Cross Entropy Estimation of the Almost Ideal Demand System for Greek Consumption
用交叉熵方法估计希腊消费的几乎理想需求系统,发现熵估计优于SUR估计,推荐在小样本或数据不足时使用熵方法。
Cross entropy is used to estimate the Almost Ideal Demand System for consumption in Greece. The entropy estimates are found to improve upon the SUR estimates. It is recommended that practitioners consider employing entropy based procedures in systems where the data set is small, where there are a large number of parameters, or where the data are deficient.