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Bayesian Analysis in Econometrics and Statistics
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Cited by:
- 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.
- 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.
- Arnold Zellner, 2003. "Some Recent Developments in Econometric Inference," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 203-215.
- Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- John Geweke & Gianni Amisano, 2014.
"Analysis of Variance for Bayesian Inference,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
- Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
- 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.
- 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.
- Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Zellner, Arnold & Tobias, Justin, 2004. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12371, Iowa State University, Department of Economics.
- 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.
- Zellner, Arnold & Israilevich, Guillermo, 2005.
"Marshallian Macroeconomic Model: A Progress Report,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(2), pages 220-243, April.
- Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
- 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.
- 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.
- 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.
- Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.
- 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, 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.
- 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.
- 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.