107 (2002) 1/2, pp. 1-15
Persistent link: https://www.econbiz.de/10001651254
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Information processing and Bayesian analysis
Zellner, Arnold - In: Journal of econometrics 107 (2002) 1/2, pp. 41-50
Persistent link: https://www.econbiz.de/10001651260
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On the recovery of joint distributions from limited information
Miller, Douglas J.; Liu, Wei-han - In: Journal of econometrics 107 (2002) 1/2, pp. 259-274
Persistent link: https://www.econbiz.de/10001651297
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Sample selections and information-theoretic alternatives to GMM
Nevo, Aviv - In: Journal of econometrics 107 (2002) 1/2, pp. 149-157
Persistent link: https://www.econbiz.de/10001651324
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Daily price limits and destructive market behavior
Chen, Ting; Gao, Zhenyu; He, Jibao; Jiang, Wenxi; Xiong, Wei - In: Journal of econometrics 208 (2019) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
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Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von; Wogrolly, Axel - In: Journal of econometrics 231 (2022) 1, pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
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The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz; DeSantis, Mark; Sayrak, Akin - In: Journal of econometrics 183 (2014) 2, pp. 193-201
Persistent link: https://www.econbiz.de/10010506060