Information and entropy econometrics - Editor's view

[1] A MEASURE OF ASYMPTOTIC EFFICIENCY FOR TESTS OF A HYPOTHESIS BASED ON THE SUM OF OBSERVATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04): : 493 - 507

[2] Cover T. M., 2005, ELEM INF THEORY, DOI 10.1002/047174882X

[3] CRESSIE N, 1984, J ROY STAT SOC B MET, V46, P440

[4] SANOV PROPERTY, GENERALIZED I-PROJECTION AND A CONDITIONAL LIMIT-THEOREM [J]. ANNALS OF PROBABILITY, 1984, 12 (03) : 768 - 793

[5] Davis H. T., 1941, The theory of econometrics

[6] DONOHO DL, 1992, J ROY STAT SOC B MET, V54, P41

[7] Ellis R., 2006, ENTROPY LARGE DEVIAT

[8] Gamboa F, 1997, ANN STAT, V25, P328

[9] Goldstine H. H., 1980, A History of the Calculus of Variations from the 17th through the 19th Century, Studies in the History of Mathematics and Physical Sciences

[10] Information theoretic approaches to inference in moment condition models [J]. ECONOMETRICA, 1998, 66 (02) : 333 - 357

[1] A MEASURE OF ASYMPTOTIC EFFICIENCY FOR TESTS OF A HYPOTHESIS BASED ON THE SUM OF OBSERVATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04): : 493 - 507

[2] Cover T. M., 2005, ELEM INF THEORY, DOI 10.1002/047174882X

[3] CRESSIE N, 1984, J ROY STAT SOC B MET, V46, P440

[4] SANOV PROPERTY, GENERALIZED I-PROJECTION AND A CONDITIONAL LIMIT-THEOREM [J]. ANNALS OF PROBABILITY, 1984, 12 (03) : 768 - 793

[5] Davis H. T., 1941, The theory of econometrics

[6] DONOHO DL, 1992, J ROY STAT SOC B MET, V54, P41

[7] Ellis R., 2006, ENTROPY LARGE DEVIAT

[8] Gamboa F, 1997, ANN STAT, V25, P328

[9] Goldstine H. H., 1980, A History of the Calculus of Variations from the 17th through the 19th Century, Studies in the History of Mathematics and Physical Sciences

[10] Information theoretic approaches to inference in moment condition models [J]. ECONOMETRICA, 1998, 66 (02) : 333 - 357