Volume 27; Issue 4-6

Econometric Reviews

Volume 27; Issue 4-6
1

Approximate Entropy as an Irregularity Measure for Financial Data

Pincus, Steve
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 1022 KB
english, 2008
2

Large-Deviations Theory and Empirical Estimator Choice

Grendár, Marian, Judge, George
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 128 KB
english, 2008
4

A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts

Bhati, Avinash Singh
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 655 KB
english, 2008
6

Optimal Portfolio Diversification Using the Maximum Entropy Principle

Bera, Anil K., Park, Sung Y.
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 1.03 MB
english, 2008
7

A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation

Papalia, R. Bernardini
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 140 KB
english, 2008
8

Information Theoretic and Entropy Methods: An Overview

Golan, Amos, Maasoumi, Esfandiar
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 99 KB
english, 2008
9

Entropy-Based Moment Selection in the Presence of Weak Identification

Hall, Alastair R., Inoue, Atsushi, Shin, Changmock
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 187 KB
english, 2008
12

Generalized Safety First and a New Twist on Portfolio Performance

Haley, M. Ryan, Whiteman, Charles H.
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 420 KB
english, 2008
13

Bayes Estimate and Inference for Entropy and Information Index of Fit

Mazzuchi, Thomas A., Soofi, Ehsan S., Soyer, Refik
Journal:
Econometric Reviews
Year:
2008
Language:
english
File:
PDF, 404 KB
english, 2008