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On Bayesian analysis and computation for functions with monotonicity and curvature restrictions

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  • McCausland, William J.

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  • McCausland, William J., 2008. "On Bayesian analysis and computation for functions with monotonicity and curvature restrictions," Journal of Econometrics, Elsevier, vol. 142(1), pages 484-507, January.
    • Handle: RePEc:eee:econom:v:142:y:2008:i:1:p:484-507
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    1. William A. Barnett & Michael Wolfe, 2004. "Semi-nonparametric Bayesian Estimation of the Asymptotically Ideal Production Model1," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 303-349, Emerald Group Publishing Limited.
    2. Stephen Gordon, 1996. "Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 717-736, August.
    3. Diewert, Walter E & Wales, Terence J, 1987. "Flexible Functional Forms and Global Curvature Conditions," Econometrica, Econometric Society, vol. 55(1), pages 43-68, January.
    4. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
    5. Gallant, A. Ronald & Golub, Gene H., 1984. "Imposing curvature restrictions on flexible functional forms," Journal of Econometrics, Elsevier, vol. 26(3), pages 295-321, December.
    6. Terrell, Dek, 1996. "Incorporating Monotonicity and Concavity Conditions in Flexible Functional Forms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 179-194, March-Apr.
    7. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-346, July.
    8. William T. Harbaugh & Kate Krause & Timothy R. Berry, 2001. "GARP for Kids: On the Development of Rational Choice Behavior," American Economic Review, American Economic Association, vol. 91(5), pages 1539-1545, December.
    9. Deaton,Angus & Muellbauer,John, 1980. "Economics and Consumer Behavior," Cambridge Books, Cambridge University Press, number 9780521296762, November.
    10. McCAUSLAND, William J., 2004. "A Theory of Random Consumer Demand," Cahiers de recherche 08-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    11. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521424318, November.
    12. Varian, Hal R., 1990. "Goodness-of-fit in optimizing models," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 125-140.
    13. Lau, Lawrence J., 1986. "Functional forms in econometric model building," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 26, pages 1515-1566, Elsevier.
    14. Gallant, A. Ronald, 1981. "On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form," Journal of Econometrics, Elsevier, vol. 15(2), pages 211-245, February.
    15. Christensen, Laurits R & Jorgenson, Dale W & Lau, Lawrence J, 1975. "Transcendental Logarithmic Utility Functions," American Economic Review, American Economic Association, vol. 65(3), pages 367-383, June.
    16. Barnett, William A. & Jonas, Andrew B., 1983. "The Muntz-Szatz demand system : An application of a globally well behaved series expansion," Economics Letters, Elsevier, vol. 11(4), pages 337-342.
    17. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521370905, November.
    18. Kannai, Yakar, 1974. "Approximation of convex preferences," Journal of Mathematical Economics, Elsevier, vol. 1(2), pages 101-106, August.
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    2. Griffiths, William E. & Newton, Lisa S. & O'Donnell, Christopher J., 2010. "Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield," International Journal of Forecasting, Elsevier, vol. 26(2), pages 397-412, April.
    3. Caroline Khan & Mike G. Tsionas, 2021. "Constraints in models of production and cost via slack-based measures," Empirical Economics, Springer, vol. 61(6), pages 3347-3374, December.

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