Entropy Econometrics in GRETL?
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Dear Prof. Cottrell, Dear GRETL Users,
Is there a downloadable GRETL subroutine for Maximum Entropy or Minimum Cross-Entropy
regression (and if
possible SUR by entropy). If so, would you be so kind to indicate the address?
Thanking you in advance, I send you my best regards from Ankara.
Taylan Bali
On Mon, 22 Aug 2011, Taylan.Bali(a)ankara.edu.tr wrote:
Is there a downloadable GRETL subroutine for Maximum Entropy or
Minimum Cross-Entropy regression (and if possible SUR by entropy).
If so, would you be so kind to indicate the address?
No, at present nobody has contributed a package for Maximum Entropy
estimation (or related material) to gretl. Something relevant may
appear in future if there's enough intrest.
Allin Cottrell
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Allin Cottrell -
Taylan.Bali＠ankara.edu.tr