论文信息 - A Study of Generalized Maximum Entropy Estimator for the Panel Regression Model

A Study of Generalized Maximum Entropy Estimator for the Panel Regression Model

This paper considers a panel regression model with ill-posed data and proposes the generalized maximum entropy(GME) estimator of the unknown parameters. These are natural extensions from the biometries, statistics and econometrics literature. The performance of this estimator is investigated by using of Monte Carlo experiments. The results indicate that the GME method performs the best in estimating the unknown parameters.

Sooyoung Cheon | Seuck-Heun Song

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