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Bounding posterior means by model criticism

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  • Iwata, Shigeru

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  • Iwata, Shigeru, 1996. "Bounding posterior means by model criticism," Journal of Econometrics, Elsevier, vol. 75(2), pages 239-261, December.
    • Handle: RePEc:eee:econom:v:75:y:1996:i:2:p:239-261
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    References listed on IDEAS

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    1. Leamer, Edward E, 1992. "Bayesian Elicitation Diagnostics," Econometrica, Econometric Society, vol. 60(4), pages 919-942, July.
    2. Leamer, Edward E, 1983. "Let's Take the Con Out of Econometrics," American Economic Review, American Economic Association, vol. 73(1), pages 31-43, March.
    3. Granger, Clive W. J. & Uhlig, Harald F., 1990. "Reasonable extreme-bounds analysis," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 159-170.
    4. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
    5. Iwata, Shigeru, 1992. "Highest predictive density estimator in regression models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 271-295.
    6. Cooley, Thomas F & LeRoy, Stephen F, 1981. "Identification and Estimation of Money Demand," American Economic Review, American Economic Association, vol. 71(5), pages 825-844, December.
    7. Leamer, Edward E & Leonard, Herman B, 1983. "Reporting the Fragility of Regression Estimates," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 306-317, May.
    8. Leamer, Edward E, 1982. "Sets of Posterior Means with Bounded Variance Priors," Econometrica, Econometric Society, vol. 50(3), pages 725-736, May.
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    Cited by:

    1. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.

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