Works (2)
2008 article
Entropy-Based Moment Selection in the Presence of Weak Identification
Hall, A. R., Inoue, A., & Shin, C. (2008, May 15). Econometric Reviews.
2006 article
Information in generalized method of moments estimation and entropy-based moment selection
Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2006, June 20). Journal of Econometrics.