Autor der Publikation

Bitte wählen Sie eine Person um die Publikation zuzuordnen

Um zwischen Personen mit demselben Namen zu unterscheiden, wird der akademische Grad und der Titel einer wichtigen Publikation angezeigt. Zudem lassen sich über den Button neben dem Namen einige der Person bereits zugeordnete Publikationen anzeigen.

 

Weitere Publikationen von Autoren mit dem selben Namen

Maximum entropy and Bayesian approaches to the ratio problem, und . Journal of Econometrics, 104 (2): 289--313 (September 2001)The dynamic annihilation of a rational competitive fringe by a low-cost dominant firm, und . Journal of Economic Dynamics and Control, 12 (4): 659--678 (November 1988)A Maximum Entropy Approach to Recovering Information From Multinomial Response Data, , und . Journal of the American Statistical Association, 91 (434): 841--853 (Juni 1996)The classical maximum entropy (ME) approach to estimating the unknown parameters of a multinomial discrete choice problem, which is equivalent to the maximum likelihood multinomial logit (ML) estimator, is generalized. The generalized maximum entropy (GME) model includes noise terms in the multinomial information constraints. Each noise term is modeled as the mean of a finite set of a priori known points in the interval -1, 1 with unknown probabilities where no parametric assumptions about the error distribution are made. A GME model for the multinomial probabilities and for the distributions associated with the noise terms is derived by maximizing the joint entropy of multinomial and noise distributions, under the assumption of independence. The GME formulation reduces to the ME in the limit as the sample grows large or when no noise is included in the entropy maximization. Further, even though the GME and the logit estimators are conceptually different, the dual GME model is related to a generalized class of logit models. In finite samples, modeling the noise terms along with the multinomial probabilities results in a gain of efficiency of the GME over the ME and ML. In addition to analytical results, some extensions, sampling experiments, and an example based on real-world data are presented..Tax incidence varies across the price distribution, und . Economics Letters, 96 (1): 116--119 (Juli 2007)Modern industrial organization, und . The Addison-Wesley series in economics Pearson/Addison Wesley, Boston, Mass. u.a., 4. ed., internat. ed. Edition, (2005)Microeconomics. Addison-Wesley, Reading, Mass. u.a., Reprinted with corr., April Edition, (1999)GMM estimation of a maximum entropy distribution with interval data, und . Journal of Econometrics, 138 (2): 532--546 (Juni 2007)Comparison of maximum entropy and higher-order entropy estimators, und . Journal of Econometrics, 107 (1-2): 195--211 (März 2002)Modern industrial organization, und . The Addison-Wesley series in economics Addison-Wesley, Reading, Mass. u.a., 3. ed. Edition, (2000)Modern industrial organization, und . HarperCollins, New York, N.Y., (1990)