Special Journal Issues

Below are special Info-Metrics journal issues with links to individual articles from each issue.

Econometric Reviews (in Process). Special Issue on "Info-Metrics" based on selected papers presented at the September, 2010 Info-Metrics Conference, Guest Co-Editors (A. Golan and E. Maasoumi),.

Link to journal general page (in process)

Econometric Reviews. Special Issue on "Information and Entropy Econometrics," Guest Co-Editors (A. Golan and E. Maasoumi), based on selected papers presented at the IEE2 Conference (Volume 27, Nos. 4-6, 2008).

Link to complete issue

  1. Information Theoretic and Entropy Methods: An Overview
  2. Approximate Entropy as an Irregularity Measure for Financial Data
  3. Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
  4. Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
  5. Entropy-Based Moment Selection in the Presence of Weak Identification
  6. Bayes Estimate and Inference for Entropy and Information Index of Fit
  7. Generalized Safety First and a New Twist on Portfolio Performance
  8. Optimal Portfolio Diversification Using the Maximum Entropy Principle
  9. Large-Deviations Theory and Empirical Estimator Choice
  10. Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
  11. A Class of Improved Parametrically Guided Nonparametric Regression Estimators
  12. A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
  13. A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation

Journal of Econometrics. Special Issue on "Information and Entropy Econometrics," Guest Co-Editors (A. Golan and Y. Kitamura), based on selected papers presented at the IEE Conference (June, 2007).

Link to complete issue

  1. Editorial Board
  2. Information and entropy econometrics - volume overview and synthesis
  3. Some aspects of the history of Bayesian information processing
  4. Information optimality and Bayesian modelling
  5. Efficient information theoretic inference for conditional moment restrictions
  6. On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
  7. Information in generalized method of moments estimation and entropy-based moment selection
  8. Estimation and inference in the case of competing sets of estimating equations
  9. GMM estimation of a maximum entropy distribution with interval data
  10. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
  11. Information measures for generalized gamma family

Journal of Econometrics. Special Two-Issues on "Information and Entropy Econometrics," Guest Editor A. Golan, (Volume 107, Issues 1-2, March, 2002).

Link to complete issue

  1. Information and Entropy Econometrics-Editor's View
  2. Information indices: unification and applications
  3. Information processing and Bayesian analysis
  4. The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis
  5. Confidence intervals in generalized method of moments models
  6. Generalized empirical likelihood non-nested tests
  7. Generalized moment based estimation and inference
  8. Sample selection and information-theoretic alternatives to GMM
  9. Connections between entropic and linear projections in asset pricing estimation
  10. Limited information likelihood and Bayesian analysis
  11. Comparison of maximum entropy and higher-order entropy estimators
  12. Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
  13. Information theoretic measures of the income distribution in food demand
  14. On the recovery of joint distributions from limited information
  15. Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry
  16. Entropy and predictability of stock market returns
  17. Uses of entropy and divergence measures for evaluating econometric approximations and inference
  18. Functional data analysis of the dynamics of the monthly index of nondurable goods production
  19. A structural labour supply model with flexible preferences
  20. Author index to volume 107

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