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Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics
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- Steel, M.F.J., 1991.
"Bayesian inference in time series,"
Discussion Paper
1991-53, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1991. "Bayesian inference in time series," Other publications TiSEM 652ec120-1443-4035-9eea-9, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.
- 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.
- Steel, Mark F. J., 1991.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- 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.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM 029ee64f-b5a0-4787-9f5e-0, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM b3f4c27f-4dab-46b3-9587-6, Tilburg University, School of Economics and Management.
- Steel, Mark F. J. & Richard, Jean-Francois, 1991.
"Bayesian multivariate exogeneity analysis : An application to a UK money demand equation,"
Journal of Econometrics, Elsevier, vol. 49(1-2), pages 239-274.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Discussion Paper 1989-29, Tilburg University, Center for Economic Research.
- Steel, M.F.J. & Richard, J., 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM a9bb426c-930e-4103-af18-e, Tilburg University, School of Economics and Management.
- Steel, M.F.J. & Richard, J.F., 1989. "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers 8929, Tilburg - Center for Economic Research.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM 2978b800-0592-4480-a5db-3, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989.
"Weak exogeneity in misspecified sequential models,"
Other publications TiSEM
e64b0605-a027-4d59-a784-c, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
- John Geweke, 1999.
"Using simulation methods for bayesian econometric models: inference, development,and communication,"
Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
- John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
- Daisuke Ichinose & Masashi Yamamoto & Yuichiro Yoshida, 2013. "Bayesian Estimation of the Decoupling of Affluence and Waste Discharge under Spatial Correlation : Do Richer Communities Discharge More Waste?," IDEC DP2 Series 3-10, Hiroshima University, Graduate School for International Development and Cooperation (IDEC).
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001.
"Benchmark priors for Bayesian model averaging,"
Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, "undated". "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 26, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.
- 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.
- Gordon, Stephen & Bélanger, Gilles, 1996.
"Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(1), pages 27-49, mars.
- GORDON, Stephen & BÉLANGER, Gilles, 1995. "Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes," Cahiers de recherche 9509, Université Laval - Département d'économique.
- Gordon, S. & Belanger, G., 1995. "Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes," Papers 9509, Laval - Recherche en Politique Economique.
- P.C.B. Phillips, 1988.
"Reflections on Econometric Methodology,"
The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
- Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019.
"How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis,"
Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 229-248,
Emerald Group Publishing Limited.
- Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018. "How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis," CAMA Working Papers 2018-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Peter C.B. Phillips & Werner Ploberger, 1992. "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," Cowles Foundation Discussion Papers 1038, Cowles Foundation for Research in Economics, Yale University.
- M. Hashem Pesaran, 1988. "4 The Role of Theory in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 336-339, December.
- Tore Schweder, 2003. "Discussion," International Statistical Review, International Statistical Institute, vol. 71(2), pages 303-307, August.
- Mirowski, Philip, 1995. "Three ways to think about testing in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 25-46, May.
- Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.
- Martha A. Starr, 2014. "Qualitative And Mixed-Methods Research In Economics: Surprising Growth, Promising Future," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 238-264, April.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Brownstone, David, 2001. "Discrete Choice Modeling for Transportation," University of California Transportation Center, Working Papers qt29v7d1pk, University of California Transportation Center.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022.
"An automated prior robustness analysis in Bayesian model comparison,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "An automated prior robustness analysis in Bayesian model comparison," CAMA Working Papers 2019-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University.
- Kevin L. Kliesen, 2023. "Risk Management in Monetary Policymaking: The 1994-95 Fed Tightening Episode," Working Papers 2023-030, Federal Reserve Bank of St. Louis.
- J. Barkley Rosser, 2001. "Alternative Keynesian and Post Keynesian Perspective on Uncertainty and Expectations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 23(4), pages 545-566, July.
- Hanrahan, Kevin F. & Westhoff, Patrick C. & Young, Robert E., II, 2001. "Trade Allocation Modeling: Comparing The Results From Armington And Locally Regular Ai Demand System Specifications Of A Uk Beef Import Demand Allocation Model," 2001 Annual meeting, August 5-8, Chicago, IL 20510, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Roskelley, Kenneth D., 2008. "Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 227-236, April.
- Salvatore Modica, 2008. "Unawareness, priors and posteriors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(2), pages 81-94, November.
- Perry, Gregory M. & Rister, M. Edward & Richardson, James W. & Bessler, David A., 1989.
"Incorporating Government Program Provisions Into A Mean-Variance Framework,"
Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(2), pages 1-11, December.
- Perry, Gregory M. & Rister, M. Edward & Richardson, James W. & Bessler, David A., 1989. "Incorporating Government Program Provisions into a Mean-Variance Framework," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 21(2), pages 95-105, December.
- Isaiah Andrews & Jesse M. Shapiro, 2021.
"A Model of Scientific Communication,"
Econometrica, Econometric Society, vol. 89(5), pages 2117-2142, September.
- Isaiah Andrews & Jesse M. Shapiro, 2020. "A Model of Scientific Communication," NBER Working Papers 26824, National Bureau of Economic Research, Inc.
- John Geweke, 2007. "Bayesian Model Comparison and Validation," American Economic Review, American Economic Association, vol. 97(2), pages 60-64, May.
- Engsted, Tom & Schneider, Jesper W., 2023. "Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective," SocArXiv nztk8, Center for Open Science.