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ZNSSII3 : an information theoretic approach to ecological inference in presence of spatial dependence

Bernardini Papalia, Rosa - 2011

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

Persistent link: https://www.econbiz.de/10011548719

Applying entropy econometrics to estimate data at a disaggregated spatial scale

Fernandez-Vazquez, Esteban; Lemelin, André; Rubiera … - In: Letters in spatial and resource sciences : LSRS 7 (2014) 3, pp. 159-169

Persistent link: https://www.econbiz.de/10010428163

Generalized aggregation of misspecified models : with an application to asset pricing

Gospodinov, Nikolaj; Maasoumi, Esfandiar - In: Journal of econometrics 222 (2021) 1,2, pp. 451-467

Persistent link: https://www.econbiz.de/10012619705

Heterogeneity and asymmetry in cross-section gravity models of aggregate migration

Peeters, Ludo - 2010

novel "three-way" fixed-effects type of Generalized Maximum Entropy estimator (FE-GME). The importance of fixed effects is …

Persistent link: https://www.econbiz.de/10012608069

Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets

Xuan Vinh Vo; Tran Thi Tuan Anh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 479-490

Persistent link: https://www.econbiz.de/10013350691

Nonparametric stochastic discount factor decomposition

Christensen, Timothy - 2015

-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 …

Persistent link: https://www.econbiz.de/10010532537