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Econometric Reviews, Volume 27 Issue 4 - 6 2008

2008 Impact Factor now 1.220 up from 0.771 in 2007!
ISSN: 1532-4168 (electronic) 0747-4938 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Information Theoretic and Entropy Methods: An Overview
Amos Golan; Esfandiar Maasoumi
Pages 317 – 328
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Approximate Entropy as an Irregularity Measure for Financial Data
Steve Pincus
Pages 329 – 362
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Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
Andreas Koutris;  Maria S. Heracleous; Aris Spanos
Pages 363 – 384
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Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
Jan P. A. M. Jacobs; Pieter W. Otter
Pages 385 – 397
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Entropy-Based Moment Selection in the Presence of Weak Identification
Alastair R. Hall;  Atsushi Inoue; Changmock Shin
Pages 398 – 427
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Bayes Estimate and Inference for Entropy and Information Index of Fit
Thomas A. Mazzuchi;  Ehsan S. Soofi; Refik Soyer
Pages 428 – 456
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Generalized Safety First and a New Twist on Portfolio Performance
M. Ryan Haley; Charles H. Whiteman
Pages 457 – 483
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Optimal Portfolio Diversification Using the Maximum Entropy Principle
Anil K. Bera; Sung Y. Park
Pages 484 – 512
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Large-Deviations Theory and Empirical Estimator Choice
Marian Grendár; George Judge
Pages 513 – 525
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Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
Patrik Guggenberger
Pages 526 – 541
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A Class of Improved Parametrically Guided Nonparametric Regression Estimators
Carlos Martins-Filho;  Santosh Mishra; Aman Ullah
Pages 542 – 573
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A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
Avinash Singh Bhati
Pages 574 – 595
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A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
R. Bernardini Papalia
Pages 596 – 609
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