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A compendium to information theory in economics and econometrics JOURNAL ARTICLE published 1993 in Econometric Reviews |
Information Theory BOOK CHAPTER published 1990 in Econometrics |
On the relevance of first-order asymptotic theory to economics JOURNAL ARTICLE published January 2001 in Journal of Econometrics |
Innovations in measurement in economics and econometrics: An overview JOURNAL ARTICLE published April 2016 in Journal of Econometrics |
Information Theory in Econometrics BOOK CHAPTER published 1993 in Econometrics of Information and Efficiency |
Econometrics and Entropy Theory BOOK CHAPTER published 1993 in Econometrics of Information and Efficiency |
A ridge-like method for simultaneous estimation of simultaneous equations JOURNAL ARTICLE published February 1980 in Journal of Econometrics |
Fellow's opinion JOURNAL ARTICLE published July 1992 in Journal of Econometrics |
Editor's introduction JOURNAL ARTICLE published October 1991 in Journal of Econometrics |
Response to comments of Esfandiar Maasoumi JOURNAL ARTICLE published January 2001 in Journal of Econometrics |
Applied Information Theory BOOK CHAPTER published 1993 in Econometrics of Information and Efficiency |
Economic Theory, Econometrics, and Mathematical Economics BOOK CHAPTER published 1993 in General Equilibrium, Growth, and Trade |
Continuously distributed attributes and measures of multivariate inequality JOURNAL ARTICLE published September 1989 in Journal of Econometrics |
Economics of information and the theory of economic development JOURNAL ARTICLE published 1 April 1985 in Brazilian Review of Econometrics |
Introduction to Information BOOK CHAPTER published 1993 in Econometrics of Information and Efficiency |
Introduction to financial economics and econometrics BOOK CHAPTER published 5 November 2021 in Financial Economics and Econometrics |
Reduced form estimation and prediction from uncertain structural models JOURNAL ARTICLE published February 1986 in Journal of Econometrics |
A reply to Professors Maasoumi and Phillips JOURNAL ARTICLE published August 1982 in Journal of Econometrics |
How to live with misspecification if you must JOURNAL ARTICLE published April 1990 in Journal of Econometrics |
Entropy and predictability of stock market returns JOURNAL ARTICLE published March 2002 in Journal of Econometrics |