A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information.

This paper illustrates the use of Kullback-Leibler Information (KLI) measure for assessing the relative quality of two approximations to an unknown distribution from which we ca obtain simple random drawings.

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Year of publication:	1996
Authors:	Atukorala, R. ; King, M.L.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	REGRESSION ANALYSIS \| ECONOMIC MODELS \| INFORMATION

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Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 8/96 16 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005581134