MELE: Maximum Entropy Leuven Estimators
نویسندگان
چکیده
منابع مشابه
Multicollinearity and maximum entropy estimators
Multicollinearity hampers empirical econometrics. The remedies proposed to date suffer from pitfalls of their own. The ridge estimator is not generally accepted as a vital alternative to the ordinary least−squares (OLS) estimator because it depends upon unknown parameters. The generalized maximum entropy estimator depends upon subjective exogenous information. This paper presents a novel maximu...
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I declare that this essay is my own work done as part of the Part III Examination. It is the result of my own work, and except where stated otherwise, includes nothing which was performed in collaboration. No part of this essay has been submitted for a degree or any such qualification.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2001
ISSN: 1556-5068
DOI: 10.2139/ssrn.280304