infometrics - Information-Theoretic Methods for Econometric Estimation

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.