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Special Journal Issues

Econometric Reviews (in process). Special Issue on "Info-Metrics" based on selected papers presented at the September, 2010 Info-Metrics Conference, Guest Co-Editors (A. Golan and E. Maasoumi).
Econometric Reviews. Special Issue on "Information and Entropy Econometrics," Guest Co-Editors (A. Golan and E. Maasoumi), based on selected papers presented at the IEE2 Conference (Volume 27, Nos. 4-6, 2008).
- Information Theoretic and Entropy Methods: An Overview
- Approximate Entropy as an Irregularity Measure for Financial Data
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
- Entropy-Based Moment Selection in the Presence of Weak Identification
- Bayes Estimate and Inference for Entropy and Information Index of Fit
- Generalized Safety First and a New Twist on Portfolio Performance
- Optimal Portfolio Diversification Using the Maximum Entropy Principle
- Large-Deviations Theory and Empirical Estimator Choice
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
- A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
Journal of Econometrics. Special Issue on "Information and Entropy Econometrics," Guest Co-Editors (A. Golan and Y. Kitamura), based on selected papers presented at the IEE Conference (June, 2007)
Complete Issue
Editorial Board
- Information and entropy econometrics - volume overview and synthesis
- Some aspects of the history of Bayesian information processing
- Information optimality and Bayesian modelling
- Efficient information theoretic inference for conditional moment restrictions
- On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
- Information in generalized method of moments estimation and entropy-based moment selection
- Estimation and inference in the case of competing sets of estimating equations
- GMM estimation of a maximum entropy distribution with interval data
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- Information measures for generalized gamma family
Journal of Econometrics. Special Two-Issues on "Information and Entropy Econometrics," Guest Editor A. Golan, (Volume 107, Issues 1-2, March, 2002).
Complete Issue
- Information and Entropy Econometrics-Editor's View
- Information indices: unification and applications
- Information processing and Bayesian analysis
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis
- Confidence intervals in generalized method of moments models
- Generalized empirical likelihood non-nested tests
- Generalized moment based estimation and inference
- Sample selection and information-theoretic alternatives to GMM
- Connections between entropic and linear projections in asset pricing estimation
- Limited information likelihood and Bayesian analysis
- Comparison of maximum entropy and higher-order entropy estimators
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
- Information theoretic measures of the income distribution in food demand
- On the recovery of joint distributions from limited information
- Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry
- Entropy and predictability of stock market returns
- Uses of entropy and divergence measures for evaluating econometric approximations and inference
- Functional data analysis of the dynamics of the monthly index of nondurable goods production
- A structural labour supply model with flexible preferences
- Author index to volume 107

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