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infometrics  

Information-Theoretic Methods for Econometric Estimation
View on CRAN: Click here


Download and install infometrics package within the R console
Install from CRAN:
install.packages("infometrics")

Install from Github:
library("remotes")
install_github("cran/infometrics")

Install by package version:
library("remotes")
install_version("infometrics", "0.3.0")



Attach the package and use:
library("infometrics")
Maintained by
Ganbaatar Jambal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-10
Latest Update: 2026-09-10
Description:
Implements the class of Information-Theoretic (IT) estimators for econometric models, following the unified framework of Golan (2008) <doi:10.1561/0800000004>. Provides Generalized Maximum Entropy (GME) and Generalized Cross-Entropy (GCE) estimators for linear regression, instrumental variables, one-way error-component panel data, multinomial response, matrix balancing, and first-order Markov transition matrices, together with pure and noisy inverse-problem solvers. All estimators use the concentrated (dual) formulation for computational efficiency and report normalized-entropy, entropy-ratio, and Fano-bound diagnostics.
How to cite:
Ganbaatar Jambal (2026). infometrics: Information-Theoretic Methods for Econometric Estimation. R package version 0.3.0, https://cran.r-project.org/web/packages/infometrics. Accessed 24 Oct. 2026.
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