A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation

R. Bernardini Papalia

Econometric Reviews, 2008, vol. 27, issue 4-6, 596-609

Abstract: This article introduces a maximum entropy-based estimation methodology that can be used both to represent the uncertainty of a partial-incomplete economic data generation process and to consider the direct influence of learning from repeated samples. Then, a composite cross-entropy estimator, incorporating information from a subpopulation based on a small sample and from a population with a larger sample size, is derived. The proposed estimator is employed to estimate the local area expenditure shares of a sub population of Italian households using a system of censored demand equations.

Keywords: Generalized cross-entropy; Microeconometric models; Repeated samples; Small sample estimation (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (7)

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DOI: 10.1080/07474930801960469

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