An Information Theoretic Approach to Econometrics
Latest Publications

TOTAL DOCUMENTS

13

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Cambridge University Press

9781139033848

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimation and Inference for the Binary Response Model Based on the MPD Family of Distributions

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.015 ◽

2012 ◽

pp. 187-204

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Binary Response ◽

Response Model ◽

Model Based ◽

Binary Response Model ◽

Family Of Distributions

Download Full-text

Method of Moments, Generalized Method of Moments, and Estimating Equations

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.005 ◽

2012 ◽

pp. 36-66

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Estimating Equations

Download Full-text

Cressie-Read-MPD-Type Estimators in Practice

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.012 ◽

2012 ◽

pp. 153-166

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Download Full-text

Kullback-Leibler Information and the Maximum Empirical Exponential Likelihood

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.009 ◽

2012 ◽

pp. 104-132

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Leibler Information

Download Full-text

Econometric Information Recovery

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.002 ◽

2012 ◽

pp. 1-4

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Information Recovery

Download Full-text

Formulation and Analysis of Parametric and Semiparametric Linear Models

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.004 ◽

2012 ◽

pp. 7-35

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Download Full-text

Preface

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.001 ◽

2012 ◽

pp. xv-xvi

Author(s):

George G. Judge ◽

Ron C. Mittelhammer ◽

George G. Judge ◽

Ron C. Mittelhammer

Download Full-text

The Cressie-Read Family of Divergence Measures and Empirical Maximum Likelihood Functions

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.011 ◽

2012 ◽

pp. 135-152

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Maximum Likelihood ◽

Likelihood Functions ◽

Divergence Measures

Download Full-text

Choosing the Optimal Divergence under Quadratic Loss

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.017 ◽

2012 ◽

pp. 207-220

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Download Full-text

A Stochastic-Empirical Likelihood Inverse Problem

An Information Theoretic Approach to Econometrics ◽

10.1017/cbo9781139033848.007 ◽

2012 ◽

pp. 69-89

Author(s):

George G. Judge ◽

Ron C. Mittelhammer

Keyword(s):

Inverse Problem ◽

Empirical Likelihood

Download Full-text