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Bayesian analysis in econometrics

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  • Zellner, Arnold

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 37 (1988)
Issue (Month): 1 (January)
Pages: 27-50

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Handle: RePEc:eee:econom:v:37:y:1988:i:1:p:27-50

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Web page: http://www.elsevier.com/locate/jeconom

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Citations

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Cited by:
  1. Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
  2. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo Group Munich.
  3. Gordon Menzies & Daniel John Zizzo, 2004. "Inferential Expectations," Economics Series Working Papers 187, University of Oxford, Department of Economics.
  4. 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.
  5. Jarociński, Marek & Marcet, Albert, 2010. "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series 1263, European Central Bank.
  6. Sanjay Chaudhuri & Malay Ghosh, 2011. "Empirical likelihood for small area estimation," Biometrika, Biometrika Trust, vol. 98(2), pages 473-480.
  7. 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-.
  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, vol. 20(3), pages 574-588, November.
  9. Melvin Novick, 1980. "Statistics as psychometrics," Psychometrika, Springer, vol. 45(4), pages 411-424, December.
  10. Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Discussion Paper 1994-31, 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), April.
  12. 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.
  13. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
  14. 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.
  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.

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