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We show that the empirical distribution of the roots of the vector auto-regression of order n fitted to T observations of a general stationary or non-stationary process, converges to the uniform distribution over the unit circle on the complex plane, when both T and n tend to infinity so that...
Persistent link: https://www.econbiz.de/10005837267
This paper intends to explore the utilization of entropy through football, generalizing the interpretation of entropy … more leveled, have a better UEFA ranking. Correlating entropy with UEFA ranking, we find evidence of that relationship …
Persistent link: https://www.econbiz.de/10011210471
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the …
Persistent link: https://www.econbiz.de/10011259094
The cross-entropy approach is extended to the estimation of cointegrated equations. The entropy estimators for an … estimates su¢ ciently quickly. The performance of the entropy estimators are examined by using some Monte Carlo trials, and in …
Persistent link: https://www.econbiz.de/10005014737
This paper uses an entropy-based information approach to determine if farmland values are more closely associated with …
Persistent link: https://www.econbiz.de/10008727918
national accounts data, by re-estimating thesampling weight through minimization of entropy distance of information …
Persistent link: https://www.econbiz.de/10005786983
returns prevail). In this paper, we introduce a new assumption about the generation of knowledge, which involves entropy, i … explored in scenarios of neoclassical and endogenous growth and it is able to justify endogenous fluctuations. Entropy in the … are observable for different degrees of entropy. Complete a-periodicity (chaos) is also found for particular values of an …
Persistent link: https://www.econbiz.de/10005787052
In 2007 Russian voters elected representatives to the State Duma under new electoral procedures that President V. Putin had instituted. A presidential election followed in 2008 leading to Putin’s new role as Prime Minister. To many observers, the reforms and the election campaigns resulted in...
Persistent link: https://www.econbiz.de/10005787119
Entropy is a measure of information and uncertainty which has been used recently in different areas, besides of its …, Ausloos et al, 1999 or Bouchaud, 2002). This paper intends to explore the utilization of entropy through politics and election … results, an area just slightly explored (Gill, 2005). It generalizes interpretation of entropy, considering it a measure of …
Persistent link: https://www.econbiz.de/10005789727
his view of the subjective entropy of the environmental process and other important parameters at each stage of the …
Persistent link: https://www.econbiz.de/10005790369