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Information and entropy econometrics : a review and synthesis
Golan, Amos - 2008
Persistent link: https://www.econbiz.de/10003670240
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On the state of the art of info-metrics
Golan, Amos - In: Uncertainty analysis in econometrics with applications …, (pp. 3-15). 2013
Persistent link: https://www.econbiz.de/10009711186
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An information theoretic approach for estimating nonlinear dynamic models
Golan, Amos (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004172
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A simultaneous estimation and variable selection rule
Golan, Amos - In: Journal of econometrics 101 (2001) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10001545259
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On the natural fluctuation of the economy
Golan, Amos - In: Mathematical social sciences 2 (1989), pp. 161-175
Persistent link: https://www.econbiz.de/10001083206
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A multivariable stochastic theory of size distribution of firms with empirical evidence
Golan, Amos - 1994
Persistent link: https://www.econbiz.de/10001331948
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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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An information theoretic approach for estimating nonlinear dynamic models
Golan, Amos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10009949797
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An Information Theoretic Approach for Estimating Nonlinear Dynamic Models
Golan, Amos - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 4
Given the objective of estimating the unknown parameters of a possibly nonlinear dynamic model using a finite (and relatively small) data set, it is common to use a Kalman filter Maximum Likelihood (ML) approach, ML-type estimators or more recently a GMM (Imbens, Spady and Johnson, 1998), BMOM...
Persistent link: https://www.econbiz.de/10014620899
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Estimating the size distribution of firms using government summary statistics
Golan, Amos; Judge, George G.; Perloff, Jeffrey M. - 1993
Persistent link: https://www.econbiz.de/10000885464