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Arnold Zellner

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Arnold Zellner & Hang Ryu, 1998. "Alternative functional forms for production, cost and returns to scale functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 101-127.

    Mentioned in:

    1. Alternative functional forms for production, cost and returns to scale functions (Journal of Applied Econometrics 1998) in ReplicationWiki ()

Working papers

  1. Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 201217, University of Pretoria, Department of Economics.

    Cited by:

    1. Sayef Bakari & Ali Ahmadi & Sofien Tiba, 2020. "The Nexus among Domestic Investment, Taxation, and Economic Growth in Germany: Cointegration and Vector Error Correction Model Analysis," Journal of Smart Economic Growth, , vol. 5(1), pages 37-47, May.
    2. Hlalefang Khobai & Khumbuzile Dladla, 2018. "The impact of taxation on economic growth in South Africa," Working Papers 1818, Department of Economics, Nelson Mandela University.
    3. Keshab Bhattarai & Jonathan Haughton & Michael Head & David G Tuerck, 2017. "Simulating Corporate Income Tax Reform Proposals with a Dynamic CGE Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(5), pages 20-35, May.
    4. Bournakis, Ioannis & Mallick, Sushanta, 2018. "TFP estimation at firm level: The fiscal aspect of productivity convergence in the UK," Economic Modelling, Elsevier, vol. 70(C), pages 579-590.

  2. Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.

    Cited by:

    1. Martin Halla & Martina Zweimüller, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," NRN working papers 2014-01, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    2. Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017. "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i01).
    3. Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
    4. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    5. Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," Economics working papers 2014-03, Department of Economics, Johannes Kepler University Linz, Austria.
    6. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
    7. Pedro Saramago & Karl Claxton & Nicky J. Welton & Marta Soares, 2020. "Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1575-1593, October.
    8. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
    9. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
    10. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
    11. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
    12. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
    13. Geweke, John & Durham, Garland, 2019. "Sequentially adaptive Bayesian learning algorithms for inference and optimization," Journal of Econometrics, Elsevier, vol. 210(1), pages 4-25.

  3. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.

    Cited by:

    1. Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.

  4. Jacques Kibambe & Arnold Zellner, 2010. "The Use Of A Marshallian Macroeconomic Model For Policy Evaluation: Case Of South Africa," Working Papers 201013, University of Pretoria, Department of Economics.

    Cited by:

    1. Arnold Zellner & Jacques K. Ngoie, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 280, Economic Research Southern Africa.
    2. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
    3. Ngoie, Jacques Kibambe, 2014. "Federal research spending and innovation in the U.S. economy," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 492-506.

  5. William Barnett & W. Erwin Diewert & Arnold Zellner, 2009. "Introduction to Measurement with Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200906, University of Kansas, Department of Economics, revised Apr 2009.

    Cited by:

    1. Long Hai Vo, 2021. "Understanding International Price and Consumption Disparities," Economics Discussion / Working Papers 21-01, The University of Western Australia, Department of Economics.
    2. Robert C. Feenstra & Hong Ma & J. Peter Neary & D.S. Prasada Rao, 2013. "Who Shrunk China? Puzzles in the Measurement of Real GDP," Economic Journal, Royal Economic Society, vol. 123(12), pages 1100-1129, December.
    3. Jawadi, Fredj & Mallick, Sushanta K. & Idi Cheffou, Abdoulkarim & Augustine, Anish, 2021. "Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 448-471.
    4. Ingvild Almås & Anders Kjelsrud, 2016. "Pro-poor Price Trends and Inequality - The Case of India," CESifo Working Paper Series 5740, CESifo.
    5. Almås, Ingvild & Kjelsrud, Anders, 2017. "Rags and Riches: Relative Prices, Non-Homothetic Preferences, and Inequality in India," World Development, Elsevier, vol. 97(C), pages 102-121.
    6. Hjertstrand, Per, 2013. "A Simple Method to Account for Measurement Errors in Revealed Preference Tests," Working Paper Series 990, Research Institute of Industrial Economics.

  6. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.

    Cited by:

    1. Richard Carter & Arnold Zellner, 2003. "AR Versus MA Disturbance Terms," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-3.
    2. Spyros Makridakis & Andreas Merikas & Anna Merika & Mike G. Tsionas & Marwan Izzeldin, 2020. "A novel forecasting model for the Baltic dry index utilizing optimal squeezing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 56-68, January.

  7. Zellner, Arnold, 1999. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," CUDARE Working Papers 198685, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    2. Zellner, Arnold, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 499-502, December.

  8. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Gamel Abdul-Nasser Salifu & Kwabena Asomanin Anaman, 2019. "A Political Economy Analysis of Income Diversification Activities of Rural Households in the Northern Region of Ghana," Applied Economics and Finance, Redfame publishing, vol. 6(5), pages 10-34, September.
    2. Powell Mponela & Julius Manda & Michael Kinyua & Job Kihara, 2023. "Participatory Action Research, Social Networks, and Gender Influence Soil Fertility Management in Tanzania," Systemic Practice and Action Research, Springer, vol. 36(1), pages 141-163, February.
    3. Kwabena Asomanin Anaman & Irene Susana Egyir, 2019. "Economic Shocks and the Growth of the Construction Industry in Ghana Over the 50-Year Period From 1968 to 2017," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(1), pages 1-16, June.

  9. Tobias, Justin & Zellner, Arnold, 1998. "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model," CUDARE Working Papers 198659, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Tack, Jesse, 2013. "A Nested Test for Common Yield Distributions with Applications to U.S. Corn," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-14, April.
    2. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    3. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September.
    4. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    5. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
    6. Komunjer, Ivana & Ragusa, Giuseppe, 2009. "Existence and Uniqueness of Semiparametric Projections," University of California at San Diego, Economics Working Paper Series qt0wg3j51c, Department of Economics, UC San Diego.
    7. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697.
    8. LaFrance, J. T. & Beatty, T. K. M. & Pope, R. D. & Agnew, G. K., 2002. "Information theoretic measures of the income distribution in food demand," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 235-257, March.
    9. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    10. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    11. Golan Amos, 2003. "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
    12. LaFrance, Jeffrey T., 1999. "An Econometric Model Of The Demand For Food And Nutrition," CUDARE Working Papers 25004, University of California, Berkeley, Department of Agricultural and Resource Economics.
    13. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
    14. Dorfman, Jeffrey H. & Atkinson, Scott E., 2002. "Multiple Comparisons With The Best: Bayesian Precision Measures Of Efficiency Rankings," 2002 Annual meeting, July 28-31, Long Beach, CA 19800, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    15. Traoré, Fousseini, 2013. "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 94(3).
    16. Gao, Chuanming & Lahiri, Kajal, 2002. "A note on the double k-class estimator in simultaneous equations," Journal of Econometrics, Elsevier, vol. 108(1), pages 101-111, May.
    17. Agee, Mark D. & Atkinson, Scott E. & Crocker, Thomas D. & Williams, Jonathan W., 2014. "Non-separable pollution control: Implications for a CO2 emissions cap and trade system," Resource and Energy Economics, Elsevier, vol. 36(1), pages 64-82.
    18. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.
    19. Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007. "On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood," Journal of Econometrics, Elsevier, vol. 138(2), pages 461-487, June.
    20. Wu, Ximing, 2003. "Calculation of maximum entropy densities with application to income distribution," Journal of Econometrics, Elsevier, vol. 115(2), pages 347-354, August.
    21. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
    22. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    23. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

  10. Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting Turning Points in Countries' Output Growth Rates: A Response to Milton Friedman," CUDARE Working Papers 198676, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
    4. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    5. Gustavo A. Marrero, 2007. "Traditional versus unobserved components methods to forecast quarterly national account aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 129-153.
    6. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.

  11. Zellner, Arnold & Tobias, Justin, 1998. "A Note on Aggregation, Disaggregation and Forecasting Performance," CUDARE Working Papers 198677, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
    2. Arnold Zellner & Jacques K. Ngoie, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
    3. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," LIDAM Discussion Papers CORE 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Arnold Zellner & Jacques K. Ngoie, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 280, Economic Research Southern Africa.
    5. Han Lin Shang & Yang Yang, 2021. "Forecasting Australian subnational age-specific mortality rates," Journal of Population Research, Springer, vol. 38(1), pages 1-24, March.
    6. Herbert Ntuli, 2019. "Can local communities afford full control over wildlife conservation? The Case of CAMPFIRE in Zimbabwe," Working Papers 179, Economic Research Southern Africa.
    7. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, 2010. "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
    8. David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.
    9. Babai, Zied & Boylan, John E. & Kolassa, Stephan & Nikolopoulos, Konstantinos, 2016. "Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A," European Journal of Operational Research, Elsevier, vol. 252(1), pages 1-26.
    10. Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
    11. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
    12. Han Lin Shang & Rob J Hyndman, 2016. "Grouped functional time series forecasting: An application to age-specific mortality rates," Monash Econometrics and Business Statistics Working Papers 4/16, Monash University, Department of Econometrics and Business Statistics.
    13. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    14. Li, Han & Hyndman, Rob J., 2021. "Assessing mortality inequality in the U.S.: What can be said about the future?," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 152-162.
    15. Antoni Espasa & Rebeca Albacete, 2007. "Econometric modelling for short-term inflation forecasting in the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 303-316.
    16. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
    17. Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
    18. Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
    19. Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
    20. Nikolay P. Pilnik & Igor Pospelov & Ivan P. Stankevich, 2015. "Multiproduct Model Decomposition of Components of Russian GDP," HSE Working papers WP BRP 111/EC/2015, National Research University Higher School of Economics.
    21. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
    22. Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
    23. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
    24. Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2022. "Retail forecasting: Research and practice," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1283-1318.
    25. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    26. Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
    27. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941, July.
    28. Silva, Felipe L.C. & Souza, Reinaldo C. & Cyrino Oliveira, Fernando L. & Lourenco, Plutarcho M. & Calili, Rodrigo F., 2018. "A bottom-up methodology for long term electricity consumption forecasting of an industrial sector - Application to pulp and paper sector in Brazil," Energy, Elsevier, vol. 144(C), pages 1107-1118.
    29. Bermingham, Colin & D'Agostino, Antonello, 2011. "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series 1365, European Central Bank.
    30. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate, 2011. "Forecasting with Interval and Histogram Data. Some Financial Applications," Working Papers 201438, University of California at Riverside, Department of Economics.
    31. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    32. Barbara Batóg & Jacek Batóg, 2021. "Regional Government Revenue Forecasting: Risk Factors of Investment Financing," Risks, MDPI, vol. 9(12), pages 1-15, November.
    33. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019. "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 122-133.
    34. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024. "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
    35. Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2019. "Retail forecasting: research and practice," MPRA Paper 89356, University Library of Munich, Germany.
    36. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    37. Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
    38. Zhang, Keyi & Gençay, Ramazan & Ege Yazgan, M., 2017. "Application of wavelet decomposition in time-series forecasting," Economics Letters, Elsevier, vol. 158(C), pages 41-46.
    39. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
    40. Muellbauer, John & Aron, Janine, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
    41. Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira, 2022. "Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy," Econometrics, MDPI, vol. 10(2), pages 1-34, June.
    42. Francisco Dias & Maximiano Pinheiro & António Rua, 2018. "A bottom-up approach for forecasting GDP in a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 718-723, June.
    43. Jae Kim & Geoffrey Hewings, 2012. "Integrating the fragmented regional and subregional socioeconomic forecasting and analysis: a spatial regional econometric input–output framework," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(2), pages 485-513, October.
    44. Zotteri, Giulio & Kalchschmidt, Matteo & Caniato, Federico, 2005. "The impact of aggregation level on forecasting performance," International Journal of Production Economics, Elsevier, vol. 93(1), pages 479-491, January.
    45. Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
    46. Libero Monteforte, 2004. "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers) 534, Bank of Italy, Economic Research and International Relations Area.
    47. Yang, Yang & Shang, Han Lin & Raymer, James, 2024. "Forecasting Australian fertility by age, region, and birthplace," International Journal of Forecasting, Elsevier, vol. 40(2), pages 532-548.
    48. Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics.
    49. Kosei Fukuda, 2009. "Related-variables selection in temporal disaggregation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 343-357.
    50. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    51. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2010. "Forecasting Spanish Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas," International Regional Science Review, , vol. 33(2), pages 181-204, April.
    52. Han Lin Shang, 2017. "Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 36(1), pages 55-84, February.
    53. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
    54. Jeon, Jooyoung & Panagiotelis, Anastasios & Petropoulos, Fotios, 2019. "Probabilistic forecast reconciliation with applications to wind power and electric load," European Journal of Operational Research, Elsevier, vol. 279(2), pages 364-379.
    55. George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
    56. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
    57. Lila, Maurício Franca & Meira, Erick & Cyrino Oliveira, Fernando Luiz, 2022. "Forecasting unemployment in Brazil: A robust reconciliation approach using hierarchical data," Socio-Economic Planning Sciences, Elsevier, vol. 82(PB).
    58. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
    59. Abouarghoub, Wessam & Nomikos, Nikos K. & Petropoulos, Fotios, 2018. "On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 225-238.
    60. Zotteri, Giulio & Kalchschmidt, Matteo, 2007. "A model for selecting the appropriate level of aggregation in forecasting processes," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 74-83, July.
    61. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
    62. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
    63. da Silva, Felipe L.C. & Cyrino Oliveira, Fernando L. & Souza, Reinaldo C., 2019. "A bottom-up bayesian extension for long term electricity consumption forecasting," Energy, Elsevier, vol. 167(C), pages 198-210.
    64. Li, Han & Chen, Hua, 2024. "Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement," International Journal of Forecasting, Elsevier, vol. 40(2), pages 549-563.
    65. Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
    66. Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 415-444, May.
    67. Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
    68. Roberto Cerina & Raymond Duch, 2021. "Polling India via regression and post-stratification of non-probability online samples," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-34, November.

  12. Zellner, Arnold & Ryu, Hang, 1998. "Alternative Functional Forms for Production, Cost and Returns to Scale Functions," CUDARE Working Papers 198658, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Cited by:

    1. Bella, Giovanni & Mattana, Paolo, 2014. "Global indeterminacy of the equilibrium in the Chamley model of endogenous growth in the vicinity of a Bogdanov–Takens bifurcation," Mathematical Social Sciences, Elsevier, vol. 71(C), pages 69-79.
    2. Paul, Saumik, 2019. "A Decline in Labor's Share with Capital Accumulation and Complementary Factor Inputs: An Application of the Morishima Elasticity of Substitution," IZA Discussion Papers 12219, Institute of Labor Economics (IZA).
    3. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers CWP14/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006. "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics 652, Boston College Department of Economics, revised 26 Nov 2008.
    5. Ricardo S. Ehlers, 2011. "Comparison of Bayesian models for production efficiency," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2433-2443, January.
    6. Bellocchi, Alessandro & Travaglini, Giuseppe, 2023. "Can variable elasticity of substitution explain changes in labor shares?," Journal of Macroeconomics, Elsevier, vol. 76(C).
    7. Wong, Tsz-Nga & Yip, Chong K., 2010. "Indeterminacy and the elasticity of substitution in one-sector models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 623-635, April.
    8. Hang Ryu, 2009. "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, vol. 32(1), pages 55-62, August.
    9. Holzner, Christian & Launov, Andrey, 2010. "Search equilibrium and social and private returns to education," Munich Reprints in Economics 19436, University of Munich, Department of Economics.
    10. Launov, Andrey & Holzner, Christian, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," W.E.P. - Würzburg Economic Papers 64, University of Würzburg, Department of Economics.
    11. Sauer, J.F., 2005. "“Efficiency Flooding”: Black-Box Frontiers and Policy Implications," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 17-52.
    12. Zaman, Gheorghe & Goschin, Zizi & Partachi, Ion & Herteliu, Claudiu, 2007. "The Contribution of Labour and Capital to Romania's and Moldova's Economic Growth," MPRA Paper 88834, University Library of Munich, Germany.
    13. Hang Keun Ryu, 2003. "Choice of representation system for economic analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 10(13), pages 863-866.
    14. Urga, Giovanni & Walters, Chris, 2003. "Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand," Energy Economics, Elsevier, vol. 25(1), pages 1-21, January.
    15. Alessandro Bellocchi & Giovanni Marin & Giuseppe Travaglini, 2021. "The Great Fall of Labor Share:Micro Determinants for EU Countries Over 2011-2019," Working Papers 2102, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2021.
    16. Griffiths, William E. & O'Donnell, Christopher J., 2005. "Estimating variable returns to scale production frontiers with alternative stochastic assumptions," Journal of Econometrics, Elsevier, vol. 126(2), pages 385-409, June.
    17. Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005. "Nonparametric estimation of concave production technologies by entropic methods," Econometrics 0512003, University Library of Munich, Germany.
    18. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    19. Nguyen Ngoc Thach, 2020. "Macroeconomic Growth in Vietnam Transitioned to Market: An Unrestricted VES Framework," Economies, MDPI, vol. 8(3), pages 1-15, July.
    20. Thomsen, Thomas, 2000. "Short cuts to dynamic factor demand modelling," Journal of Econometrics, Elsevier, vol. 97(1), pages 1-23, July.
    21. Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1), pages 459-472.
    22. Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1-2), pages 459-472, January.
    23. Seo, Young-Joon & Park, Jin Suk, 2016. "The estimation of minimum efficient scale of the port industry," Transport Policy, Elsevier, vol. 49(C), pages 168-175.
    24. Alejandro Ramírez Vigoya, 2015. "Ajuste de una función de producción al sector financiero en Colombia," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 0(1), pages 141-156, June.
    25. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006.
    26. M. Li, 2003. "A model-combined estimator of elasticity of scale," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 119-122.
    27. Nguyen Ngoc Thach, 2020. "The Variable Elasticity of Substitution Function and Endogenous Growth: An Empirical Evidence from Vietnam," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 263-277.

  13. Zellner, A., 1992. "Bayesian and Non-Bayesian Estimation using Balanced Loss Functions," Papers 92-20, California Irvine - School of Social Sciences.

    Cited by:

    1. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    2. N. Farsipour & A. Asgharzadeh, 2004. "Estimation of a normal mean relative to balanced loss functions," Statistical Papers, Springer, vol. 45(2), pages 279-286, April.
    3. A. Asgharzadeh & N. Sanjari Farsipour, 2008. "Estimation of the exponential mean time to failure under a weighted balanced loss function," Statistical Papers, Springer, vol. 49(1), pages 121-131, March.
    4. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    5. Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2009. "Prediction of k-records from a general class of distributions under balanced type loss functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 19-33, June.
    6. van Akkeren, Marco & Judge, George & Mittelhammer, Ron, 2002. "Generalized moment based estimation and inference," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 127-148, March.
    7. Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2012. "Bayesian and Robust Bayesian analysis under a general class of balanced loss functions," Statistical Papers, Springer, vol. 53(1), pages 51-60, February.
    8. G. Datta & M. Ghosh & R. Steorts & J. Maples, 2011. "Bayesian benchmarking with applications to small area estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 574-588, November.
    9. Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," MPRA Paper 21587, University Library of Munich, Germany, revised 0020.
    10. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

  14. Zellner, A., 1992. "Statistics, Science and Public Policy," Papers 92-21, California Irvine - School of Social Sciences.

    Cited by:

    1. Detlefsen, Kai & Härdle, Wolfgang Karl, 2006. "Forecasting the term structure of variance swaps," SFB 649 Discussion Papers 2006-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
    4. Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019. "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, vol. 82(C), pages 26-41.
    5. Yifeng Yan & Ju'e Guo, 2015. "The Sovereign Yield Curve and the Macroeconomy in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 415-441, August.
    6. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
    7. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
    8. Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar, 2021. "The sovereign yield curve and credit ratings in GIIPS," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 895-916, September.
    9. Yu-Fu Chen & Michael Funke, 2017. "Greece’s Three-Act Tragedy: A Simple Model of Grexit vs. Staying Afloat inside the Single Currency Area," Open Economies Review, Springer, vol. 28(2), pages 297-318, April.
    10. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
    11. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series 284, Central Bank of Brazil, Research Department.
    12. Christoffersen, Peter F & Diebold, Francis X, 1996. "Further Results on Forecasting and Model Selection under Asymmetric Loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 561-571, Sept.-Oct.
    13. Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
    14. Schlosser, William E., 2020. "Real price appreciation forecast tool: Two delivered log market price cycles in the Puget Sound markets of western Washington, USA, from 1992 through 2019," Forest Policy and Economics, Elsevier, vol. 113(C).
    15. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
    16. Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
    17. Dagmar Camska & Jiri Klecka, 2020. "Comparison of Prediction Models Applied in Economic Recession and Expansion," JRFM, MDPI, vol. 13(3), pages 1-16, March.

  15. Min, C.K. & Zellner, A., 1992. ""Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates"," Papers 90-92-23, California Irvine - School of Social Sciences.

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    1. Maurin, Laurent & Drechsel, Katja, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 925, European Central Bank.
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    3. Jose Olmo & Marcos Sanso‐Navarro, 2021. "Modeling the spread of COVID‐19 in New York City," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1209-1229, October.
    4. Kupiec, Paul H., 2020. "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, vol. 51(C).
    5. Wilson, Kevin J., 2017. "An investigation of dependence in expert judgement studies with multiple experts," International Journal of Forecasting, Elsevier, vol. 33(1), pages 325-336.
    6. Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Pennings, Clint L.P. & van Dalen, Jan & Rook, Laurens, 2019. "Coordinating judgmental forecasting: Coping with intentional biases," Omega, Elsevier, vol. 87(C), pages 46-56.
    8. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
    9. Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
    10. Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    11. Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
    12. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    13. Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    14. Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674.
    15. Poirier, Dale J., 1997. "Comparing and choosing between two models with a third model in the background," Journal of Econometrics, Elsevier, vol. 78(2), pages 139-151, June.
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    17. Hu, Michael Y. & Tsoukalas, Christos, 1999. "Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 407-422, November.
    18. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    19. Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 66, Edinburgh School of Economics, University of Edinburgh.
    20. Ley, Eduardo & Steel, Mark F. J., 2007. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series 4238, The World Bank.
    21. Zijun Wang, 2010. "Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 353-366.
    22. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    23. Roberto León & Carmelo J. León, 2003. "Single or double bounded contingent valuation? A Bayesian test," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(2), pages 174-188, May.
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    25. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
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    27. Nonejad, Nima, 2017. "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 131-154.
    28. Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de Estadística.
    29. Negri­n, Miguel A. & Vázquez-Polo, Francisco-José, 2008. "Incorporating model uncertainty in cost-effectiveness analysis: A Bayesian model averaging approach," Journal of Health Economics, Elsevier, vol. 27(5), pages 1250-1259, September.
    30. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
    31. Cheng, Gang & Yang, Yuhong, 2015. "Forecast combination with outlier protection," International Journal of Forecasting, Elsevier, vol. 31(2), pages 223-237.
    32. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
    33. Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
    34. Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper 1997-111, Tilburg University, Center for Economic Research.
    35. Zellner, Arnold & Tobias, Justin & Ryu, Hang, 1998. "Bayesian Method of Moments (BMOM) Analysis of Parametric and Semiparametric Regression Models," CUDARE Working Papers 198660, University of California, Berkeley, Department of Agricultural and Resource Economics.
    36. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
    37. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    38. Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.).
    39. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, University Library of Munich, Germany.
    40. Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
    41. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
    42. George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
    43. Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
    44. Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
    45. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
    46. Mariola Pilatowska, 2009. "The Combined Forecasts Using the Akaike Weights," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 5-16.
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    48. Roberto Leon Gonzalez & Daniel Montolio Estivill, 2003. "Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach," Working Papers in Economics 106, Universitat de Barcelona. Espai de Recerca en Economia.
    49. Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
    50. Niccolò Casnici & Pierpaolo Dondio & Roberto Casarin & Flaminio Squazzoni, 2015. "Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty," PLOS ONE, Public Library of Science, vol. 10(8), pages 1-15, August.
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    59. Tobias, Justin & Zellner, Arnold, 2000. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12024, Iowa State University, Department of Economics.
    60. Malagon Jonathan & Orbegozo Camila, 2019. "The New Drivers of Fear of Floating: Evidence from Latin America," Journal of Globalization and Development, De Gruyter, vol. 10(1), pages 1-17, June.
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    58. Daud Ali Aser & Esin Firuzan, 2022. "Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 1-25, December.
    59. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
    60. Alexander W. Hoffmaister & Gabriela Saborío Muñoz & Ivannia Solano Chacón & Álvaro Solera Ramírez, 2002. "Aspectos teóricos y prácticos de la adopción de un sistema de convertibilidad en Ecuador," Monetaria, CEMLA, vol. 0(1), pages 51-74, enero-mar.
    61. Zellner, Arnold, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 499-502, December.
    62. N.D. Geomelos & E. Xideas, 2014. "Forecasting spot prices in bulk shipping using multivariate and univariate models," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-37, December.
    63. Guo, Zhenhai & Zhao, Jing & Zhang, Wenyu & Wang, Jianzhou, 2011. "A corrected hybrid approach for wind speed prediction in Hexi Corridor of China," Energy, Elsevier, vol. 36(3), pages 1668-1679.
    64. Konstantinos Giannakas & K. Tran & Vangelis Tzouvelekas, 1999. "On the Choice of Functional Form in Stochastic Frontiers Models: A Box-Cox Approach," Working Papers 9915, University of Crete, Department of Economics.
    65. Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
    66. Panos K. Pouliasis & Ilias D. Visvikis & Nikos C. Papapostolou & Alexander A. Kryukov, 2020. "A novel risk management framework for natural gas markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 430-459, March.
    67. Xu, Ningzhe & Nie, Qifan & Liu, Jun & Jones, Steven, 2024. "Linking short- and long-term impacts of the COVID-19 pandemic on travel behavior and travel preferences in Alabama: A machine learning-supported path analysis," Transport Policy, Elsevier, vol. 151(C), pages 46-62.
    68. Ruiz, Edilberto & Nieto, Fabio H., 2000. "A note on linear combination of predictors," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 351-356, May.
    69. Rosen Valchev & Antony Davies, 2009. "Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach," Working Papers 2009-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    70. Marsh, L.C.Lawrence C. & Zellner, Arnold, 2004. "Bayesian solutions to graduate admissions and related selection problems," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 405-426.
    71. Ulrich Gunter & Irem Önder & Egon Smeral, 2020. "Are Combined Tourism Forecasts Better at Minimizing Forecasting Errors?," Forecasting, MDPI, vol. 2(3), pages 1-19, June.
    72. Saghafian, Soroush & Tomlin, Brian & Biller, Stephan, 2018. "The Internet of Things and Information Fusion: Who Talks to Who?," Working Paper Series rwp18-009, Harvard University, John F. Kennedy School of Government.
    73. Thomas Theobald, 2012. "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper 89-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    74. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
    75. Ard Reijer & Andreas Johansson, 2019. "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, vol. 57(4), pages 1351-1373, October.

  18. Zellner, A. & Hong, C., 1988. "Forecasting International Growth Rates Using Bayesian Shrinkage And Other Procedures," Papers m8802, Southern California - Department of Economics.

    Cited by:

    1. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    2. Canova, Fabio & Matthes, Christian, 2018. "A composite likelihood approach for dynamic structural models," CEPR Discussion Papers 13245, C.E.P.R. Discussion Papers.
    3. Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
    4. Justin L. Tobias & Mingliang Li, 2003. "A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 315-336.
    5. Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
    6. Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers 9380, C.E.P.R. Discussion Papers.
    7. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    8. Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
    10. Zellner, Arnold & Tobias, Justin & Ryu, Hang, 1998. "Bayesian Method of Moments (BMOM) Analysis of Parametric and Semiparametric Regression Models," CUDARE Working Papers 198660, University of California, Berkeley, Department of Agricultural and Resource Economics.
    11. Angeliki ANAGNOSTOU & Stephanos PAPADAMOU, 2014. "The Impact Of Monetary Shocks On Regional Output: Evidence From Four South Eurozone Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 105-130.
    12. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
    13. Kazimi, C. & Brownstone, D., 1994. "Bootstrap Confidence Bands for Shrinkage Estimators," Papers 94-95-5, California Irvine - School of Social Sciences.
    14. Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
    15. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
    16. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    17. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    18. Tobias, Justin & Zellner, Arnold, 2000. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12024, Iowa State University, Department of Economics.
    19. Emmanuel Apergis & Nicholas Apergis, 2021. "The impact of COVID-19 on economic growth: evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model," Applied Economics, Taylor & Francis Journals, vol. 53(58), pages 6739-6751, December.
    20. James LeSage & Bryce Cashell, 2015. "A comparison of vector autoregressive forecasting performance: spatial versus non-spatial Bayesian priors," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 533-560, March.
    21. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
    22. Lozano, Francisco-Javier, 2013. "Evaluación de modelos de predicción para la venta de viviendas [Evaluation of forecasting models for house sales]," MPRA Paper 118652, University Library of Munich, Germany.
    23. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
    24. Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting turning points in countries' output growth rates: A response to Milton Friedman," Journal of Econometrics, Elsevier, vol. 88(2), pages 203-206, November.
    25. Comunale, Mariarosaria, 2022. "A panel VAR analysis of macro-financial imbalances in the EU," Journal of International Money and Finance, Elsevier, vol. 121(C).
    26. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
    27. Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 9511, Banco de la Republica.
    28. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
    29. Rickman, Dan S., 1995. "A bayesian analysis of the use of pooled coefficients in a structural regional economic model," International Journal of Forecasting, Elsevier, vol. 11(3), pages 477-490, September.
    30. Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2021. "Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake," Working Papers 2111, Waseda University, Faculty of Political Science and Economics.
    31. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.
    32. Prüser, Jan & Blagov, Boris, 2022. "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers 960, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    33. Poncela, Pilar, 1996. "Pooling information and forecasting with dynamic factor analysis," DES - Working Papers. Statistics and Econometrics. WS 10709, Universidad Carlos III de Madrid. Departamento de Estadística.
    34. Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca, 1993. "Further evidence on forecasting international GNP growth rates using unobserved components transfer function models," Documentos de Trabajo del ICAE 9312, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    35. Dennis Bonam & Emmanuel De Veirman & Gavin Goy, 2020. "Should developed economies manage international capital flows?," Working Papers 702, DNB.
    36. Roth, Markus, 2020. "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers 06/2020, Deutsche Bundesbank.
    37. Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.
    38. Valentina Aprigliano, 2020. "A large Bayesian VAR with a block‐specific shrinkage: A forecasting application for Italian industrial production," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1291-1304, December.
    39. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
    40. Ageliki Anagnostou & Piotr Krajewski & Katarzyna Pilat, 2020. "Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 936-954.
    41. Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca, 1993. "Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data," Documentos de Trabajo del ICAE 9310, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

  19. Zellner, A., 1988. "Causality And Causal Laws In Economics," Papers m8801, Southern California - Department of Economics.

    Cited by:

    1. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
    2. George S. Tavlas & P.A.V.B. Swamy, 2006. "The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation," Working Papers 34, Bank of Greece.
    3. R. I. Udegbunam, 2002. "Openness, Stock Market Development, and Industrial Growth in Nigeria," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(1), pages 69-92.
    4. Nauros F. Campos & Jeffrey B. Nugent, 2000. "Investment and Instability," William Davidson Institute Working Papers Series 337, William Davidson Institute at the University of Michigan.
    5. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Division of Economics, School of Business, University of Leicester.
    6. Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
    7. Ramesh Mohan, 2006. "Causal Relationship Between Savings And Economic Growth In Countries With Different Income Levels," Economics Bulletin, AccessEcon, vol. 5(3), pages 1-12.
    8. Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
    9. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Who Is Afraid Of Political Instability?," Development and Comp Systems 0012016, University Library of Munich, Germany.
    10. Andersson, Björn, 1999. "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series 1999:18, Uppsala University, Department of Economics.
    11. M. Imam Alam, 2003. "Manufactured Exports, Capital Good Imports, and Economic Growth: Experience of Mexico and Brazil," International Economic Journal, Taylor & Francis Journals, vol. 17(4), pages 85-105.
    12. Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
    13. Masih, Abul M. M. & Masih, Rumi, 1996. "Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach," Journal of Policy Modeling, Elsevier, vol. 18(5), pages 531-560, October.
    14. Masih, A. Mansur M. & Masih, Rumi, 2002. "Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period," Global Finance Journal, Elsevier, vol. 13(1), pages 63-91.
    15. Utku Utkulu & Durmus Özdemir, 2004. "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, vol. 37(3), pages 245-266, September.
    16. Dawson, John W., 2003. "Causality in the freedom-growth relationship," European Journal of Political Economy, Elsevier, vol. 19(3), pages 479-495, September.
    17. Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014. "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics 14/18, Division of Economics, School of Business, University of Leicester.
    18. P. Swamy & Stephen Hall, 2012. "Measurement of causal effects," Economic Change and Restructuring, Springer, vol. 45(1), pages 3-23, February.
    19. Khalifa Ghali, 1999. "Government size and economic growth: evidence from a multivariate cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 31(8), pages 975-987.
    20. González, Fernando & Launonen, Simo, 2005. "Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions," Working Paper Series 569, European Central Bank.
    21. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
    22. Steven Ongena, 1995. "Monetary policy and credit conditions: new evidence," Macroeconomics 9503001, University Library of Munich, Germany.
    23. Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Hurr, Maryam & Zakaria, Muhammad, 2014. "Do Economic and Financial Development Increase Carbon Emission in Pakistan: Empirical Analysis through ARDL Cointegration and VECM Causality," MPRA Paper 60310, University Library of Munich, Germany.
    24. P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Division of Economics, School of Business, University of Leicester.
    25. John J. Seater & John W. Dawson, 2008. "The Macroeconomic Effects of Federal Regulation," 2008 Meeting Papers 1035, Society for Economic Dynamics.
    26. Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
    27. Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014. "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper 60398, University Library of Munich, Germany.
    28. Masih, Abul M. M. & Masih, Rumi, 1997. "Can family-planning programs "cause" a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 441-468, August.
    29. Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
    30. Steven M. Shugan, 2007. "—Causality, Unintended Consequences and Deducing Shared Causes," Marketing Science, INFORMS, vol. 26(6), pages 731-741, 11-12.
    31. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
    32. Masih, Abul M. M. & Masih, Rumi, 1996. "Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques," Energy Economics, Elsevier, vol. 18(3), pages 165-183, July.
    33. Imad Jabir, 2009. "The dynamic relationship between the US GDP, imports and domestic production of crude oil," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3171-3178.
    34. Swamy Paravastu & Peter Muehlen & Jatinder Singh Mehta & I-Lok Chang, 2022. "The State Of Econometrics After John W. Pratt, Robert Schlaifer, Brian Skyrms, And Robert L. Basmann," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 627-654, November.
    35. Masih, Rumi & Masih, Abul M. M., 1996. "Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis," Economic Modelling, Elsevier, vol. 13(3), pages 407-426, July.
    36. Looney, Robert E., 1997. "Excessive defense expenditures and economic stabilization: The case of Pakistan," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 381-406, August.
    37. Goldthorpe, John H., 1998. "Causation, Statistics and Sociology," Research Series, Economic and Social Research Institute (ESRI), number GLS29.
    38. Masih, Abul M. M. & Masih, Rumi, 1997. "On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correctio," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 417-440, August.
    39. Khalifa Ghali, 1998. "Public investment and private capital formation in a vector error-correction model of growth," Applied Economics, Taylor & Francis Journals, vol. 30(6), pages 837-844.

  20. Zellner, A. & Hong, C. & Gulati, G.M., 1988. "Turning Points In Economic Time Series, Loss Structures And Bayesian Forecasting," Papers m8805, Southern California - Department of Economics.

    Cited by:

    1. Kenneth W Clements & Jiawei Si, 2010. "The Investment Project Pipeline Cost Escalation, Lead-Time, Success, Failure And Speed1," Economics Discussion / Working Papers 10-25, The University of Western Australia, Department of Economics.

  21. Zellner, A., 1988. "Optimal Information-Processing And Bayes' Theorem," Papers m8803, Southern California - Department of Economics.

    Cited by:

    1. Y. Farzin & Jonathan Kaplan, 2004. "Nonpoint Source Pollution Control under Incomplete and Costly Information," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 28(4), pages 489-506, August.
    2. Go, Delfin S. & Lofgren, Hans & Ramos, Fabian Mendez & Robinson, Sherman, 2016. "Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach," Economic Modelling, Elsevier, vol. 52(PB), pages 790-811.
    3. Esfandiar (Essie) Maasoumi & Ehsan S. Soofi, 2014. "Arnold Zellner: Scientist, Leader, Mentor, and Friend," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 1-2, June.
    4. P. Maiti & T. J. Rao & J. K. Ghosh, 2016. "The Indian Official Statistical System Revisited," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 215-237, November.
    5. Mahmoud El-Gamal, 2001. "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 235-245.
    6. Arndt, Channing & Simler, Kenneth R., 2005. "Estimating utility-consistent poverty lines," FCND discussion papers 189, International Food Policy Research Institute (IFPRI).
    7. Arndt, Channing & Robinson, Sherman & Tarp, Finn, 2002. "Parameter estimation for a computable general equilibrium model: a maximum entropy approach," Economic Modelling, Elsevier, vol. 19(3), pages 375-398, May.
    8. Blien, Uwe & Tassinopoulos, Alexandros, 1999. "Forecasting Regional Employment with the ENTROP Method," ERSA conference papers ersa99pa344, European Regional Science Association.
    9. Anne‐Sophie Robilliard & Sherman Robinson, 2003. "Reconciling Household Surveys and National Accounts Data Using a Cross Entropy Estimation Method," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 49(3), pages 395-406, September.
    10. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
    11. John J. McCall, 2004. "Induction: From Kolmogorov and Solomonoff to De Finetti and Back to Kolmogorov," Metroeconomica, Wiley Blackwell, vol. 55(2‐3), pages 195-218, May.
    12. Golan, Amos & Judge, George G. & Perloff, Jeffrey M., 1995. "Estimating The Size Distribution Of Firms Using Government Summary Statistics," CUDARE Working Papers 25081, University of California, Berkeley, Department of Agricultural and Resource Economics.
    13. Chen, Min & Wang, Xinlei, 2011. "Approximate predictive densities and their applications in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1570-1580, April.
    14. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    15. Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.
    16. El-Gamal, M.A., 1997. "A Bayesian Interpretation of Extremim Estimators," Working papers 9704, Wisconsin Madison - Social Systems.
    17. D. A. S. Fraser & N. Reid & E. Marras & G. Y. Yi, 2010. "Default priors for Bayesian and frequentist inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 631-654, November.
    18. Golan, Amos, 2002. "Information and Entropy Econometrics--Editor's View," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 1-15, March.
    19. Golan, Amos & Judge, George & Perloff, Jeffrey, 1997. "Estimation and inference with censored and ordered multinomial response data," Journal of Econometrics, Elsevier, vol. 79(1), pages 23-51, July.
    20. Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.
    21. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    22. Brockett, Patrick L. & Charnes, Abraham & Cooper, William W. & Learner, David & Phillips, Fred Y., 1995. "Information theory as a unifying statistical approach for use in marketing research," European Journal of Operational Research, Elsevier, vol. 84(2), pages 310-329, July.
    23. Bhati, Avinash, 2007. "Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism," MPRA Paper 11850, University Library of Munich, Germany.
    24. Robinson, Sherman & Cattaneo, Andrea & El-Said, Moataz, 2000. "Updating and estimating a Social Accounting Matrix using cross entropy methods," TMD discussion papers 58, International Food Policy Research Institute (IFPRI).
    25. Tarp, Finn & Arndt, Channing & Jensen, Henning Tarp & Robinson, Sherman & Heltberg, Rasmus, 2002. "Facing the development challenge in Mozambique: an economywide perspective," Research reports 126, International Food Policy Research Institute (IFPRI).
    26. Keying Ye & Yuyan Duan, 2008. "Normalized Power Prior Bayesian Analysis," Working Papers 0058, College of Business, University of Texas at San Antonio.
    27. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.

  22. ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," LIDAM Discussion Papers CORE 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    2. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
    3. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
    4. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    5. Pholo Bala, Alain, 2009. "Urban concentration and economic growth: checking for specific regional effects," LIDAM Discussion Papers CORE 2009038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    15. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
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    Cited by:

    1. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    2. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
    3. Arntzen, J.W., 1979. "Duality, segmentation and dynamics on a regional labour market," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

  24. ZELLNER, Arnold & PALM, Franz, 1975. "Time series and structural analysis of monetary models of the U.S. economy," LIDAM Reprints CORE 247, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
    2. Alain Hecq & Franz C. Palm & Sébastien Laurent, 2016. "On the Univariate Representation of BEKK Models with Common Factors," Post-Print hal-01440307, HAL.
    3. Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C., 2011. "On the univariate representation of multivariate volatility models with common factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    4. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    5. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
    6. Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018. "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper 445, Tor Vergata University, CEIS, revised 30 Oct 2018.
    7. Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca, 1993. "Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data," Documentos de Trabajo del ICAE 9310, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

  25. ZELLNER, Arnold & PALM, Franz, 1974. "Time series analysis and simultaneous equation econometric models," LIDAM Reprints CORE 173, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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    7. Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
    8. Francesca Di Iorio & Umberto Triacca, 2022. "A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 617-635, September.
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    20. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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    Cited by:

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Articles

  1. Arnold Zellner & Jacques Kibambe Ngoie, 2015. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 56-81, February.
    See citations under working paper version above.
  2. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
    See citations under working paper version above.
  3. Ngoie, Jacques Kibambe & Zellner, Arnold, 2012. "The Use Of A Marshallian Macroeconomic Model For Policy Evaluation: Case Of South Africa," Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 423-448, June.
    See citations under working paper version above.
  4. Zellner, Arnold & Zilberman, David, 2011. "The economics and econometrics of risk: An introduction to the special issue," Journal of Econometrics, Elsevier, vol. 162(1), pages 1-5, May.

    Cited by:

    1. Dennis Wichelns, 2015. "Water productivity and water footprints are not helpful in determining optimal water allocations or efficient management strategies," Water International, Taylor & Francis Journals, vol. 40(7), pages 1059-1070, November.

  5. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.

    Cited by:

    1. Jaeho Kim & Sora Chon, 2020. "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, vol. 58(3), pages 1339-1354, March.
    2. Taras Bodnar & Holger Dette & Nestor Parolya & Erik Thors'en, 2019. "Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions," Papers 1908.04243, arXiv.org, revised Apr 2023.
    3. Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
    4. Bauder, David & Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2020. "Bayesian inference of the multi-period optimal portfolio for an exponential utility," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    5. Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021. "Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation," The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
    6. Jessica A. Wachter & Missaka Warusawitharana, 2011. "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers 17334, National Bureau of Economic Research, Inc.
    7. Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo.
    8. Pathairat Pastpipatkul & Petchaluck Boonyakunakorn & Kanyaphon Phetsakda, 2020. "The Impact of Thailand’s Openness on Bilateral Trade between Thailand and Japan: Copula-Based Markov Switching Seemingly Unrelated Regression Model," Economies, MDPI, vol. 8(1), pages 1-13, January.
    9. Shun Matsuura & Hiroshi Kurata, 2022. "Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression," Statistical Papers, Springer, vol. 63(1), pages 123-141, February.
    10. Abdul Salam & Marco Grzegorczyk, 2023. "Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors," Computational Statistics, Springer, vol. 38(2), pages 779-808, June.
    11. Shun Matsuura & Hiroshi Kurata, 2020. "Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(1), pages 79-99, March.
    12. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
    13. Taras Bodnar & Mathias Lindholm & Vilhelm Niklasson & Erik Thors'en, 2020. "Bayesian Quantile-Based Portfolio Selection," Papers 2012.01819, arXiv.org.
    14. Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes, 2017. "A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 503-515, October.
    15. Joshua C. C. Chan, 2022. "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
    16. Wang, Haijian & Zhou, Shaojie & Zhang, Penglong, 2024. "Clean heating and clean air: Evidence from the coal-to-gas program in China," China Economic Review, Elsevier, vol. 85(C).
    17. Wang, Hao, 2010. "Sparse seemingly unrelated regression modelling: Applications in finance and econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2866-2877, November.
    18. Elvis Cheng Xu, 2019. "Impacts of Urbanisation on Trust: Evidence from a Lab in the Field on a Natural Experiment," Artefactual Field Experiments 00676, The Field Experiments Website.
    19. Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
    20. Donovan, Stuart & de Graaff, Thomas & Grimes, Arthur & de Groot, Henri L.F. & Maré, David C., 2022. "Cities with forking paths? Agglomeration economies in New Zealand 1976–2018," Regional Science and Urban Economics, Elsevier, vol. 95(C).
    21. Leonardo Bottolo & Marco Banterle & Sylvia Richardson & Mika Ala‐Korpela & Marjo‐Riitta Järvelin & Alex Lewin, 2021. "A computationally efficient Bayesian seemingly unrelated regressions model for high‐dimensional quantitative trait loci discovery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 886-908, August.
    22. Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
    23. Linhan Ouyang & Yizhong Ma & Jianxiong Chen & Zhigang Zeng & Yiliu Tu, 2016. "Robust optimisation of Nd: YLF laser beam micro-drilling process using Bayesian probabilistic approach," International Journal of Production Research, Taylor & Francis Journals, vol. 54(21), pages 6644-6659, November.
    24. Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin, 2022. "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks," Management Science, INFORMS, vol. 68(4), pages 2401-2431, April.
    25. Li, Bin & Liang, Yilan & Shahab, Yasir & Gull, Ammar Ali & Ashraf, Naeem, 2022. "Parent-subsidiary dispersion, cost of debt and debt default: Evidence from China," Economic Modelling, Elsevier, vol. 107(C).
    26. Chamberlain Mbah & Kris Peremans & Stefan Van Aelst & Dries F. Benoit, 2019. "Robust Bayesian seemingly unrelated regression model," Computational Statistics, Springer, vol. 34(3), pages 1135-1157, September.
    27. Wang, Min & Yang, Mingan, 2016. "Posterior property of Student-t linear regression model using objective priors," Statistics & Probability Letters, Elsevier, vol. 113(C), pages 23-29.
    28. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
    29. Bert de Bruijn & Philip Hans Franses, 2012. "What drives the Quotes of Earnings Forecasters?," Tinbergen Institute Discussion Papers 12-067/4, Tinbergen Institute.
    30. Zhao, Li & Xu, Xingzhong, 2017. "Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 119-126.

  6. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

    Cited by:

    1. Mishra, Anil V., 2016. "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 101-123.
    2. Mishra, Anil V., 2017. "Foreign bias in Australia's international equity holdings," Review of Financial Economics, Elsevier, vol. 33(C), pages 41-54.
    3. Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018. "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, vol. 57(C), pages 9-21.
    4. Yuri S. Popkov & Yuri A. Dubnov & Alexey Yu. Popkov, 2016. "New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction," Mathematics, MDPI, vol. 4(1), pages 1-16, March.
    5. Mishra, Anil, 2013. "Measures of Equity Home Bias Puzzle," MPRA Paper 51223, University Library of Munich, Germany.

  7. Zellner, Arnold & Ando, Tomohiro, 2010. "Rejoinder," International Journal of Forecasting, Elsevier, vol. 26(2), pages 439-442, April.

    Cited by:

    1. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.

  8. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.

    Cited by:

    1. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
    2. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
    3. F. Louzada & P. H. Ferreira, 2016. "Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 2956-2976, December.
    4. Arvind Shrivastava & Kuldeep Kumar & Nitin Kumar, 2018. "Business Distress Prediction Using Bayesian Logistic Model for Indian Firms," Risks, MDPI, vol. 6(4), pages 1-15, October.
    5. Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
    6. Nitin Kumar & Arvind Shrivastava & D. P. Singh & Purnendu Kumar, 2018. "Determinants of Financial Stress of Indian Banks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 19(2), pages 210-228, September.

  9. Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold, 2009. "Introduction To Measurement With Theory," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S2), pages 151-168, September.
    See citations under working paper version above.
  10. Zellner, Arnold, 2007. "Generalizing the standard product rule of probability theory and Bayes's Theorem," Journal of Econometrics, Elsevier, vol. 138(1), pages 14-23, May.

    Cited by:

    1. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.

  11. Zellner, Arnold, 2007. "Philosophy and objectives of econometrics," Journal of Econometrics, Elsevier, vol. 136(2), pages 331-339, February.

    Cited by:

    1. Benzarour, Choukri, 2014. "صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟ [The formulation of macroeconomic policies in Algeria: Is it necessary to be guided by Macroecono," MPRA Paper 87071, University Library of Munich, Germany, revised 29 May 2018.
    2. Stephen G Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008. "A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment," Discussion Papers in Economics 08/9, Division of Economics, School of Business, University of Leicester.
    3. Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    4. Litsiou, Konstantia & Polychronakis, Yiannis & Karami, Azhdar & Nikolopoulos, Konstantinos, 2022. "Relative performance of judgmental methods for forecasting the success of megaprojects," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1185-1196.
    5. Nikolopoulos, Konstantinos & Litsa, Akrivi & Petropoulos, Fotios & Bougioukos, Vasileios & Khammash, Marwan, 2015. "Relative performance of methods for forecasting special events," Journal of Business Research, Elsevier, vol. 68(8), pages 1785-1791.
    6. Hardaker, J. Brian & Lien, Gudbrand, 2010. "Probabilities for decision analysis in agriculture and rural resource economics: The need for a paradigm change," Agricultural Systems, Elsevier, vol. 103(6), pages 345-350, July.
    7. Kennedy, Peter E. & Siegfried, John J., 1997. "Class size and achievement in introductory economics: Evidence from the TUCE III data," Economics of Education Review, Elsevier, vol. 16(4), pages 385-394, October.
    8. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Where Has All the Money Gone? Wealth and the Demand for Money in South Africa †," Journal of African Economies, Centre for the Study of African Economies, vol. 18(1), pages 84-112, January.
    9. Poonam Singh, 2016. "Principles of Econometrics: A Modern Approach Using Eviews by Sankar Kumar Bhaumik," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 355-358, December.

  12. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.

    Cited by:

    1. Bao, Xing & Tang, Ou & Ji, Jianhua, 2008. "Applying the minimum relative entropy method for bimodal distribution in a remanufacturing system," International Journal of Production Economics, Elsevier, vol. 113(2), pages 969-979, June.
    2. Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007. "On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood," Journal of Econometrics, Elsevier, vol. 138(2), pages 461-487, June.

  13. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.

    Cited by:

    1. Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.

  14. Zellner, Arnold & Israilevich, Guillermo, 2005. "Marshallian Macroeconomic Model: A Progress Report," Macroeconomic Dynamics, Cambridge University Press, vol. 9(2), pages 220-243, April.

    Cited by:

    1. Arnold Zellner & Jacques K. Ngoie, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
    2. Banerjee, Sanjibani & A. Barnett, William & A. Duzhak, Evgeniya & Gopalan, Ramu, 2011. "Bifurcation analysis of Zellner's Marshallian Macroeconomic Model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1577-1585, September.
    3. Arnold Zellner & Jacques K. Ngoie, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 280, Economic Research Southern Africa.
    4. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    5. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    6. Ngoie, Jacques Kibambe, 2014. "Federal research spending and innovation in the U.S. economy," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 492-506.
    7. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.

  15. Marsh, L.C.Lawrence C. & Zellner, Arnold, 2004. "Bayesian solutions to graduate admissions and related selection problems," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 405-426.

    Cited by:

    1. Alexandre Belloni & Mitchell J. Lovett & William Boulding & Richard Staelin, 2012. "Optimal Admission and Scholarship Decisions: Choosing Customized Marketing Offers to Attract a Desirable Mix of Customers," Marketing Science, INFORMS, vol. 31(4), pages 621-636, July.

  16. Zellner, Arnold, 2004. "To test or not to test and if so, how?: Comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 581-586, November.

    Cited by:

    1. Thomas Mayer, 2012. "Ziliak and McCloskey's Criticisms of Significance Tests: An Assessment," Econ Journal Watch, Econ Journal Watch, vol. 9(3), pages 256-297, September.
    2. Timothy R. Wojan & Jason P. Brown & Dayton M. Lambert, 2014. "What to Do about the "Cult of Statistical Significance"? A Renewable Fuel Application using the Neyman-Pearson Protocol," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 36(4), pages 674-695.
    3. Nektarios A. Michail & Constantinos I. Massouras, 2014. "Back to Basics: Is Statistical Significance all that Matters?," Working Papers 2014-3, Central Bank of Cyprus.
    4. Stephen T. Ziliak & Deirdre N. McCloskey, 2013. "We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer," Econ Journal Watch, Econ Journal Watch, vol. 10(1), pages 97-107, January.
    5. Soyer, Emre & Hogarth, Robin M., 2012. "The illusion of predictability: How regression statistics mislead experts," International Journal of Forecasting, Elsevier, vol. 28(3), pages 695-711.

  17. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.

    Cited by:

    1. Eelco Kappe & Ashley Stadler Blank & Wayne S. DeSarbo, 2014. "A General Multiple Distributed Lag Framework for Estimating the Dynamic Effects of Promotions," Management Science, INFORMS, vol. 60(6), pages 1489-1510, June.
    2. Richard Carter & Arnold Zellner, 2003. "AR Versus MA Disturbance Terms," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-3.

  18. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.

    Cited by:

    1. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.

  19. Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.

    Cited by:

    1. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October.
    2. Antonio Ciccone & Marek Jarocinski, 2010. "Determinants of Economic Growth: Will Data Tell?," Working Papers 1009, BBVA Bank, Economic Research Department.
    3. Lahiri, Kajal & Sheng, Xuguang, 2010. "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
    4. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    5. Ley, Eduardo, 2006. "Statistical inference as a bargaining game," Economics Letters, Elsevier, vol. 93(1), pages 142-149, October.
    6. Wang, Zitian & Wang, Lili & Tan, Shaohua, 2008. "Emergent and spontaneous computation of factor relationships from a large factor set," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3939-3959, December.
    7. Sylvia Gottschalk, 2016. "Entropy and credit risk in highly correlated markets," Papers 1604.07042, arXiv.org.
    8. Sourish Das & Dipak K. Dey, 2013. "On Dynamic Generalized Linear Models with Applications," Methodology and Computing in Applied Probability, Springer, vol. 15(2), pages 407-421, June.
    9. Zellner, Arnold, 2004. "To test or not to test and if so, how?: Comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 581-586, November.
    10. Golan, Amos, 2002. "Information and Entropy Econometrics--Editor's View," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 1-15, March.
    11. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    12. Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
    13. Gottschalk, Sylvia, 2017. "Entropy measure of credit risk in highly correlated markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 478(C), pages 11-19.
    14. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    15. Bernd Kraan & Tim Bedford, 2005. "Probabilistic Inversion of Expert Judgments in the Quantification of Model Uncertainty," Management Science, INFORMS, vol. 51(6), pages 995-1006, June.
    16. Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.

  20. Zellner, Arnold, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 499-502, December.

    Cited by:

    1. Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    2. Pierre L. Siklos, 2017. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  21. Zellner Arnold, 2002. "My Experiences with Nonlinear Dynamic Models in Economics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-18, July.

    Cited by:

    1. Burak Güneralp & Michael K Reilly & Karen C Seto, 2012. "Capturing Multiscalar Feedbacks in Urban Land Change: A Coupled System Dynamics Spatial Logistic Approach," Environment and Planning B, , vol. 39(5), pages 858-879, October.
    2. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
    3. Ford, Andrew, 2005. "Simulating the impacts of a strategic fuels reserve in California," Energy Policy, Elsevier, vol. 33(4), pages 483-498, March.
    4. Ford, Andrew & Vogstad, Klaus & Flynn, Hilary, 2007. "Simulating price patterns for tradable green certificates to promote electricity generation from wind," Energy Policy, Elsevier, vol. 35(1), pages 91-111, January.
    5. Prasolov, Alexander V., 2018. "On the simultaneous estimation of delay model parameters in economic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1102-1109.

  22. Zellner, Arnold & Chen, Bin, 2001. "Bayesian Modeling Of Economies And Data Requirements," Macroeconomic Dynamics, Cambridge University Press, vol. 5(5), pages 673-700, November.

    Cited by:

    1. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    2. Arnold Zellner & Jacques K. Ngoie, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
    3. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    4. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    5. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    6. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    7. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    8. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
    9. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    10. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
    11. Zellner Arnold, 2002. "My Experiences with Nonlinear Dynamic Models in Economics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-18, July.
    12. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
    13. Maximilian Auffhammer & Ralf Steinhauser, 2007. "The Future Trajectory Of U.S. Co2 Emissions: The Role Of State Vs. Aggregate Information," Journal of Regional Science, Wiley Blackwell, vol. 47(1), pages 47-61, February.
    14. Zellner, Arnold, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 499-502, December.
    15. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
    16. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
    17. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
    18. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    19. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

  23. Zellner, Arnold, 2001. "Comments on papers by Engle, Geweke and Granger," Journal of Econometrics, Elsevier, vol. 100(1), pages 93-94, January.

    Cited by:

    1. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.

  24. Zellner, Arnold & Tobias, Justin, 2001. "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 121-140, February.
    See citations under working paper version above.
  25. Arnold Zellner, 2001. "Remarks on a 'critique' of the Bayesian Method of Moments," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 775-778.

    Cited by:

    1. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    2. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.

  26. Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.

    Cited by:

    1. Kascha, Christian & Trenkler, Carsten, 2011. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
    2. Wen-Yi Chen, 2013. "Does Housing Cost Affect Birth Rates in Taiwan? The ADL Test for Threshold Co-integration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 90-103, October.
    3. Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.
    4. Ghysels, Eric & Miller, J. Isaac, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers 9654, C.E.P.R. Discussion Papers.
    5. Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
    6. Stephan Smeekes, 2013. "Detrending Bootstrap Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
    7. Smeekes, Stephan & Wijler, Etienne, 2021. "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
    8. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    9. Bayer, C & Hanck, C.H., 2009. "Combining non-cointegration tests," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    10. Melike E. Bildirici & Sema Yılmaz Genç & Rui Alexandre Castanho, 2022. "Environmental Pollution, Terrorism, and Mortality Rate in China, India, Russia, and Türkiye," Sustainability, MDPI, vol. 14(19), pages 1-11, October.
    11. Gengenbach, C. & Urbain, J.R.Y.J. & Westerlund, J., 2008. "Panel error correction testing with global stochastic trends," Research Memorandum 051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    12. Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S., 2017. "Nonlinear error correction based cointegration test in panel data," Economics Letters, Elsevier, vol. 157(C), pages 1-4.
    13. Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
    14. Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023. "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, vol. 65(1), pages 33-64, July.
    15. Karsten Reichold & Carsten Jentsch, 2022. "A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions," Papers 2204.01373, arXiv.org.
    16. Sidorenko, Alexandra, 2001. "Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance," Departmental Working Papers 2001-08, The Australian National University, Arndt-Corden Department of Economics.

  27. Arnold Zellner, 1999. "New Information-Based Econometric Methods in Agricultural Economics: Discussion," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 742-746.

    Cited by:

    1. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September.
    2. Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
    3. Rosa Bernardini Papalia & Silvia Bertarelli, 2010. "Evaluating Total Factor Productivity Differences by a Mapping Structure in Growth Models," International Regional Science Review, , vol. 33(1), pages 31-59, January.

  28. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.

    Cited by:

    1. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    2. Francis X. Diebold & Russell L. Lamb, 1996. "Why are estimates of agricultural supply response so variable?," Finance and Economics Discussion Series 96-8, Board of Governors of the Federal Reserve System (U.S.).
    3. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    4. Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
    5. Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
    6. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    7. Zellner, Arnold, 1999. "Discussion of Papers Presented at 1999 ASSA Meeting in New York By (1) Foster and Whiteman, (2) Golan, Moretti and Perloff, and (3) LaFrance," CUDARE Working Papers 198675, University of California, Berkeley, Department of Agricultural and Resource Economics.
    8. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697.
    9. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
    10. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    11. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, University Library of Munich, Germany.
    12. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    13. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
    14. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
    15. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
    16. Dorfman, Jeffrey H. & Atkinson, Scott E., 2002. "Multiple Comparisons With The Best: Bayesian Precision Measures Of Efficiency Rankings," 2002 Annual meeting, July 28-31, Long Beach, CA 19800, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    17. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    18. Gao, Chuanming & Lahiri, Kajal, 2002. "A note on the double k-class estimator in simultaneous equations," Journal of Econometrics, Elsevier, vol. 108(1), pages 101-111, May.
    19. Arnold Zellner, 2001. "Remarks on a 'critique' of the Bayesian Method of Moments," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 775-778.
    20. Agee, Mark D. & Atkinson, Scott E. & Crocker, Thomas D. & Williams, Jonathan W., 2014. "Non-separable pollution control: Implications for a CO2 emissions cap and trade system," Resource and Energy Economics, Elsevier, vol. 36(1), pages 64-82.
    21. Belén Pérez-Sánchez & Martín González & Carmen Perea & Jose J. López-Espín, 2021. "A New Computational Method for Estimating Simultaneous Equations Models Using Entropy as a Parameter Criteria," Mathematics, MDPI, vol. 9(7), pages 1-9, March.
    22. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
    23. Heckelei, Thomas & Mittelhammer, Ron C., 2003. "Bayesian bootstrap multivariate regression," Journal of Econometrics, Elsevier, vol. 112(2), pages 241-264, February.
    24. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    25. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.
    26. Andres Ramirez-Hassan & Manuel Correa-Giraldo, 2018. "Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach," Papers 1809.06996, arXiv.org.

  29. Arnold Zellner & Hang Ryu, 1998. "Alternative functional forms for production, cost and returns to scale functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 101-127.
    See citations under working paper version above.
  30. Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting turning points in countries' output growth rates: A response to Milton Friedman," Journal of Econometrics, Elsevier, vol. 88(2), pages 203-206, November.
    See citations under working paper version above.
  31. Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.

    Cited by:

    1. A. Dionisio & R. Menezes & D. A. Mendes, 2006. "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 161-164, March.
    2. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    3. Esteban Fernández-Vázquez, 2014. "Estimating the effect of technological factors from samples affected by collinearity: a data-weighted entropy approach," Empirical Economics, Springer, vol. 47(2), pages 717-731, September.
    4. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
    5. Hondroyiannis, George & Swamy, P. A. V. B. & Tavlas, George S., 2000. "Is the Japanese economy in a liquidity trap?," Economics Letters, Elsevier, vol. 66(1), pages 17-23, January.
    6. Vladimir Zdorovenin & Jacques Pézier, 2011. "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance icma-dp2011-03, Henley Business School, University of Reading.
    7. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
    8. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    9. Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
    10. Ameraoui, Abdelkader & Boukhetala, Kamal & Dupuy, Jean-François, 2016. "Bayesian estimation of the tail index of a heavy tailed distribution under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 148-168.
    11. Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
    12. Ebrahimi, Nader & Maasoumi, Esfandiar & Soofi, Ehsan S., 1999. "Ordering univariate distributions by entropy and variance," Journal of Econometrics, Elsevier, vol. 90(2), pages 317-336, June.
    13. Rosa Bernardini Papalia & Silvia Bertarelli, 2010. "Evaluating Total Factor Productivity Differences by a Mapping Structure in Growth Models," International Regional Science Review, , vol. 33(1), pages 31-59, January.

  32. Min, Chung-ki & Zellner, Arnold, 1993. "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 89-118, March.
    See citations under working paper version above.
  33. Ray C. Fair & Arnold Zellner (ary), 1992. "The Cowles Commission approach, real business cycles theories, and New- Keynesian economics," Proceedings, Federal Reserve Bank of St. Louis, pages 133-157.

    Cited by:

    1. Jochen Hartwig, 2013. "Structural Change, Aggregate Demand and Employment Dynamics in the OECD, 1970-2010," KOF Working papers 13-343, KOF Swiss Economic Institute, ETH Zurich.
    2. Ramser, Hans Jürgen, 1992. "Nicht-kompetitive Gütermärkte im makroökonomischen Modell," Discussion Papers, Series I 263, University of Konstanz, Department of Economics.
    3. Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia.
    4. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q4), pages 35-50.
    5. Lars Peter Hansen & James J. Heckman, 1996. "The Empirical Foundations of Calibration," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 87-104, Winter.
    6. Haber Gottfried, 2008. "Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 276-295, April.
    7. Maria Elena Bontempi, 2013. "The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 47-56.
    8. Snowdon, Brian & Vane, Howard R., 1996. "The development of modern macroeconomics: Reflections in the light of Johnson's analysis after twenty-five years," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 381-401.

  34. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.

    Cited by:

    1. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    2. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2020. "Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 87-114, June.
    3. Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
    4. David Bessler & Robert Ruffley, 2004. "Prequential analysis of stock market returns," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 399-412.
    5. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    6. Kenneth W Clements & Grace Gao, 2013. "A Multi-Market Approach to Measuring the Cycle," Economics Discussion / Working Papers 13-16, The University of Western Australia, Department of Economics.
    7. Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.
    8. Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.
    10. A.S.M. Arroyo & A. de Juan Fern¨¢ndez, 2014. "Split-then-Combine Method for out-of-sample Combinations of Forecasts," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 3(1), pages 19-37, April.
    11. Victor Zarnowitz, 1999. "Theory and History Behind Business Cycles: Are the 1990s the Onset of a Golden Age?," NBER Working Papers 7010, National Bureau of Economic Research, Inc.
    12. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
    13. Angeliki ANAGNOSTOU & Stephanos PAPADAMOU, 2014. "The Impact Of Monetary Shocks On Regional Output: Evidence From Four South Eurozone Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 105-130.
    14. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
    15. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
    16. Kazimi, C. & Brownstone, D., 1994. "Bootstrap Confidence Bands for Shrinkage Estimators," Papers 94-95-5, California Irvine - School of Social Sciences.
    17. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    18. Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922.
    19. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    20. Tobias, Justin & Zellner, Arnold, 2000. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12024, Iowa State University, Department of Economics.
    21. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    22. Emmanuel Apergis & Nicholas Apergis, 2021. "The impact of COVID-19 on economic growth: evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model," Applied Economics, Taylor & Francis Journals, vol. 53(58), pages 6739-6751, December.
    23. Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
    24. Hong, Yongmiao & Li, Haitao & Zhao, Feng, 2007. "Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates," Journal of Econometrics, Elsevier, vol. 141(2), pages 736-776, December.
    25. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
    26. Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
    27. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2018. "FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft," Working Papers 1813, Department of Applied Economics II, Universidad de Valencia.
    28. Nada Kulendran & Kevin K.F. Wong, 2009. "Predicting Quarterly Hong Kong Tourism Demand Growth Rates, Directional Changes and Turning Points with Composite Leading Indicators," Tourism Economics, , vol. 15(2), pages 307-322, June.
    29. Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting turning points in countries' output growth rates: A response to Milton Friedman," Journal of Econometrics, Elsevier, vol. 88(2), pages 203-206, November.
    30. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
    31. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    32. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.
    33. David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
    34. Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016. "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235424, Agricultural and Applied Economics Association.
    35. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    36. Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust," Journal of Financial Stability, Elsevier, vol. 33(C), pages 187-206.
    37. Grillenzoni, Carlo, 1996. "Testing for causality in real time," Journal of Econometrics, Elsevier, vol. 73(2), pages 355-376, August.
    38. Estela Bee Dagum & Alessandra Luati, 2009. "A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 40-59.
    39. Kirill Shakhnov, 2015. "Belarusian Business Cycle in Cross-country Comparison: Industry and Aggregate Data," BEROC Working Paper Series 30, Belarusian Economic Research and Outreach Center (BEROC).
    40. Gustavo A. Marrero, 2007. "Traditional versus unobserved components methods to forecast quarterly national account aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 129-153.
    41. Wan, Shui Ki & Song, Haiyan, 2018. "Forecasting turning points in tourism growth," Annals of Tourism Research, Elsevier, vol. 72(C), pages 156-167.
    42. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
    43. Ageliki Anagnostou & Piotr Krajewski & Katarzyna Pilat, 2020. "Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 936-954.

  35. Arnold Zellner, 1990. "Some Properties of the Durations of Economic Expansions and Contractions," The American Economist, Sage Publications, vol. 34(2), pages 20-27, October.

    Cited by:

    1. Castro, Vítor, 2010. "The duration of economic expansions and recessions: More than duration dependence," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 347-365, March.
    2. Agnello, Luca & Castro, Vitor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2017. "Spillovers from the oil sector to the housing market cycle," Energy Economics, Elsevier, vol. 61(C), pages 209-220.

  36. Zellner, Arnold, 1990. "Guy H. Orcutt : Contributions to economic statistics," Journal of Economic Behavior & Organization, Elsevier, vol. 14(1), pages 43-51, September.

    Cited by:

    1. Kohei Enami & John Mullahy, 2009. "Tobit at fifty: a brief history of Tobin's remarkable estimator, of related empirical methods, and of limited dependent variable econometrics in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 18(6), pages 619-628, June.

  37. Zellner, Arnold & Hong, Chansik, 1989. "Forecasting international growth rates using Bayesian shrinkage and other procedures," Journal of Econometrics, Elsevier, vol. 40(1), pages 183-202, January.
    See citations under working paper version above.
  38. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.
    See citations under working paper version above.
  39. Zellner, Arnold, 1988. "Bayesian analysis in econometrics," Journal of Econometrics, Elsevier, vol. 37(1), pages 27-50, January.

    Cited by:

    1. Menzies Gordon Douglas & Zizzo Daniel John, 2009. "Inferential Expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-27, December.
    2. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    3. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
    4. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
    5. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    6. Pholo Bala, Alain, 2009. "Urban concentration and economic growth: checking for specific regional effects," LIDAM Discussion Papers CORE 2009038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    8. Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
    9. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
    11. Griffiths, William E., 1988. "Bayesian Econometrics and How to Get Rid of Those Wrong Signs," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 56(01), pages 145-145, April.
    12. Ni, Shawn & Ratti, Ronald A., 2009. "Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis," Economics Discussion Papers 2009-12, Kiel Institute for the World Economy (IfW Kiel).
    13. Sanjay Chaudhuri & Malay Ghosh, 2011. "Empirical likelihood for small area estimation," Biometrika, Biometrika Trust, vol. 98(2), pages 473-480.
    14. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
    15. Kwan, Yum K., 1998. "Asymptotic Bayesian analysis based on a limited information estimator," Journal of Econometrics, Elsevier, vol. 88(1), pages 99-121, November.
    16. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697.
    17. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    18. Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Discussion Paper 1988-5, Tilburg University, Center for Economic Research.
    19. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, University Library of Munich, Germany.
    20. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
    21. Marek Jarocinski & Albert Marcet, 2011. "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers dp1061, Centre for Economic Performance, LSE.
    22. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    23. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
    24. Meher Manzur & Wing-Keung Wong & Inn-Chau Chee, 1999. "Measuring international competitiveness: experience from East Asia," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1383-1391.
    25. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-.
    26. Justel, Ana & Sánchez, María Jesús, 1994. "Grupos atípicos en modelos econométricos," DES - Documentos de Trabajo. Estadística y Econometría. DS 10755, Universidad Carlos III de Madrid. Departamento de Estadística.
    27. M. Tolga Akçura & Füsun F. Gönül & Elina Petrova, 2004. "Consumer Learning and Brand Valuation: An Application on Over-the-Counter Drugs," Marketing Science, INFORMS, vol. 23(1), pages 156-169, April.
    28. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
    29. Li, Mingliang & Mumford, Kevin J. & Tobias, Justin L., 2012. "A Bayesian analysis of payday loans and their regulation," Journal of Econometrics, Elsevier, vol. 171(2), pages 205-216.
    30. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
    31. Kleibergen, F.R. & van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    32. Bauwens, L. & Dijk, H. K., 1989. "Bayesian Limited Information Analysis Revisited," Econometric Institute Archives 272386, Erasmus University Rotterdam.
    33. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    34. Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
    35. Kien C. Tran & Mike G. Tsionas, 2022. "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 489-506, September.
    36. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    37. Haiyan Song, 1995. "A time-varying parameter consumption model for the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 339-342.
    38. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
    39. Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2019. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
    40. Hop, J. P. & van Duk, H. K., 1990. "Two Algorithms For The Computation Of Posterior Moments And Densities Using Monte Carlo Integration," Econometric Institute Archives 272483, Erasmus University Rotterdam.
    41. Arnold Zellner, 2001. "Remarks on a 'critique' of the Bayesian Method of Moments," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 775-778.
    42. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
    43. Kousik Maiti & Suchandan Kayal, 2019. "Estimation for the generalized Fréchet distribution under progressive censoring scheme," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(5), pages 1276-1301, October.
    44. Dellaportas, Petros & Tsionas, Mike G., 2019. "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, vol. 210(1), pages 45-57.
    45. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
    46. G. Datta & M. Ghosh & R. Steorts & J. Maples, 2011. "Bayesian benchmarking with applications to small area estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 574-588, November.
    47. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
    48. Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
    49. Heckelei, Thomas & Mittelhammer, Ron C., 2003. "Bayesian bootstrap multivariate regression," Journal of Econometrics, Elsevier, vol. 112(2), pages 241-264, February.
    50. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    51. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.
    52. Esfandiar Maasoumi, 1988. "5 On Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 340-343, December.
    53. Melvin Novick, 1980. "Statistics as psychometrics," Psychometrika, Springer;The Psychometric Society, vol. 45(4), pages 411-424, December.

  40. Zellner, Arnold & Highfield, Richard A., 1988. "Calculation of maximum entropy distributions and approximation of marginalposterior distributions," Journal of Econometrics, Elsevier, vol. 37(2), pages 195-209, February.

    Cited by:

    1. Ryu, Hang K. & Slottje, Daniel J., 1996. "Two flexible functional form approaches for approximating the Lorenz curve," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 251-274.
    2. Tack, Jesse, 2013. "A Nested Test for Common Yield Distributions with Applications to U.S. Corn," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-14, April.
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    9. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2020. "The Cyclicality of Labor Force Participation Flows: The Role of Labor Supply Elasticities and Wage Rigidity," Working Papers 20-23, Federal Reserve Bank of Philadelphia.
    10. Azmat, Ghazala & Guell, Maia & Manning, Alan, 2004. "Gender gaps in unemployment rates in OECD countries," LSE Research Online Documents on Economics 19995, London School of Economics and Political Science, LSE Library.
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    21. Gorui Bian, 1997. "Bayesian inference in location-scale distributions with independent bivariate priors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 137-157, June.
    22. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
    23. Salvas-Bronsard, Lise, 1985. "L’information a priori en économétrie," L'Actualité Economique, Société Canadienne de Science Economique, vol. 61(3), pages 287-298, septembre.
    24. Benjamin M. Friedman & Kenneth N. Kuttner, 1989. "Money, Income and Prices After the 1980s," NBER Working Papers 2852, National Bureau of Economic Research, Inc.
    25. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

  47. Veloce, William & Zellner, Arnold, 1985. "Entry and empirical demand and supply analysis for competitive industries," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 459-471.

    Cited by:

    1. Arnold Zellner & Jacques K. Ngoie, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
    2. Banerjee, Sanjibani & A. Barnett, William & A. Duzhak, Evgeniya & Gopalan, Ramu, 2011. "Bifurcation analysis of Zellner's Marshallian Macroeconomic Model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1577-1585, September.
    3. Herbert Ntuli, 2019. "Can local communities afford full control over wildlife conservation? The Case of CAMPFIRE in Zimbabwe," Working Papers 179, Economic Research Southern Africa.
    4. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
    5. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    6. Barnett, William A. & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
    7. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    8. Zellner Arnold, 2002. "My Experiences with Nonlinear Dynamic Models in Economics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-18, July.
    9. Zellner, Arnold, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 499-502, December.
    10. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.

  48. Zellner, Arnold & Moulton, Brent R., 1985. "Bayesian regression diagnostics with applications to international consumption and income data," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 187-211.

    Cited by:

    1. L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 2. Computational Methods and Algorithms," Environment and Planning A, , vol. 27(4), pages 615-644, April.
    2. Muhammad Akbar, 2023. "Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan: Bayesian econometric analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1470-1487, April.
    3. Zellner, Arnold & Tobias, Justin & Ryu, Hang, 1998. "Bayesian Method of Moments (BMOM) Analysis of Parametric and Semiparametric Regression Models," CUDARE Working Papers 198660, University of California, Berkeley, Department of Agricultural and Resource Economics.
    4. Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.
    5. Guttman, Irwin, 1992. "A Bayesian look at diagnostics in the univariate linear model," UC3M Working papers. Economics 2831, Universidad Carlos III de Madrid. Departamento de Economía.
    6. Zellner, Arnold, 2004. "To test or not to test and if so, how?: Comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 581-586, November.
    7. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    8. Young, Karen D. S. & Pettit, Lawrence I., 1996. "On priors and Bayes factors," Journal of Econometrics, Elsevier, vol. 75(1), pages 113-119, November.
    9. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.

  49. Zellner, Arnold & Rossi, Peter E., 1984. "Bayesian analysis of dichotomous quantal response models," Journal of Econometrics, Elsevier, vol. 25(3), pages 365-393, July.

    Cited by:

    1. A. M. Abd El-Raheem & M. H. Abu-Moussa & Marwa M. Mohie El-Din & E. H. Hafez, 2020. "Accelerated Life Tests under Pareto-IV Lifetime Distribution: Real Data Application and Simulation Study," Mathematics, MDPI, vol. 8(10), pages 1-19, October.
    2. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org.
    3. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September.
    4. Ponce, Aldo F, 2013. "What Do Parties Do in Congress? Explaining the Allocation of Legislative Specialization," MPRA Paper 46573, University Library of Munich, Germany.
    5. Gabriele B. Durrant & Chris Skinner, 2006. "Using data augmentation to correct for non‐ignorable non‐response when surrogate data are available: an application to the distribution of hourly pay," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(3), pages 605-623, July.
    6. William E. Griffiths & R. Carter Hill & Christopher J. O'Donnell, 2001. "Including Prior Information in Probit Model Estimation," Department of Economics - Working Papers Series 816, The University of Melbourne.
    7. Mittelhammer, Ron C. & Judge, George, 2011. "A family of empirical likelihood functions and estimators for the binary response model," Journal of Econometrics, Elsevier, vol. 164(2), pages 207-217, October.
    8. Marsh, L.C.Lawrence C., 2004. "The econometrics of higher education: editor's view," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 1-18.
    9. Peter Haan & Daniel Kemptner & Arne Uhlendorff, 2015. "Bayesian procedures as a numerical tool for the estimation of an intertemporal discrete choice model," Empirical Economics, Springer, vol. 49(3), pages 1123-1141, November.
    10. Min, Chung-ki, 1998. "A Gibbs sampling approach to estimation and prediction of time-varying-parameter models," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 171-194, April.
    11. Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2008. "Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4608-4624, June.
    12. Peter E. Rossi, 1984. "Convergence of Integrals Encountered in Dichotomous Dependent Variable Problems," Discussion Papers 588, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    13. Fruhwirth-Schnatter, Sylvia & Fruhwirth, Rudolf, 2007. "Auxiliary mixture sampling with applications to logistic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3509-3528, April.
    14. Edsel A. Peña & Wensong Wu & Walter Piegorsch & Ronald W. West & LingLing An, 2017. "Model Selection and Estimation with Quantal‐Response Data in Benchmark Risk Assessment," Risk Analysis, John Wiley & Sons, vol. 37(4), pages 716-732, April.
    15. DeSarbo, Wayne S. & Kim, Youngchan & Fong, Duncan, 1998. "A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 79-108, November.
    16. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
    17. Groenewald, Pieter C. N. & Mokgatlhe, Lucky, 2005. "Bayesian computation for logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 48(4), pages 857-868, April.
    18. Poirier, Dale J., 1996. "A Bayesian analysis of nested logit models," Journal of Econometrics, Elsevier, vol. 75(1), pages 163-181, November.
    19. Xiaobin Yang & Keying Ye & Yanping Wang, 2011. "A Study of the Probit Model with Latent Variables in Phase I Clinical Trials," Working Papers 0030, College of Business, University of Texas at San Antonio.
    20. John Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.
    21. Johan Koskinen & Sten-Ã…ke Stenberg, 2012. "Bayesian Analysis of Multilevel Probit Models for Data With Friendship Dependencies," Journal of Educational and Behavioral Statistics, , vol. 37(2), pages 203-230, April.
    22. Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005. "Bayesian Methods for Improving Credit Scoring Models," Finance 0505024, University Library of Munich, Germany.
    23. Poirier, Dale J., 2012. "Perfect classifiers in partial observability bivariate probit," Economics Letters, Elsevier, vol. 116(3), pages 361-362.
    24. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    25. Stuart R. Lipsitz & Garrett M. Fitzmaurice & Roger D. Weiss, 2020. "Using Multiple Imputation with GEE with Non-monotone Missing Longitudinal Binary Outcomes," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 890-904, December.
    26. Hop, J. P. & van Duk, H. K., 1990. "Two Algorithms For The Computation Of Posterior Moments And Densities Using Monte Carlo Integration," Econometric Institute Archives 272483, Erasmus University Rotterdam.
    27. Naranjo, L. & Martín, J. & Pérez, C.J., 2014. "Bayesian binary regression with exponential power link," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 464-476.
    28. Marsh, L.C.Lawrence C. & Zellner, Arnold, 2004. "Bayesian solutions to graduate admissions and related selection problems," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 405-426.
    29. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
    30. Xiaoyong Li & Giuseppe T. Cirella & Yali Wen & Yi Xie, 2020. "Farmers’ Intentions to Lease Forestland: Evidence from Rural China," Land, MDPI, vol. 9(3), pages 1-18, March.

  50. Veloce, William & Zellner, Arnold, 1984. "Modeling a competitive industry with entry : Implications for demand and supply analysis," Economics Letters, Elsevier, vol. 16(1-2), pages 71-75.

    Cited by:

    1. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.

  51. Zellner, Arnold, 1981. "Posterior odds ratios for regression hypotheses : General considerations and some specific results," Journal of Econometrics, Elsevier, vol. 16(1), pages 151-152, May.

    Cited by:

    1. James M. Poterba & Lawrence H. Summers, 1981. "Dividend Taxes, Corporate Investment, and "Q"," NBER Working Papers 0829, National Bureau of Economic Research, Inc.
    2. Edward Greenberg & Robert P. Parks, 1993. "A Predictive Approach to Model Selection and Multicollinearity," Econometrics 9308001, University Library of Munich, Germany.
    3. Victor Zarnowitz, 1983. "Rational Expectations and Macroeconomic Forecasts," NBER Working Papers 1070, National Bureau of Economic Research, Inc.

  52. Palm, Franz & Zellner, Arnold, 1980. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 12(3), pages 251-283, April.
    See citations under working paper version above.
  53. Zellner, Arnold, 1980. "A Note on the Relationship of Minimum Expected Loss (MELO) and Other Structural Coefficient Estimates," The Review of Economics and Statistics, MIT Press, vol. 62(3), pages 482-484, August.

    Cited by:

    1. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    2. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.
    3. Andres Ramirez-Hassan & Manuel Correa-Giraldo, 2018. "Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach," Papers 1809.06996, arXiv.org.

  54. Zellner, Arnold, 1979. "Causality and econometrics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 9-54, January.

    Cited by:

    1. Fazal, Rizwan & Rehman, Syed Aziz Ur & Rehman, Atiq Ur & Bhatti, Muhammad Ishaq & Hussain, Anwar, 2021. "Energy-environment-economy causal nexus in Pakistan: A graph theoretic approach," Energy, Elsevier, vol. 214(C).
    2. Benjamin M. Friedman, 1981. "The Roles of Money and Credit in Macroeconomic Analysis," NBER Working Papers 0831, National Bureau of Economic Research, Inc.
    3. George S. Tavlas & P.A.V.B. Swamy, 2006. "The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation," Working Papers 34, Bank of Greece.
    4. Ulibarri, Carlos A., 1998. "Is after-hours trading informative?," MPRA Paper 14818, University Library of Munich, Germany.
    5. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
    6. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany.
    7. Tran Hoa, 1981. "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(1), pages 110-124, March.
    8. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 119(1), pages 64-83, March.
    9. Emerick, Paula A. & Willett, Lois Schertz & Novakovic, Andrew M., 1993. "Incorporating Price Regulation in Causality Tests for Dairy Markets," Staff Papers 121338, Cornell University, Department of Applied Economics and Management.
    10. Frederic S. Mishkin, 1980. "Does Anticipated Monetary Policy Matter? An Econometric Investigation," NBER Working Papers 0506, National Bureau of Economic Research, Inc.
    11. Magdalena Osinska, 2011. "On the Interpretation of Causality in Granger’s Sense," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 129-140.
    12. Gebhard Kirchgässner, 1985. "Die Schweiz im internationalen Zinszusammenhang. Eine zeitreihenanalytische Untersuchung für die Zeit von 1974 bis 1983," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 329-351, December.
    13. Christian Bordes & Michael Driscoll & Garry Mac Donald, 1985. "Le contenu en information des agrégats monétaires français," Revue Économique, Programme National Persée, vol. 36(6), pages 1169-1206.
    14. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Division of Economics, School of Business, University of Leicester.
    15. Ali Darrat, 2002. "On Budget Deficits And Interest Rates: Another Look At The Evidence," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 19-29.
    16. Bordo, Michael D., 1986. "Explorations in monetary history: A survey of the literature," Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
    17. Wilford L. L'Esperance, 1979. "Comment," International Regional Science Review, , vol. 4(2), pages 164-166, December.
    18. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    19. Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
    20. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
    21. Imke Brüggemann & Dieter Nautz, 1997. "Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(3), pages 523-537, September.
    22. Christian Gross, 2011. "Explaining the (non-) causality between energy and economic growth in the U.S. - A multivariate sectoral analysis," Papers on Economics and Evolution 2011-04, Philipps University Marburg, Department of Geography.
    23. Drummond, Paulo, 1993. "Optimum pricing policy, government induced shocks and the dispersion of relative prices in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(4), October.
    24. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
    25. Russel, James R. & Purcell, Wayne D., 1982. "Implications Of Computerized Trading Of Slaughter Lambs On Pricing Efficiency," 1982 Annual Meeting, August 1-4, Logan, Utah 279147, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    26. David Joulfaian & Rajen Mookeriee, 1990. "The Government Revenue-Expenditure Nexus: Evidence from a State," Public Finance Review, , vol. 18(1), pages 92-103, January.
    27. Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014. "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics 14/18, Division of Economics, School of Business, University of Leicester.
    28. Paul Hunermund & Elias Bareinboim, 2019. "Causal Inference and Data Fusion in Econometrics," Papers 1912.09104, arXiv.org, revised Mar 2023.
    29. Frederic S. Mishkin, 1981. "Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," NBER Working Papers 0693, National Bureau of Economic Research, Inc.
    30. P. Swamy & Stephen Hall, 2012. "Measurement of causal effects," Economic Change and Restructuring, Springer, vol. 45(1), pages 3-23, February.
    31. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    32. Termini, Valeria A., 1981. "Logical, mechanical and historical time in economics," MPRA Paper 24491, University Library of Munich, Germany.
    33. De La Cruz Martinez, Justino, 1999. "Mexico's balance of payments and exchange rates: a cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 401-421.
    34. Lin, Justin Yifu & Monga, Celestin, 2010. "The growth report and new structural economics," Policy Research Working Paper Series 5336, The World Bank.
    35. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
    36. Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper 1989-14, Tilburg University, Center for Economic Research.
    37. Magazzino, Cosimo, 2010. "Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality," MPRA Paper 26668, University Library of Munich, Germany.
    38. Wallace E. Huffman & James R. Lothian, 1984. "The Gold Standard and the Transmission of Business Cycles, 1833-1932," NBER Chapters, in: A Retrospective on the Classical Gold Standard, 1821-1931, pages 455-512, National Bureau of Economic Research, Inc.
    39. René Capitelli, 1985. "Eine empirische Untersuchung über den Zusammenhang von kurz-, mittel- und langfristigen schweizerischen Zinssätzen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(I), pages 1-22, March.
    40. Zellner, Arnold, 2007. "Philosophy and objectives of econometrics," Journal of Econometrics, Elsevier, vol. 136(2), pages 331-339, February.
    41. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
    42. Daniel L. Thornton, 2010. "Monetizing the debt," Economic Synopses, Federal Reserve Bank of St. Louis.
    43. Fazal, Rizwan & Bhatti, M. Ishaq & Rehman, Atiq Ur, 2022. "Causality Analysis: The study of Size and Power based on riz-PC Algorithm of Graph Theoretic Approach," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
    44. P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Division of Economics, School of Business, University of Leicester.
    45. P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, vol. 4(2), pages 1-23, March.
    46. Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
    47. Ali F. Darrat, 1985. "Inflation and Federal Budget Deficits: some Empirical Results," Public Finance Review, , vol. 13(2), pages 206-215, April.
    48. Nuno Ornelas Martins & Ricardo Morais, 2015. "The influence of critical realism on managerial prediction," Working Papers de Gestão (Management Working Papers) 02, Católica Porto Business School, Universidade Católica Portuguesa.
    49. Roelf Bult, Jan & Leeflang, Peter S. H. & Wittink, Dick R., 1997. "The relative performance of bivariate causality tests in small samples," European Journal of Operational Research, Elsevier, vol. 97(3), pages 450-464, March.
    50. Michael A. Conte & Ali F. Darrat, 1993. "Testing Alternative Views Of Government Budgeting," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 19-40, September.
    51. Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
    52. Ali F. Darrat, 1998. "Tax and Spend, or Spend and Tax? An Inquiry into the Turkish Budgetary Process," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 940-956, April.
    53. Bennett T. McCallum, 2009. "Causality, Structure, and the Uniqueness of Rational Expectations Equilibria," NBER Working Papers 15234, National Bureau of Economic Research, Inc.
    54. Peter Adams & Michael D. Hurd & Daniel L. McFadden & Angela Merrill & Tiago Ribeiro, 2004. "Healthy, Wealthy, and Wise? Tests for Direct Causal Paths between Health and Socioeconomic Status," NBER Chapters, in: Perspectives on the Economics of Aging, pages 415-526, National Bureau of Economic Research, Inc.
    55. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    56. Swamy Paravastu & Peter Muehlen & Jatinder Singh Mehta & I-Lok Chang, 2022. "The State Of Econometrics After John W. Pratt, Robert Schlaifer, Brian Skyrms, And Robert L. Basmann," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 627-654, November.
    57. Hushak, Leroy J., 1985. "The Exchange Rate And Agriculture: Real Issue Or Dead Horse!," 1985 Annual Meeting, August 4-7, Ames, Iowa 278660, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    58. Glismann, Hans H. & Horn, Ernst-Jürgen, 1988. "Growth, growth fluctuations, and the stages of technological advance," Kiel Working Papers 327, Kiel Institute for the World Economy (IfW Kiel).
    59. Ali F. Darrat & Tarun K. Mukherjee, 1995. "Inter‐industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 141-155, March.
    60. Bennett T. McCallum, 2010. "Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 107-120, March.
    61. Ali F. Darrat & Karin P. LaBarge & Richard A. LaBarge, 1989. "Is Financial Deepening a Reliable Prescription for Economic Growth?," The American Economist, Sage Publications, vol. 33(2), pages 25-33, October.
    62. Edward Offenbacher & Richard D. Porter & Georg Rich, 1983. "Empirical comparisons of credit and monetary aggregates using vector autoregressive methods," Economic Review, Federal Reserve Bank of Richmond, vol. 69(Nov), pages 16-29.
    63. Ali F. Darrat & Bill P. Bowers, 1996. "On the U.S. Budget Deficit Dilemma: Has Television Contributed?," The American Economist, Sage Publications, vol. 40(2), pages 77-85, October.

  55. Zellner, Arnold, 1979. "An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 679-692, October.

    Cited by:

    1. Xu, Qinfeng & You, Jinhong & Zhou, Bin, 2008. "Seemingly unrelated nonparametric models with positive correlation and constrained error variances," Economics Letters, Elsevier, vol. 99(2), pages 223-227, May.

  56. Press, S. James & Zellner, Arnold, 1978. "Posterior distribution for the multiple correlation coefficient with fixed regressors," Journal of Econometrics, Elsevier, vol. 8(3), pages 307-321, December.

    Cited by:

    1. Sung, Ming-Chien & McDonald, David C.J. & Johnson, Johnnie E.V., 2016. "Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1021-1030.
    2. Koop, Gary & Poirier, Dale J., 1997. "Learning about the across-regime correlation in switching regression models," Journal of Econometrics, Elsevier, vol. 78(2), pages 217-227, June.
    3. Retzer, J.J. & Soofi, E.S. & Soyer, R., 2009. "Information importance of predictors: Concept, measures, Bayesian inference, and applications," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2363-2377, April.
    4. Alberto J. Hernández & Maikol Solís, 2023. "Geometric goodness of fit measure to detect patterns in data point clouds," Computational Statistics, Springer, vol. 38(3), pages 1231-1253, September.
    5. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
    6. Leamer, Edward E., 2016. "S-values: Conventional context-minimal measures of the sturdiness of regression coefficients," Journal of Econometrics, Elsevier, vol. 193(1), pages 147-161.
    7. Bailey K. Fosdick & Adrian E. Raftery, 2012. "Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes," The American Statistician, Taylor & Francis Journals, vol. 66(1), pages 34-41, February.

  57. Zellner, Arnold, 1978. "Jeffreys-Bayes posterior odds ratio and the Akaike information criterion for discriminating between models," Economics Letters, Elsevier, vol. 1(4), pages 337-342.

    Cited by:

    1. David E. A. Giles & Peter Hampton, 1985. "An Engel Curve Analysis of Household Expenditure in New Zealand," The Economic Record, The Economic Society of Australia, vol. 61(1), pages 450-462, March.
    2. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
    3. Edward Greenberg & Robert P. Parks, 1993. "A Predictive Approach to Model Selection and Multicollinearity," Econometrics 9308001, University Library of Munich, Germany.
    4. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    5. Palm, Franz C., 1995. "Bayesian model selection and prediction with empirical applications comments," Journal of Econometrics, Elsevier, vol. 69(1), pages 333-335, September.
    6. Phillips, Peter C. B., 1995. "Bayesian prediction a response," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September.
    7. Keuzenkamp, H.A. & McAleer, M., 1994. "Simplicity, scientific inference and econometric modelling," Discussion Paper 1994-56, Tilburg University, Center for Economic Research.

  58. Zellner, Arnold, 1978. "Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach," Journal of Econometrics, Elsevier, vol. 8(2), pages 127-158, October.

    Cited by:

    1. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    2. Francis X. Diebold & Russell L. Lamb, 1996. "Why are estimates of agricultural supply response so variable?," Finance and Economics Discussion Series 96-8, Board of Governors of the Federal Reserve System (U.S.).
    3. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    4. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part II: Aspects of Exchange-Rate Economics," Economics Discussion / Working Papers 03-06, The University of Western Australia, Department of Economics.
    5. John M. Abowd & Orley Ashenfelter, 1980. "Anticipated Unemployment, Temporary Layoffs and Compensating Wage Differentials," Working Papers 517, Princeton University, Department of Economics, Industrial Relations Section..
    6. Kenneth Clements & Yihui Lan, 2007. "Exchange rates, productivity, poverty and inequality," Applied Economics, Taylor & Francis Journals, vol. 39(4), pages 471-476.
    7. Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.
    8. Garrett Sonnier & Andrew Ainslie & Thomas Otter, 2007. "Heterogeneity distributions of willingness-to-pay in choice models," Quantitative Marketing and Economics (QME), Springer, vol. 5(3), pages 313-331, September.
    9. Deschamps, Philippe J., 2000. "Exact small-sample inference in stationary, fully regular, dynamic demand models," Journal of Econometrics, Elsevier, vol. 97(1), pages 51-91, July.
    10. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
    11. Perloff, Jeffrey M. & Schlenker, Wolfram & Sears, Molly & Wu, Ximing, 2020. "Crop Failures from Temperature and Precipitation Shocks: Implications for U.S. Crop Insurance," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304540, Agricultural and Applied Economics Association.
    12. Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics.
    13. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    14. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
    15. Yihui Lan, 2001. "The Long-Run Value of Currencies: A Big Mac Perspective," Economics Discussion / Working Papers 01-17, The University of Western Australia, Department of Economics.
    16. Traoré, Fousseini, 2013. "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 94(3).
    17. Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
    18. Hee Mok Park & Puneet Manchanda, 2015. "When Harry Bet with Sally: An Empirical Analysis of Multiple Peer Effects in Casino Gambling Behavior," Marketing Science, INFORMS, vol. 34(2), pages 179-194, March.
    19. Richard T. Carson & Mikołaj Czajkowski, 2018. "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers 2018-04, Faculty of Economic Sciences, University of Warsaw.
    20. Magdalinos, Michael A. & Symeonides, Spyridon D., 1996. "A reinterpretation of the tests of overidentifying restrictions," Journal of Econometrics, Elsevier, vol. 73(2), pages 325-353, August.
    21. Joseph G. Hirschberg & Jenny N. Lye, 2004. "Inferences for the Extremum of Quadratic Regression Models," Department of Economics - Working Papers Series 906, The University of Melbourne.
    22. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.

  59. Zellner, Arnold, 1976. "Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Further Reply," Econometrica, Econometric Society, vol. 44(3), pages 627-628, May.

    Cited by:

    1. Mouchart, M. & Orsi, R., 2015. "Building a structural model: parameterization and structurality," LIDAM Discussion Papers CORE 2015056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  60. Zellner, Arnold, 1976. "Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Reply," Econometrica, Econometric Society, vol. 44(3), pages 619-624, May.

    Cited by:

    1. Mouchart, M. & Orsi, R., 2015. "Building a structural model: parameterization and structurality," LIDAM Discussion Papers CORE 2015056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  61. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.
    See citations under working paper version above.
  62. Zellner, Arnold & Williams, Anne D., 1973. "Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function," Journal of Econometrics, Elsevier, vol. 1(3), pages 267-299, October.

    Cited by:

    1. Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.

  63. Zellner, Arnold, 1972. "Constraints Often Overlooked in Analyses of Simultaneous Equation Models," Econometrica, Econometric Society, vol. 40(5), pages 849-853, September.

    Cited by:

    1. Mouchart, M. & Orsi, R., 2015. "Building a structural model: parameterization and structurality," LIDAM Discussion Papers CORE 2015056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, University Library of Munich, Germany.
    3. Kenneth C. Land & Marcus Felson, 1978. "Sensitivity Analysis of Arbitrarily Identified Simultaneous-Equation Models," Sociological Methods & Research, , vol. 6(3), pages 283-307, February.

  64. Zellner, Arnold & Montmarquette, Claude, 1971. "A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 335-342, November.

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    1. J.C.R. Rowley & D.A. Wilton, 1972. "Known Moving-Average Transformations and Autoregressive Processes," Working Paper 70, Economics Department, Queen's University.
    2. Maria Nikoloudaki & Dikaios Tserkezos, 2008. "Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics.
    3. Levy, Haim & Schwarz, Gideon, 1997. "Correlation and the time interval over which the variables are measured," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 341-350.
    4. Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
    5. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
    6. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Doyle, Joanne & Eades, Kenneth & Marshall, Brooks, 2021. "Estimating the effect of active management and private equity for defined benefit pension funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 161-169.
    8. Steven C. Blank & Brian H. Schmiesing, 1990. "Whimsical aggregation of temporal data, market identification, and fragile results," Agribusiness, John Wiley & Sons, Ltd., vol. 6(1), pages 33-40.
    9. Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 987-1003, September.
    10. Ruist, Erik, 1996. "Temporal Aggregation of an Econometric Equation," Working Papers 52, National Institute of Economic Research.
    11. Jon Cockerline & John F. Helliwell & Robert Lafrance, 1988. "Multicountry Modeling of Financial Markets," NBER Working Papers 2736, National Bureau of Economic Research, Inc.
    12. Babai, M. Zied & Ali, Mohammad M. & Nikolopoulos, Konstantinos, 2012. "Impact of temporal aggregation on stock control performance of intermittent demand estimators: Empirical analysis," Omega, Elsevier, vol. 40(6), pages 713-721.
    13. Teles, Paulo & Wei, William W. S., 2000. "The effects of temporal aggregation on tests of linearity of a time series," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 91-103, July.
    14. Janice Boucher Breuer & John Mcdermott & Warren E. Weber, 2018. "Time Aggregation and the Relationship between Inflation and Money Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 351-375, March.
    15. Masson, Paul & Clinton, Kevin, 1976. "Un modèle mensuel du secteur financier au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 52(2), pages 169-184, avril.
    16. Chateau, Jean-Pierre D., 1979. "Une analyse économétrique de la demande et de l’offre de dépôts des sociétés de crédit populaire : le cas des Caisses populaires," L'Actualité Economique, Société Canadienne de Science Economique, vol. 55(2), pages 207-229, avril.
    17. Marcello Estevao, "undated". "Measurement Error and Time Aggregation: A Closer Look at Estimates of Output-Labor Elasticities," Finance and Economics Discussion Series 1996-02, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
    18. Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "Temporal Aggregation and Structural Inference in Macroeconomics," NBER Technical Working Papers 0060, National Bureau of Economic Research, Inc.
    19. Han Liu & Ying Liu & Yonglian Wang, 2021. "Exploring the influence of economic policy uncertainty on the relationship between tourism and economic growth with an MF-VAR model," Tourism Economics, , vol. 27(5), pages 1081-1100, August.
    20. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
    21. Breitung, Jörg & Swanson, Norman Rasmus, 1998. "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    22. Gulasekaran Rajaguru & Michael O’Neill & Tilak Abeysinghe, 2018. "Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?," Econometrics, MDPI, vol. 6(2), pages 1-24, June.
    23. Montmarquette, Claude, 1976. "Commentaires sur le traitement des inventaires dans le modèle CANDIDE," L'Actualité Economique, Société Canadienne de Science Economique, vol. 52(1), pages 65-68, janvier.
    24. Alexandre Petkovic, 2009. "Three essays on exotic option pricing, multivariate Lévy processes and linear aggregation of panel models," ULB Institutional Repository 2013/210357, ULB -- Universite Libre de Bruxelles.

  65. Zellner, Arnold, 1970. "Estimation of Regression Relationships Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 441-454, October.

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    1. Friedrich Schneider, 2017. "Shadow Economies around the World: New Results for 158 Countries over 1991-2015," Economics working papers 2017-10, Department of Economics, Johannes Kepler University Linz, Austria.
    2. Di Tommaso Maria Laura & Shima Isilda & Steinar Strom & Bettio Francesca, 2007. "As Bad as it Gets: Well Being Deprivation of Sexually Exploited Trafficked women," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200703, University of Turin.
    3. Bekker, Paul & Kapteyn, Arie & Wansbeek, Tom, 1987. "Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables," Econometrica, Econometric Society, vol. 55(5), pages 1223-1230, September.
    4. Rahman, Tauhidur & Mittelhammer, Ron C. & Wandschneider, Philip R., 2011. "Measuring quality of life across countries: A multiple indicators and multiple causes approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(1), pages 43-52, February.
    5. Nezhyvenko, O., 2019. "Indirect or Macroeconomic Methods in Measuring the Informal Economy," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 8(4), pages 201-215, December.
    6. Francisco J. Bahamonde-Birke & Juan de Dios Ortúzar, 2015. "About the Categorization of Latent Variables in Hybrid Choice Models," Discussion Papers of DIW Berlin 1527, DIW Berlin, German Institute for Economic Research.
    7. David Giles, 1997. "Causality between the measured and underground economies in New Zealand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 63-67.
    8. McCluskey, Jill & Rausser, Gordon C., 2000. "Estimation of perceived risk and its effect on property values," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt46x0r71b, Department of Agricultural & Resource Economics, UC Berkeley.
    9. Di Matteo, Livio & Herbert Emery, J. C., 2002. "Wealth and the demand for life insurance: evidence from Ontario, 1892," Explorations in Economic History, Elsevier, vol. 39(4), pages 446-469, October.
    10. Paris, Quirino & Caputo, Michael R., 2004. "Efficient Estimates of a Model of Production and Cost," Working Papers 93742, University of California, Davis, Department of Agricultural and Resource Economics.
    11. Andrzej Buszko, 2017. "The Level Of Shadow Economy In Warmińsko-Mazurski And Kujawsko-Pomorski Regions," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 6(4), pages 9-21.
    12. Roberto Dell´Anno, 2007. "The shadow economy in Portugal: An analysis with the MIMIC approach," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 253-277, November.
    13. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2008. "Nonparametric estimation of conditional beta pricing models," DEE - Working Papers. Business Economics. WB wb082403, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    14. Tindara Addabbo & Elena Sarti & Dario Sciulli, 2013. "Disability, life satisfaction and social interaction in Italy," Department of Economics (DEMB) 0016, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    15. Ramses H. Abul Naga & Robin Burgess, 1997. "Prediction and Determination of Household Permanent Income," STICERD - Distributional Analysis Research Programme Papers 32, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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    17. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011. "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3362-3382.
    18. Martina Menon & Federico Perali & Luca Piccoli, 2018. "Collective consumption: an application to the passive drinking effect," Review of Economics of the Household, Springer, vol. 16(1), pages 143-169, March.
    19. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
    20. Kolstad, Charles D. & Xing, Yuqing, 1998. "Do Lax Environmental Regulations Attract Foreign Investment?," University of California at Santa Barbara, Economics Working Paper Series qt3268z4rx, Department of Economics, UC Santa Barbara.
    21. Mária Lackó, 2004. "Tax Rates and Corruption: Labour-market and Fiscal Effects. Empirical cross-country comparisons on OECD and transition countries," wiiw Research Reports 309, The Vienna Institute for International Economic Studies, wiiw.
    22. de Vries, F.P. & Withagen, C.A.A.M., 2005. "Innovation and environmental stringency : The case of sulfur dioxide abatement," Other publications TiSEM 9f3f79ab-2646-4f72-845c-4, Tilburg University, School of Economics and Management.
    23. Feltenstein, Andrew & Iwata, Shigeru, 2005. "Decentralization and macroeconomic performance in China: regional autonomy has its costs," Journal of Development Economics, Elsevier, vol. 76(2), pages 481-501, April.
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    25. Gervais, Martin & Klein, Paul, 2010. "Measuring consumption smoothing in CEX data," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 988-999, November.
    26. Paulo Mourao, 2020. "Exploring the Likelihood of a Country Being a Tax Haven Using MIMIC Models," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 5(1), pages 17-32, June.
    27. Bahamonde-Birke, Francisco J. & Hanappi, Tibor, 2016. "The potential of electromobility in Austria: Evidence from hybrid choice models under the presence of unreported information," Transportation Research Part A: Policy and Practice, Elsevier, vol. 83(C), pages 30-41.
    28. Francisco J. Bahamonde-Birke & Uwe Kunert & Heike Link & Juan de Dios Ortúzar, 2015. "About Attitudes and Perceptions: Finding the Proper Way to Consider Latent Variables in Discrete Choice Models," Discussion Papers of DIW Berlin 1474, DIW Berlin, German Institute for Economic Research.
    29. Francisco J. Bahamonde-Birke & Tibor Hanappi, 2015. "The Potential of Electromobility in Austria: An Analysis Based on Hybrid Choice Models," Discussion Papers of DIW Berlin 1472, DIW Berlin, German Institute for Economic Research.
    30. Helmut Herwartz & Friedrich Schneider & Egle Tafenau, 2011. "Regional Patterns of the Shadow Economy: Modelling Issues and Evidence from the European Union," Chapters, in: Friedrich Schneider (ed.), Handbook on the Shadow Economy, chapter 6, Edward Elgar Publishing.
    31. Indranil Bardhan & William Cooper & Subal Kumbhakar, 1998. "A Simulation Study of Joint Uses of Data Envelopment Analysis and Statistical Regressions for Production Function Estimation and Efficiency Evaluation," Journal of Productivity Analysis, Springer, vol. 9(3), pages 249-278, March.
    32. Maria Laura Di Tommaso, 2006. "Measuring the well being of children using a capability approach An application to Indian data," CHILD Working Papers wp05_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
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    35. Hassan, Mai & Schneider, Friedrich, 2016. "Size and Development of the Shadow Economies of 157 Countries Worldwide: Updated and New Measures from 1999 to 2013," IZA Discussion Papers 10281, Institute of Labor Economics (IZA).
    36. Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Andrzej Torój & Marek Rozkrut, 2019. "Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(1), pages 4-40, February.
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    63. Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995. "Nonlinear errors in variables Estimation of some Engel curves," Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
    64. Emmanuel Umoru Haruna & Usman Alhassan, 2022. "Does digitalization limit the proliferation of the shadow economy in African countries? An in‐depth panel analysis," African Development Review, African Development Bank, vol. 34(S1), pages 34-62, July.
    65. Joel Slemrod & Caroline Weber, 2012. "Evidence of the invisible: toward a credibility revolution in the empirical analysis of tax evasion and the informal economy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(1), pages 25-53, February.
    66. Ramses H. ABUL NAGA & Enrico BOLZANI, 2000. "Poverty and Permanent Income : A Methodology for Cross-Section Data," Cahiers de Recherches Economiques du Département d'économie 00.26, Université de Lausanne, Faculté des HEC, Département d’économie.
    67. Koffi, Siméon, 2022. "Analyse De L'Economie Informelle En Cote D'Ivoire : Determinants Et Taille [Analysis Of The Shadow Economy In Cote D'Ivoire: Determinants And Size]," MPRA Paper 114472, University Library of Munich, Germany, revised 06 Sep 2022.
    68. Hibbs Jr., Douglas A., 2004. "Voting and the Macroeconomy," Working Papers in Economics 144, University of Gothenburg, Department of Economics, revised 08 Apr 2006.
    69. Orviska, Marta & Caplanova, Anetta & Medved, Jozef & Hudson, John, 2006. "A cross-section approach to measuring the shadow economy," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 713-724, October.
    70. Lindsay M. Tedds & David E. A. Giles, 2000. "Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis," Econometrics Working Papers 0003, Department of Economics, University of Victoria.
    71. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
    72. Martina Menon & Federico Perali & Luca Piccoli, 2012. "The Passive Drinking Effect: A Collective Demand Application," Working Papers 05/2012, University of Verona, Department of Economics.
    73. David Giles, 1997. "The hidden economy and tax-evasion prosecutions in New Zealand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 281-285.
    74. Do-il Yoo & Jean-Paul Chavas, 2021. "An analysis of risk aversion in biotechnology adoption: the case of US genetically modified corn," Empirical Economics, Springer, vol. 60(5), pages 2613-2635, May.
    75. Liao, Fanchao & Molin, Eric & Timmermans, Harry & van Wee, Bert, 2019. "Consumer preferences for business models in electric vehicle adoption," Transport Policy, Elsevier, vol. 73(C), pages 12-24.
    76. Tindara Addabbo & Elena Sarti & Dario Sciulli, 2016. "Healthy life, social interaction and disability," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(6), pages 2609-2623, November.
    77. Mai HASSAN & Friedrich SCHNEIDER, 2016. "Modelling the Egyptian Shadow Economy: A MIMIC model and A Currency Demand approach," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 309-339, June.
    78. Anders Skrondal & Sophia Rabe‐Hesketh, 2007. "Latent Variable Modelling: A Survey," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(4), pages 712-745, December.
    79. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
    80. Mlambo, Kupukile & Murinde, Victor & Zhao, Tianshu, 2011. "How Does the Institutional Setting for Creditor Rights Affect Bank Lending and Risk-Taking?," Stirling Economics Discussion Papers 2011-03, University of Stirling, Division of Economics.

  66. Zellner, Arnold & Geisel, Martin S, 1970. "Analysis of Distributed Lag Models with Application to Consumption Function Estimation," Econometrica, Econometric Society, vol. 38(6), pages 865-888, November.

    Cited by:

    1. He Xi & Lopez Rigoberto & Liu Yizao, 2017. "Are Online and Offline Advertising Substitutes or Complements? Evidence from U.S. Food Industries," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 15(2), pages 1-10, December.
    2. Francis X. Diebold & Russell L. Lamb, 1996. "Why are estimates of agricultural supply response so variable?," Finance and Economics Discussion Series 96-8, Board of Governors of the Federal Reserve System (U.S.).
    3. E. Philip Howrey, 1980. "The Role of Time Series Analysis in Econometric Model Evaluation," NBER Chapters, in: Evaluation of Econometric Models, pages 275-307, National Bureau of Economic Research, Inc.
    4. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September.
    5. Eelco Kappe & Ashley Stadler Blank & Wayne S. DeSarbo, 2014. "A General Multiple Distributed Lag Framework for Estimating the Dynamic Effects of Promotions," Management Science, INFORMS, vol. 60(6), pages 1489-1510, June.
    6. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    7. Michio Hatanaka & T. Dudley Wallace, 1980. "Multicollinearity and the Estimation of Low-Order Moments in Stable Lag Distributions," NBER Chapters, in: Evaluation of Econometric Models, pages 323-337, National Bureau of Economic Research, Inc.
    8. G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc.
    9. Barbosa, Fernando de Holanda, 1978. "Expectativa adaptada e ajustamento parcial: identificação e discriminação entre os dois processos," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 32(3), July.
    10. Ralph Breuer & Malte Brettel & Andreas Engelen, 2011. "Incorporating long-term effects in determining the effectiveness of different types of online advertising," Marketing Letters, Springer, vol. 22(4), pages 327-340, November.
    11. Mahmood, Talat, 1990. "Die Dynamik der Rentabilität als stochastischer Prozess: eine empirische Zeitreihenanalyse von ausgewählten deutschen und amerikanischen Unternehmen. Vom Fachbereich 20 Informatik der Technischen Univ," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 112236, December.
    12. Jim Malley & Hassan Molana, 1999. "The Permanent Income Hypothesis Revisited," Dundee Discussion Papers in Economics 105, Economic Studies, University of Dundee.
    13. Anthony J. Pellechio, 1979. "Social Security and Retirement: Evidence From the Canada Time Series," NBER Working Papers 0351, National Bureau of Economic Research, Inc.
    14. Breuer, Ralph & Brettel, Malte, 2012. "Short- and Long-term Effects of Online Advertising: Differences between New and Existing Customers," Journal of Interactive Marketing, Elsevier, vol. 26(3), pages 155-166.
    15. Traoré, Fousseini, 2013. "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 94(3).
    16. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.
    17. Jim Malley & Hassan Molana, 1997. "The Permanent Income Hypothesis Revisited. Reconciling Evidence from Aggregate Data with the Representative Consumer Behaviour," Working Papers 9708, Business School - Economics, University of Glasgow.
    18. Mehmet Özcan, 2016. "Economical Expectation Theories with Quantitative Aspects: Case of Turkey and Kazakhstan," Eurasian Academy Of Sciences Social Sciences Journal, Eurasian Academy Of Sciences, vol. 7(7), pages 50-73, January.
    19. Thompson, Stanley R. & Butler, Leslie J., 1977. "Price Relationships For Frozen Apples And Tart Cherries," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 6(2), pages 1-11, October.
    20. Jim Malley & Hassan Molana, 2003. "The Life-Cycle-Permanent- Income Hypothesis: A Reinterpretation and Supporting Evidence," Dundee Discussion Papers in Economics 138, Economic Studies, University of Dundee.

  67. A. Zellner & N. S. Revankar, 1969. "Generalized Production Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(2), pages 241-250.

    Cited by:

    1. Bella, Giovanni & Mattana, Paolo, 2014. "Global indeterminacy of the equilibrium in the Chamley model of endogenous growth in the vicinity of a Bogdanov–Takens bifurcation," Mathematical Social Sciences, Elsevier, vol. 71(C), pages 69-79.
    2. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Kloodt, Nick, 2021. "Identification in a fully nonparametric transformation model with heteroscedasticity," Statistics & Probability Letters, Elsevier, vol. 170(C).
    4. J. Kirker Stephens & Rothwell Stephens, 1975. "Economic Hypotheses and the Derivation of Production Functions: A Comment," The Economic Record, The Economic Society of Australia, vol. 51(2), pages 253-255, June.
    5. Samb, R. & Heuchenne, C. & Van Keilegom, I., 2011. "Estimation of the error density in a semiparametric transformation model," LIDAM Discussion Papers ISBA 2011023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Kloodt, Nick & Neumeyer, Natalie, 2020. "Specification tests in semiparametric transformation models — A multiplier bootstrap approach," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    7. Basurto Hernandez, Saul & Maddison, David & Banerjee, Anindya, 2018. "The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis," 2018 Annual Meeting, August 5-7, Washington, D.C. 274376, Agricultural and Applied Economics Association.
    8. Mellander, Erik, 1991. "An Indirect Approach to Measuring Productivity in Private Services," Working Paper Series 300, Research Institute of Industrial Economics, revised Mar 1992.
    9. Benjamin Colling & Cédric Heuchenne & Rawane Samb & Ingrid Van Keilegom, 2015. "Estimation of the error density in a semiparametric transformation model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 1-18, February.
    10. Javier Barbero & Ernesto Rodríguez-Crespo, 2022. "Technological, institutional, and geographical peripheries: regional development and risk of poverty in the European regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(2), pages 311-332, October.
    11. Olesen, Ole Bent & Petersen, Niels Christian, 2013. "Imposing the Regular Ultra Passum law in DEA models," Omega, Elsevier, vol. 41(1), pages 16-27.
    12. King, Robert P. & Park, Timothy A., 2002. "Modeling Scale Economies In Supermarket Operations: Incorporating The Impacts Of Store Characteristics And Information Technologies," 2002 Annual meeting, July 28-31, Long Beach, CA 19881, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Ricardo S. Ehlers, 2011. "Comparison of Bayesian models for production efficiency," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2433-2443, January.
    14. Hang Ryu, 2009. "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, vol. 32(1), pages 55-62, August.
    15. Orea, Luis, 2019. "The Econometric Measurement of Firms’ Efficiency," Efficiency Series Papers 2019/02, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    16. Olesen, Ole B. & Ruggiero, John, 2014. "Maintaining the Regular Ultra Passum Law in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 235(3), pages 798-809.
    17. Erol Muzir & Cevdet Kizil & Burak Ceylan, 2021. "Role of International Trade Competitive Advantage and Corporate Governance Quality in Predicting Equity Returns: Static and Conditional Model Proposals for an Emerging Market," JRFM, MDPI, vol. 14(3), pages 1-31, March.
    18. McDonald, John & Snooks, G. D., 1986. "Domesday Economy: A New Approach to Anglo-Norman History," OUP Catalogue, Oxford University Press, number 9780198285243.
    19. Olesen, Ole B. & Ruggiero, John, 2012. "Maintaining the Regular Ultra Passum Law in data envelopment analysis," Discussion Papers on Economics 2/2012, University of Southern Denmark, Department of Economics.
    20. Mishra, SK, 2006. "Estimation of Zellner-Revankar Production Function Revisited," MPRA Paper 1172, University Library of Munich, Germany.
    21. Swati Mukerjee & Ann Dryden Witte, 1992. "Measurement of Output and Quality Adjustment in the Day-care Industry," NBER Chapters, in: Output Measurement in the Service Sectors, pages 343-369, National Bureau of Economic Research, Inc.
    22. Millan, Joaquin, 2004. "Scale and the Efficiency Production Function," Efficiency Series Papers 2004/02, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    23. Herbert H. Tsang, 1973. "Economic Hypotheses and the Derivation of Production Functions," The Economic Record, The Economic Society of Australia, vol. 49(3), pages 456-463, September.
    24. Dae-Hwan Kim & Matarr O. Sambou & Moo-Sup Jung, 2016. "Does Technology Transfer Help Small and Medium Companies? Empirical Evidence from Korea," Sustainability, MDPI, vol. 8(11), pages 1-13, November.
    25. Constantin Chilarescu, 2019. "A Production Function with Variable Elasticity of Factor Substitution," Economics Bulletin, AccessEcon, vol. 39(4), pages 2343-2360.
    26. Sundström, David, 2016. "The Competition Effect in a Public Procurement Model: An error-in-variables approach," Umeå Economic Studies 920, Umeå University, Department of Economics, revised 17 Jun 2016.
    27. Loyland, Knut & Ringstad, Vidar, 2000. "Gains and structural effects of exploiting scale-economies in Norwegian dairy production," Agricultural Economics, Blackwell, vol. 24(2), pages 149-166, January.
    28. Griffiths, William E. & O'Donnell, Christopher J., 2005. "Estimating variable returns to scale production frontiers with alternative stochastic assumptions," Journal of Econometrics, Elsevier, vol. 126(2), pages 385-409, June.
    29. Førsund, Finn R. & Hjalmarsson, Lennart, 1978. "Generalized Farrell Measures of Efficiency: An Application to Milk Processing in Swedish Dairy Plants," Working Paper Series 17, Research Institute of Industrial Economics.
    30. Peter E. Rossi, 1984. "Stochastic Specification of Cost and Production Relationships," Discussion Papers 616, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    31. Sakouvogui Kekoura & Shaik Saleem & Doetkott Curt & Magel Rhonda, 2021. "Sensitivity analysis of stochastic frontier analysis models," Monte Carlo Methods and Applications, De Gruyter, vol. 27(1), pages 71-90, March.
    32. Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
    33. Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1), pages 459-472.
    34. Vanhems, Anne & Van Keilegom, Ingrid, 2019. "Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity," Econometric Theory, Cambridge University Press, vol. 35(1), pages 73-110, February.
    35. Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1-2), pages 459-472, January.
    36. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
    37. Seo, Young-Joon & Park, Jin Suk, 2016. "The estimation of minimum efficient scale of the port industry," Transport Policy, Elsevier, vol. 49(C), pages 168-175.
    38. Thompson, Gary D., 1988. "Choice Of Flexible Functional Forms: Review And Appraisal," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-15, December.
    39. Mishra, SK, 2007. "Globalization and its Effects on Regional Variations in Factor Substitution and Returns to Scale in the Indian Factory Sector," MPRA Paper 3265, University Library of Munich, Germany.
    40. M. Li, 2003. "A model-combined estimator of elasticity of scale," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 119-122.
    41. Olesen, Ole B., 2014. "A homothetic reference technology in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 233(3), pages 759-771.
    42. Olesen, Ole Bent & Petersen, Niels Christian, 2011. "Scale properties in data envelopment analysis," Discussion Papers on Economics 4/2011, University of Southern Denmark, Department of Economics.
    43. Michael Panik, 2000. "Estimating global returns to scale with a cone-homogeneous production function: some cross-section results," Applied Economics, Taylor & Francis Journals, vol. 32(14), pages 1787-1791.

Chapters

  1. Zellner, Arnold, 1983. "Statistical theory and econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 2, pages 67-178, Elsevier.

    Cited by:

    1. Krishnakumar, J. & Ronchetti, E., 1997. "Robust estimators for simultaneous equations models," Journal of Econometrics, Elsevier, vol. 78(2), pages 295-314, June.

  2. Arnold Zellner, 1974. "The Quality of Quantitative Economic Policy-making when Targets and Costs of Change are Mis-specified," Palgrave Macmillan Books, in: Willy Sellekaerts (ed.), Econometrics and Economic Theory, chapter 7, pages 147-164, Palgrave Macmillan.

    Cited by:

    1. Robert Inman, 1981. "On setting the agenda for Pennsylvania school finance reform: An exercise in giving policy advice," Public Choice, Springer, vol. 36(3), pages 449-474, January.

  3. Walter Galenson & Arnold Zellner, 1957. "International Comparison of Unemployment Rates," NBER Chapters, in: The Measurement and Behavior of Unemployment, pages 439-584, National Bureau of Economic Research, Inc.

    Cited by:

    1. Eichengreen, Barry & Hatton, Tim, 1988. "Interwar Unemployment in International Perspective," Institute for Research on Labor and Employment, Working Paper Series qt7bw188gk, Institute of Industrial Relations, UC Berkeley.
    2. Gabriel, Ricardo Duque, 2023. "Monetary policy and the wage inflation-unemployment tradeoff," European Economic Review, Elsevier, vol. 159(C).
    3. Hegelund, Erik & Taalbi, Josef, 2023. "What determines unemployment in the long run? Band spectrum regression on ten countries 1913–2016," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 144-167.
    4. Barry Eichengreen & Charles Wyplosz, 1986. "The Economic Consequences of the Franc Poincare," NBER Working Papers 2064, National Bureau of Economic Research, Inc.
    5. Ben S. Bernanke & Kevin Carey, 1996. "Nominal Wage Stickiness and Aggregate Supply in the Great Depression," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 111(3), pages 853-883.
    6. Hegeland, Erik & Taalbi, Josef, 2019. "What determines unemployment in the long run? Band spectrum regression on ten countries," Lund Papers in Economic History 203, Lund University, Department of Economic History.
    7. Helene Castenbrandt, 2018. "Trends in morbidity: national statistics on sickness claims among the working population in Sweden, 1892–1954," Economic History Review, Economic History Society, vol. 71(1), pages 213-235, February.
    8. Ragnar Nymoen, 2017. "Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation," Econometrics, MDPI, vol. 5(1), pages 1-54, January.
    9. Hellwagner, Timon & Weber, Enzo, 2021. "Labour Market Adjustments to Population Decline," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242455, Verein für Socialpolitik / German Economic Association.

Books

  1. Zellner,Arnold & Keuzenkamp,Hugo A. & McAleer,Michael (ed.), 2009. "Simplicity, Inference and Modelling," Cambridge Books, Cambridge University Press, number 9780521121354, October.

    Cited by:

    1. Wu, Pei-Ling & Yeh, Shih-Shuo & Huan, Tzung-Cheng (.T.C.). & Woodside, Arch G., 2014. "Applying complexity theory to deepen service dominant logic: Configural analysis of customer experience-and-outcome assessments of professional services for personal transformations," Journal of Business Research, Elsevier, vol. 67(8), pages 1647-1670.

  2. Zellner,Arnold, 2004. "Statistics, Econometrics and Forecasting," Cambridge Books, Cambridge University Press, number 9780521540445, October.

    Cited by:

    1. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
    2. Edward Tsang & Sheri Markose & Hakan Er, 2005. "Chance Discovery In Stock Index Option And Futures Arbitrage," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 435-447.
    3. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    4. Darío Debowicz & Paul Dorosh & Hamza Haider & Sherman Robinson, 2013. "A Disaggregated and Macro-consistent Social Accounting Matrix for Pakistan," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 2(1), pages 1-25, December.
    5. Eltahir Yassin, 2019. "Accommodation Versus Control Suggested Model to Macro-Economics," Economics, Sciendo, vol. 7(1), pages 95-110, June.
    6. Debowicz, Dario & Dorosh, Paul A. & Robinson, Sherman & Haider, Syed Hamza, 2012. "A 2007-08 social accounting matrix for Pakistan:," PSSP working papers 1, International Food Policy Research Institute (IFPRI).
    7. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 499-518, October.

  3. Zellner,Arnold & Palm,Franz C. (ed.), 2004. "The Structural Econometric Time Series Analysis Approach," Cambridge Books, Cambridge University Press, number 9780521814072, October.

    Cited by:

    1. Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
    2. Arnold Zellner & Jacques K. Ngoie, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 280, Economic Research Southern Africa.
    3. Alain Hecq & Franz C. Palm & Sébastien Laurent, 2016. "On the Univariate Representation of BEKK Models with Common Factors," Post-Print hal-01440307, HAL.
    4. Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C., 2011. "On the univariate representation of multivariate volatility models with common factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    5. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    6. Herbert Ntuli, 2019. "Can local communities afford full control over wildlife conservation? The Case of CAMPFIRE in Zimbabwe," Working Papers 179, Economic Research Southern Africa.
    7. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
    8. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Macro-panels and reality," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    9. Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018. "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper 445, Tor Vergata University, CEIS, revised 30 Oct 2018.
    10. Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922.
    11. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    12. Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015. "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
    13. Bernd Hayo & Britta Niehof, 2014. "Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model," MAGKS Papers on Economics 201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    14. Carpenter, Rachel A., 2010. "Sacramento’s Fix I-5 Project: Impact on Bus Transit Ridership," Institute of Transportation Studies, Working Paper Series qt8mq0g9gw, Institute of Transportation Studies, UC Davis.
    15. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.
    16. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
    17. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    18. Lutkepohl, Helmut, 2007. "General-to-specific or specific-to-general modelling? An opinion on current econometric terminology," Journal of Econometrics, Elsevier, vol. 136(1), pages 319-324, January.
    19. George, Edward I. & Sun, Dongchu & Ni, Shawn, 2008. "Bayesian stochastic search for VAR model restrictions," Journal of Econometrics, Elsevier, vol. 142(1), pages 553-580, January.
    20. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
    21. Roberto ESPOSTI, 2007. "On the Decline of Agriculture. Evidence from Italian Regions in the Post-WWII Period," Working Papers 300, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  4. Zellner,Arnold & Keuzenkamp,Hugo A. & McAleer,Michael (ed.), 2002. "Simplicity, Inference and Modelling," Cambridge Books, Cambridge University Press, number 9780521803618, October.

    Cited by:

    1. Phillips, Peter, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Working Papers 196, Department of Economics, The University of Auckland.
    2. Härdle, Wolfgang Karl & Majer, Piotr, 2012. "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers 2012-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Marsh, Patrick, 2007. "The Available Information For Invariant Tests Of A Unit Root," Econometric Theory, Cambridge University Press, vol. 23(4), pages 686-710, August.
    4. Nikolopoulos, Konstantinos, 2021. "We need to talk about intermittent demand forecasting," European Journal of Operational Research, Elsevier, vol. 291(2), pages 549-559.

  5. Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825.

    Cited by:

    1. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    2. Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S., 2007. "Multivariate dynamic information," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 328-349, February.
    3. Bluford H. Putnam & Samantha Azzarello, 2012. "A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule," Review of Financial Economics, John Wiley & Sons, vol. 21(3), pages 111-119, September.
    4. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, vol. 104(2), pages 289-313, September.
    5. J Mingers, 2006. "A critique of statistical modelling in management science from a critical realist perspective: its role within multimethodology," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(2), pages 202-219, February.
    6. John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
    7. Zellner, Arnold, 1999. "Discussion of Papers Presented at 1999 ASSA Meeting in New York By (1) Foster and Whiteman, (2) Golan, Moretti and Perloff, and (3) LaFrance," CUDARE Working Papers 198675, University of California, Berkeley, Department of Agricultural and Resource Economics.
    8. Nader Ebrahimi & Nima Y. Jalali & Ehsan S. Soofi & Refik Soyer, 2014. "Importance of Components for a System," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 395-420, June.
    9. Marriott, John & Newbold, Paul, 2000. "The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 98(1), pages 1-25, September.
    10. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    11. Tobias, Justin & Zellner, Arnold, 2000. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12024, Iowa State University, Department of Economics.
    12. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
    13. Retzer, J.J. & Soofi, E.S. & Soyer, R., 2009. "Information importance of predictors: Concept, measures, Bayesian inference, and applications," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2363-2377, April.
    14. Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.
    15. Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting turning points in countries' output growth rates: A response to Milton Friedman," Journal of Econometrics, Elsevier, vol. 88(2), pages 203-206, November.
    16. Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.
    17. Zellner, Arnold, 2004. "To test or not to test and if so, how?: Comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 581-586, November.
    18. Nader Ebrahimi & Ehsan S. Soofi & Refik Soyer, 2013. "When are observed failures more informative than observed survivals?," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(2), pages 102-110, March.
    19. Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
    20. Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
    21. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution," Journal of Econometrics, Elsevier, vol. 126(2), pages 445-468, June.
    22. Zellner Arnold, 2002. "My Experiences with Nonlinear Dynamic Models in Economics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-18, July.
    23. Soofi, E.S. & Nystrom, P.C. & Yasai-Ardekani, M., 2009. "Executives' perceived environmental uncertainty shortly after 9/11," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3502-3515, July.
    24. Luo, Jiawen & Chen, Langnan, 2020. "Realized volatility forecast with the Bayesian random compressed multivariate HAR model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 781-799.
    25. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    26. Fan, Tsai-Hung & Berger, James O., 2000. "Robust Bayesian displays for standard inferences concerning a normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 33(4), pages 381-399, June.
    27. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
    28. Zellner, Arnold, 2010. "Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes," Economic Modelling, Elsevier, vol. 27(6), pages 1392-1397, November.

  6. Arnold Zellner, 1978. "Seasonal Analysis of Economic Time Series," NBER Books, National Bureau of Economic Research, Inc, number zell78-1.

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    1. Sen Cheong Kon & Lindsay W. Turner, 2005. "Neural Network Forecasting of Tourism Demand," Tourism Economics, , vol. 11(3), pages 301-328, September.
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    3. E. Philip Howrey, 1980. "The Role of Time Series Analysis in Econometric Model Evaluation," NBER Chapters, in: Evaluation of Econometric Models, pages 275-307, National Bureau of Economic Research, Inc.
    4. SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009. "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE 2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
    6. Gabriele Fiorentini & Enrique Sentana, 2016. "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
    7. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España.
    8. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
    9. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1437-1450.
    10. Gianluca Caporello & Agustín Maravall & Fernando J. Sánchez, 2001. "Program TSW Reference Manual," Working Papers 0112, Banco de España.
    11. Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
    12. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
    13. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
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    16. Michael Fung, 2013. "A trade-off between non-fundamental risk and incentives," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 29-51, July.
    17. Arina Sapova & Aleksey Porshakov & Andrey Andreev & Evgenia Shatilo, 2018. "Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia," Bank of Russia Working Paper Series wps33, Bank of Russia.
    18. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research and International Relations Area.
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    21. Theodosiou, Marina, 2011. "Forecasting monthly and quarterly time series using STL decomposition," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1178-1195, October.
    22. Kenneth Land & David Cantor, 1983. "Arima models of seasonal variation in U. S. birth and death rates," Demography, Springer;Population Association of America (PAA), vol. 20(4), pages 541-568, November.
    23. Girardin, Eric & Liu, Zhenya, 2005. "Bank credit and seasonal anomalies in China's stock markets," China Economic Review, Elsevier, vol. 16(4), pages 465-483.
    24. Maravall, Agustín, 1999. "Short-term and long-term trends, seasonal and the business cycle," DES - Working Papers. Statistics and Econometrics. WS 6291, Universidad Carlos III de Madrid. Departamento de Estadística.
    25. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
    26. Gómez, Víctor & Breitung, Jörg, 1998. "The Beveridge-Nelson decomposition: A different perspective with new results," SFB 373 Discussion Papers 1998,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    27. Stephen G. Cecchetti & Anil K. Kashyap, 1995. "International Cycles," NBER Working Papers 5310, National Bureau of Economic Research, Inc.
    28. Siva R Venna & Satya Katragadda & Vijay Raghavan & Raju Gottumukkala, 2021. "River Stage Forecasting using Enhanced Partial Correlation Graph," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(12), pages 4111-4126, September.
    29. Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers 0014, Banco de España.
    30. Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers 0417, Banco de España.
    31. Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
    32. Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.
    33. Teles, Paulo & Wei, William W. S., 2000. "The effects of temporal aggregation on tests of linearity of a time series," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 91-103, July.
    34. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 93-107, March.
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    38. Maria J. Herrerias & Eric Girardin, 2013. "Seasonal Patterns of Energy in China," Post-Print hal-01499617, HAL.
    39. Breitung, Jörg, 1998. "On model based seasonal adjustment procedures," SFB 373 Discussion Papers 1998,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    40. Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    41. De Loo, Ivo, 1998. "Fables of Faubus?: Testing the Sectoral Shift Hypothesis in the Netherlands Using a Simplified Kalman Filter Model," Research Memorandum 002, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
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    45. Tommaso, Proietti & Stefano, Grassi, 2010. "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper 27305, University Library of Munich, Germany.
    46. Loredana Ureche-Rangau & Franck Speeg, 2011. "A simple method for variance shift detection at unknown time points," Economics Bulletin, AccessEcon, vol. 31(3), pages 2204-2218.
    47. Maravall, Agustín, 2000. "An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series," DES - Working Papers. Statistics and Econometrics. WS 10010, Universidad Carlos III de Madrid. Departamento de Estadística.
    48. Mora, Jhon James & Cendales, Andres & Caicedo Carolina, 2016. "Diplomas y desajuste educativo en Cali a partir de avisos clasificados," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 179-198, December.
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