Title :
Entropy Based Moment Selection in Generalized Method of Moments
Author :
Peter Bloomfield استاد مشاور , Denis Pelletier استاد مشاور , Alastair R. Hall استاد راهنما , Atsushi Inoue استاد مشاور
University :
Virginia Polytechnic Institute and state University
Keyword :
weak identification , redundancy , relevant moment selection , entropy , GMM
