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Sets of Posterior Means with Bounded Variance Priors

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  • Leamer, Edward E

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  • Leamer, Edward E, 1982. "Sets of Posterior Means with Bounded Variance Priors," Econometrica, Econometric Society, vol. 50(3), pages 725-736, May.
  • Handle: RePEc:ecm:emetrp:v:50:y:1982:i:3:p:725-36
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    1. P. C. B. Phillips & S. N. Durlauf, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 473-495.
    2. Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.
    3. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125.
    4. Park, Joon Y. & Phillips, Peter C.B., 1989. "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, vol. 5(01), pages 95-131, April.
    5. Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, September.
    6. Uhlig, Harald, 1994. "On Jeffreys Prior when Using the Exact Likelihood Function," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 633-644, August.
    7. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
    8. Park, Joon Y. & Phillips, Peter C.B., 1988. "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.
    9. Phillips, P.C.B., 1988. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.
    10. Peter C.B. Phillips & Victor Solo, 1989. "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers 932, Cowles Foundation for Research in Economics, Yale University.
    11. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
    12. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
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    Cited by:

    1. Raffaella Giacomini & Toru Kitagawa, 2014. "Inference about Non-Identi?ed SVARs," CeMMAP working papers CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Hu, Yingyao, 2006. "Bounding parameters in a linear regression model with a mismeasured regressor using additional information," Journal of Econometrics, Elsevier, vol. 133(1), pages 51-70, July.
    3. Sule Ozler & James Harrigan, 1988. "Export Instability and Growth," UCLA Economics Working Papers 486, UCLA Department of Economics.
    4. Richard Fowles & Peter Loeb & William A. Clarke, 2009. "A Bayesian and Classical Econometric Evaluation of the Effect of Cell Phones on Motor Vehicle Fatality Rates," Working Papers Rutgers University, Newark 2009-001, Department of Economics, Rutgers University, Newark.
    5. Edward E. Leamer, 1983. "Global Sensitivity Results for Generalized Least Squares Estimates," UCLA Economics Working Papers 006, UCLA Department of Economics.
    6. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.
    7. Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo Group Munich.
    8. Toru Kitagawa, 2011. "Inference and decision for set identified parameters using posterior lower and upper probabilities," CeMMAP working papers CWP16/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Greer, Charles R. & Ireland, Timothy C. & Wingender, John R., 2001. "Contrarian human resource investments and financial performance after economic downturns," Journal of Business Research, Elsevier, vol. 52(3), pages 249-261, June.
    10. Giacomini, Raffaella & Kitagawa, Toru, 2014. "Inference about Non-Identified SVARs," CEPR Discussion Papers 10287, C.E.P.R. Discussion Papers.
    11. Li, Huagang, 1999. "State factories in transition--openness, competition, and productivity," Journal of Development Economics, Elsevier, vol. 58(2), pages 429-462, April.
    12. Leamer, Edward E., 2016. "S-values and Bayesian weighted all-subsets regressions," European Economic Review, Elsevier, vol. 81(C), pages 15-31.
    13. Leamer, Edward E. & Taylor, Mark P., 1999. "Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 639-671.
    14. Leamer, Edward E, 1987. "Errors in Variables in Linear Systems," Econometrica, Econometric Society, vol. 55(4), pages 893-909, July.
    15. Meczarski, Marek & Zielinski, Ryszard, 1997. "Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 117-123, April.
    16. Ghosh, Sucharita & Yamarik, Steven, 2004. "Are regional trading arrangements trade creating?: An application of extreme bounds analysis," Journal of International Economics, Elsevier, vol. 63(2), pages 369-395, July.
    17. Leamer, Edward E., 2016. "S-values: Conventional context-minimal measures of the sturdiness of regression coefficients," Journal of Econometrics, Elsevier, vol. 193(1), pages 147-161.
    18. Yang, Bijou & Lester, David, 2008. "The deterrent effect of executions: A meta-analysis thirty years after Ehrlich," Journal of Criminal Justice, Elsevier, vol. 36(5), pages 453-460, September.
    19. Blattenberger, Gail & Fowles, Richard & Loeb, Peter D., 2013. "Determinants of motor vehicle crash fatalities using Bayesian model selection methods," Research in Transportation Economics, Elsevier, vol. 43(1), pages 112-122.
    20. Iwata, Shigeru, 1996. "Bounding posterior means by model criticism," Journal of Econometrics, Elsevier, vol. 75(2), pages 239-261, December.

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