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The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches
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- Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments,"
Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
- 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.
- Diebold, Francis X. & Lamb, Russell L., 1997.
"Why are estimates of agricultural supply response so variable?,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 357-373.
- Diebold & Lamb, "undated". "Why Are Estimates of Agricultural Supply Response So Variable?," Home Pages _055, University of Pennsylvania.
- 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.).
- Francis X. Diebold & Russell L. Lamb, "undated". "Why Are Estimates of Agricultural Supply Response so Variable?," Finance and Economics Discussion Series 1996-08, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- 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.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- 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.
- Giliola Frey & Matteo Manera, 2007.
"Econometric Models Of Asymmetric Price Transmission,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 349-415, April.
- Frey, Giliola & Manera, Matteo, 2005. "Econometric Models of Asymmetric Price Transmission," International Energy Markets Working Papers 12122, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
- Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods," 2005 Annual meeting, July 24-27, Providence, RI 19402, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- 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.
- 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.
- Radchenko, Stanislav & Tsurumi, Hiroki, 2006.
"Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 31-49, July.
- 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.
- Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
- 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.
- Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
- 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.
- Scott Atkinson & Jeffrey Dorfman, 2005.
"Multiple Comparisons with the Best: Bayesian Precision Measures of Efficiency Rankings,"
Journal of Productivity Analysis, Springer, vol. 23(3), pages 359-382, July.
- 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).
- 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.
- 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.
- Lahiri, Kajal & Gao, Chuanming, 2002. "A note on the double k-class estimator in simultaneous equations," MPRA Paper 22323, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- 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.
- Heckelei, Thomas & Mittelhammer, Ron C., 2003. "Bayesian bootstrap multivariate regression," Journal of Econometrics, Elsevier, vol. 112(2), pages 241-264, February.
- Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.
- 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.
- 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.