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A family of empirical likelihood functions and estimators for the binary response model
Mittelhammer, Ron C.; Judge, George G. - In: Journal of econometrics 164 (2011) 2, pp. 207-217
Persistent link: https://www.econbiz.de/10009301941
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Bayesian estimation of non-stationary Markov models combining micro and macro data
Storm, Hugo; Heckelei, Thomas; Mittelhammer, Ron C. - In: European review of agricultural economics : ERAE 43 (2016) 2, pp. 303-329
Persistent link: https://www.econbiz.de/10011597336
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An entropy-based approach for nonparametrically testing simple probability distribution hypotheses
Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...
Persistent link: https://www.econbiz.de/10012805047
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An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - 2022
n this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...
Persistent link: https://www.econbiz.de/10013298495