Advances in Econometrics, Volume 12: Applying Maximum Entropy to Econometric Problems

Editors: Thomas B. Fomby (SMU), R. Carter Hill (LSU)

DOI 10.1108/S0731-9053(1997)12 Publication date: 25 July 1997 Series copyright holder: Emerald Publishing Limited ISBN 978-0-76230-187-4 eISBN 978-1-84950-824-7 Book series ISSN 0731-9053

• Introduction, Thomas B. Fomby and R. Carter Hill. 

    Section I. Methodology. 

• The Maximum Entropy Approach to Estimation and Inference, Amos Golan, George Judge, and Douglas Miller. 
• Information Theoretic Regression Methods, Ehsan S. Soofi. 
• The Bayesian Method of Moments (BMOM): Theory and Applications, Arnold Zellner. 
• Information Theoretic Methods for Categorical Data, Ehsan S. Soofi and D.V. Gokhale. 
• Model Selection by Maximum Entropy, Pieter H.F.M. van Casteren and Jan G. De Gooijer. 
• Maximum-Entropy Acceptable-Likelihood Estimation of Population Heterogeneity, Peter S. Faynzilberg. 
• A Monte Carlo Study of a Generalized Maximum Entropy Estimator of the Binary Choice Model, Lee Adkins. 

    Section II. Applications. 

• Constructing a Unimodal Bayesian Prior Distribution from Incompletely Assessed Information, Patrick L. Brockett, Linda L. Golden, and Kwang H. Paick. 
• Recovering Wastewater Treatment Objectives: an Application of Entropy Estimation for Inverse Control Problems, Linda Fernandez. 
• Dart Boards and Asset Prices: Introducing the Entropy Pricing Theory, Les Gulko. 
• Maximum Entropy and Derivative Securities, Raymond J. Hawkins. 
• Forecasting the Production Benefits and Incidence of a Public Program: An Integrated Survey and Estimation Procedure Applied to Study the California Irrigation Management Information System, Daniel Osgood, Daniel Cohen, Doug Parker, and David Zilberman. 
• Another Perspective on Recent Changes in the U.S. Income Distribution: An Index Space Representation, Hang K. Ryu and Daniel J. Slottje. 
• Omnibus Tests for Multivariate Normality Based on a Class of Maximum Entropy Distributions, Carlos Urzua.