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Results: 1-25 | 26-37

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Results : 1-25/37

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

Authors: Zellner, Arnold Ando, Tomohiro Ba.türk, Nalan Hoogerheide, Lennart van Dijk, Herman K

Journal: Econometric reviews

Citation: Zellner, Arnold et al., Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo, Econometric reviews , 33(1-4), 2014, pp. 3-35

Treatment Effects: A Bayesian Perspective

Authors: Heckman, James J Lopes, Hedibert F Piatek, Rémi

Journal: Econometric reviews

Citation: J. Heckman, James et al., Treatment Effects: A Bayesian Perspective, Econometric reviews , 33(1-4), 2014, pp. 36-67

A Predictive Approach for Selection of Diffusion Index Models

Authors: Ando, Tomohiro Tsay, Ruey S

Journal: Econometric reviews

Citation: Ando, Tomohiro et S. Tsay, Ruey, A Predictive Approach for Selection of Diffusion Index Models, Econometric reviews , 33(1-4), 2014, pp. 68-99

Bayesian Instrumental Variables: Priors and Likelihoods

Authors: Lopes, Hedibert F Polson, Nicholas G

Journal: Econometric reviews

Citation: F. Lopes, Hedibert et G. Polson, Nicholas, Bayesian Instrumental Variables: Priors and Likelihoods, Econometric reviews , 33(1-4), 2014, pp. 100-121

Two-Stage Bayesian Model Averaging in Endogenous Variable Models

Authors: Lenkoski, Alex Eicher, Theo S Raftery, Adrian E

Journal: Econometric reviews

Citation: Lenkoski, Alex et al., Two-Stage Bayesian Model Averaging in Endogenous Variable Models, Econometric reviews , 33(1-4), 2014, pp. 122-151

DSGE Models with Student-t Errors

Authors: Chib, Siddhartha Ramamurthy, Srikanth

Journal: Econometric reviews

Citation: Chib, Siddhartha et Ramamurthy, Srikanth, DSGE Models with Student-t Errors, Econometric reviews , 33(1-4), 2014, pp. 152-171

Explaining Trends in Body Mass Index Using Demographic Counterfactuals

Authors: Kline, Brendan Tobias, Justin L

Journal: Econometric reviews

Citation: Kline, Brendan et L. Tobias, Justin, Explaining Trends in Body Mass Index Using Demographic Counterfactuals, Econometric reviews , 33(1-4), 2014, pp. 172-196

The Effective Sample Size

Authors: Berger, James Bayarri, M J Pericchi, L R

Journal: Econometric reviews

Citation: Berger, James et al., The Effective Sample Size, Econometric reviews , 33(1-4), 2014, pp. 197-217

I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?

Authors: Meng, Xiao-Li Xie, Xianchao

Journal: Econometric reviews

Citation: Meng, Xiao-li et Xie, Xianchao, I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?, Econometric reviews , 33(1-4), 2014, pp. 218-250

Posterior Odds with a Generalized Hyper-g-Prior

Authors: George, Edward I Maruyama, Yuzo

Journal: Econometric reviews

Citation: I. George, Edward et Maruyama, Yuzo, Posterior Odds with a Generalized Hyper-g-Prior, Econometric reviews , 33(1-4), 2014, pp. 251-269

Analysis of Variance for Bayesian Inference

Authors: Geweke, John Amisano, Gianni

Journal: Econometric reviews

Citation: Geweke, John et Amisano, Gianni, Analysis of Variance for Bayesian Inference, Econometric reviews , 33(1-4), 2014, pp. 270-288

On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions

Authors: Ruggeri, Fabrizio

Journal: Econometric reviews

Citation: Ruggeri, Fabrizio, On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions, Econometric reviews , 33(1-4), 2014, pp. 289-304

Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem

Authors: Yang, Minxian

Journal: Econometric reviews

Citation: Yang, Minxian, Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem, Econometric reviews , 33(1-4), 2014, pp. 305-336

Statistical Problem Classes and Their Links to Information Theory

Authors: Clarke, Bertrand Clarke, Jennifer Yu, Chi Wai

Journal: Econometric reviews

Citation: Clarke, Bertrand et al., Statistical Problem Classes and Their Links to Information Theory, Econometric reviews , 33(1-4), 2014, pp. 337-371

Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk

Authors: Kadane, Joseph B Jin, Jiashun

Journal: Econometric reviews

Citation: B. Kadane, Joseph et Jin, Jiashun, Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk, Econometric reviews , 33(1-4), 2014, pp. 372-378

Adaptive Percolation Using Subjective Likelihoods

Authors: Singpurwalla, Nozer D

Journal: Econometric reviews

Citation: D. Singpurwalla, Nozer, Adaptive Percolation Using Subjective Likelihoods, Econometric reviews , 33(1-4), 2014, pp. 379-394

Importance of Components for a System

Authors: Ebrahimi, Nader Jalali, Nima Y Soofi, Ehsan S Soyer, Refik

Journal: Econometric reviews

Citation: Ebrahimi, Nader et al., Importance of Components for a System, Econometric reviews , 33(1-4), 2014, pp. 395-420

Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm

Authors: Soofi, Ehsan S

Journal: Econometric reviews

Citation: S. Soofi, Ehsan, Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm, Econometric reviews , 33(1-4), 2014, pp. 424-427

A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

Authors: Orme, Chris D Yamagata, Takashi

Journal: Econometric reviews

Citation: D. Orme, Chris et Yamagata, Takashi, A Heteroskedasticity-Robust F-Test Statistic for Individual Effects, Econometric reviews , 33(5-6), 2014, pp. 431-471

Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity

Authors: Hausman, Jerry Woutersen, Tiemen

Journal: Econometric reviews

Citation: Hausman, Jerry et Woutersen, Tiemen, Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity, Econometric reviews , 33(5-6), 2014, pp. 472-496

Using Copulas to Model Time Dependence in Stochastic Frontier Models

Authors: Amsler, Christine Prokhorov, Artem Schmidt, Peter

Journal: Econometric reviews

Citation: Amsler, Christine et al., Using Copulas to Model Time Dependence in Stochastic Frontier Models, Econometric reviews , 33(5-6), 2014, pp. 497-522

Testing Conditional Independence Restrictions

Authors: Linton, Oliver Gozalo, Pedro

Journal: Econometric reviews

Citation: Linton, Oliver et Gozalo, Pedro, Testing Conditional Independence Restrictions, Econometric reviews , 33(5-6), 2014, pp. 523-552

Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Authors: Castle, Jennifer L Doornik, Jurgen A Hendry, David F Nymoen, Ragnar

Journal: Econometric reviews

Citation: L. Castle, Jennifer et al., Misspecification Testing: Non-Invariance of Expectations Models of Inflation, Econometric reviews , 33(5-6), 2014, pp. 553-574

Robustify Financial Time Series Forecasting with Bagging

Authors: Jin, Sainan Su, Liangjun Ullah, Aman

Journal: Econometric reviews

Citation: Jin, Sainan et al., Robustify Financial Time Series Forecasting with Bagging, Econometric reviews , 33(5-6), 2014, pp. 575-605

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Authors: Cavaliere, Giuseppe Rahbek, Anders Robert Taylor, A M

Journal: Econometric reviews

Citation: Cavaliere, Giuseppe et al., Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models, Econometric reviews , 33(5-6), 2014, pp. 606-650

Results: 1-25 | 26-37