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Bayesian Econometrics

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  • Zellner, Arnold

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 53 (1985)
Issue (Month): 2 (March)
Pages: 253-69

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Handle: RePEc:ecm:emetrp:v:53:y:1985:i:2:p:253-69

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Cited by:
  1. 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.
  2. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
  3. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
  4. 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.
  5. 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.
  6. Andrle, Michal, 2010. "A note on identification patterns in DSGE models," Working Paper Series 1235, European Central Bank.
  7. J. Denis Sargan, 2001. "Model Building And Data Mining," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 159-170.
  8. 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.
  9. 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.
  10. Jean-Francois Angers, 2000. "P-credence and outliersl," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 81-108.
  11. d'ASPREMONT, Claude & CRÉMER, Jacques & GÉRARD-VARET, Louis-André, 2002. "Balanced Bayesian mechanisms," CORE Discussion Papers 2002048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Benjamin M. Friedman & Kenneth N. Kuttner, 1989. "Money, Income and Prices After the 1980s," NBER Working Papers 2852, National Bureau of Economic Research, Inc.
  13. Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," Working Paper 2000-3, Federal Reserve Bank of Atlanta.
  14. Pelloni, Gianluigi, 1996. "De Finetti, Friedman, and the methodology of positive economics," Journal of Econometrics, Elsevier, vol. 75(1), pages 33-50, November.
  15. Harry Garretsen & Klaas Knot & Erwin Nijsse, 1998. "Learning about fundamentals: The widening of the French ERM bands in 1993," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 25-41, March.
  16. 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, vol. 6(1), pages 137-157, June.

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