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

Peeters, Ludo - 2010

. 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 …

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

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

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

Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio

Jayakumar, G. S. David Sam; Samuel, W.; Sulthan, A. - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 384-409

Persistent link: https://www.econbiz.de/10014311645

A maximum entropy estimate of uncertainty about a wine rating : what can be deduced about the shape of a latent distribution from one observation?

Bodington, Jeffrey C. - In: Journal of wine economics 17 (2022) 4, pp. 296-310

Persistent link: https://www.econbiz.de/10014307513

A regression-based method for estimating generalised entropy and Atkinson inequality indices and their standard errors

Shankar, Sriram - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 3, pp. 317-322

Persistent link: https://www.econbiz.de/10015438129

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

Miller, Douglas; Lee, Sang-Hak - In: Maximum likelihood estimation of misspecified models : …, (pp. 149-164). 2003

In this chapter, we use the minimum cross-entropy method to derive an approximate joint probability model for a … entropy approach has some practical advantages over copula-based models. Under suitable regularity conditions, the quasi …

Persistent link: https://www.econbiz.de/10015388942

Testing for multinormality with goodness-of-fit tests based on phi divergence measures

Madukaife, Mbanefo S.; Nduka, Uchenna C.; Ossai, … - In: Statistics in transition : an international journal of … 26 (2025) 2, pp. 129-149

In this paper, a beta transform of multivariate normal datasets is obtained. The phi divergence measure, DΦ(F,G) between two distributions F and G is used to obtain a goodnessof-fit test to multivariate normality (MVN) based on the theoretical density function of the beta transformed random...

Persistent link: https://www.econbiz.de/10015447277

Estimating the Income Distribution of Some Muslim Countries Based on Entropy Measures

Kittaneh, Omar A. - 2019

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

Persistent link: https://www.econbiz.de/10012861680