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Econometric Reviews Volume 36, 2017 - Issue 6-9: Special Issue: In Honor of Esfandiar Maasoumi
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INFORMATION THEORY

An efficient integrated nonparametric entropy estimator of serial dependence

Yongmiao HongDepartment of Economics, Cornell University, Ithaca, New York, USA;Department of Statistical Sciences, Cornell University, Ithaca, New York, USA;Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Fujian, China
,
Xia WangLingnan College, Sun Yat-Sen University, Guangzhou, ChinaCorrespondence[email protected]
,
Wenjie ZhangCenter for Applied Mathematics, Cornell University, Ithaca, New York, USA
&
Shouyang WangSchool of Economics and Management, University of Chinese Academy of Sciences, Beijing, China;Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
Pages 728-780 | Published online: 01 May 2017

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