-
1
-
-
0001497505
-
Estimating linear restrictions on regression coefficients for multivariate normal distributions
-
Anderson, T.W., 1951, Estimating linear restrictions on regression coefficients for multivariate normal distributions, Annals of Mathematical Statistics 29, 813-828.
-
(1951)
Annals of Mathematical Statistics
, vol.29
, pp. 813-828
-
-
Anderson, T.W.1
-
2
-
-
0001779878
-
Estimation of the parameters of a single equation in a complete system of stochastic equations
-
Anderson, T.W. and H. Rubin, 1949, Estimation of the parameters of a single equation in a complete system of stochastic equations, Annals of Mathematical Statistics 20, 46-63.
-
(1949)
Annals of Mathematical Statistics
, vol.20
, pp. 46-63
-
-
Anderson, T.W.1
Rubin, H.2
-
3
-
-
0001418630
-
The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations
-
Anderson, T.W. and H. Rubin, 1950, The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations, Annals of Mathematical Statistics 21, 570-582.
-
(1950)
Annals of Mathematical Statistics
, vol.21
, pp. 570-582
-
-
Anderson, T.W.1
Rubin, H.2
-
4
-
-
0002978985
-
Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
-
T.M. Fomby and R. Carter Hill, eds., JAI Press, Greenwich, CT
-
Bauwens, L. and M. Lubrano, 1993, Identification restrictions and posterior densities in cointegrated Gaussian VAR systems, in: T.M. Fomby and R. Carter Hill, eds., Advances in econometrics, Vol. 11B (JAI Press, Greenwich, CT).
-
(1993)
Advances in Econometrics
, vol.11 B
-
-
Bauwens, L.1
Lubrano, M.2
-
5
-
-
30244483768
-
-
John M. Olin School of Business working paper (Washington University, St. Louis, MO)
-
Chib, S., 1994, Marginal likelihood from the Gibbs output, John M. Olin School of Business working paper (Washington University, St. Louis, MO).
-
(1994)
Marginal Likelihood from the Gibbs Output
-
-
Chib, S.1
-
6
-
-
0001495113
-
Procedures for reduced rank regression
-
Davies, P.T. and M.K.S. Tso, 1982, Procedures for reduced rank regression, Applied Statistics 31, 244-255.
-
(1982)
Applied Statistics
, vol.31
, pp. 244-255
-
-
Davies, P.T.1
Tso, M.K.S.2
-
7
-
-
23944455731
-
Bayesian limited information analysis of the simultaneous equation model
-
Dreze, J.H., 1976, Bayesian limited information analysis of the simultaneous equation model, Econometrica 44, 1045-1075.
-
(1976)
Econometrica
, vol.44
, pp. 1045-1075
-
-
Dreze, J.H.1
-
8
-
-
70350091109
-
Bayesian analysis of simultaneous equations systems
-
Z. Griliches and M.D. Intriligater, eds., North-Holland, Amsterdam
-
Dreze, J.H. and J.F. Richard, 1983, Bayesian analysis of simultaneous equations systems, in: Z. Griliches and M.D. Intriligater, eds., Handbook of econometrics, Vol. 1 (North-Holland, Amsterdam).
-
(1983)
Handbook of Econometrics
, vol.1
-
-
Dreze, J.H.1
Richard, J.F.2
-
9
-
-
0000013567
-
Co-integration and error correction: Representation, estimation and testing
-
Engle, R.F. and C.W.J. Granger, 1987, Co-integration and error correction: Representation, estimation and testing, Econometrica 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0001667705
-
Bayesian inference in econometric models using Monte Carlo integration
-
Geweke, J., 1989, Bayesian inference in econometric models using Monte Carlo integration, Econometrica 57, 1317-1340.
-
(1989)
Econometrica
, vol.57
, pp. 1317-1340
-
-
Geweke, J.1
-
13
-
-
0001032163
-
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
-
J.O. Berger, J.M. Bernardo, A.P. Dawid, and A.F.M. Smith, eds., Oxford University Press, Oxford
-
Geweke, J., 1991, Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, in: J.O. Berger, J.M. Bernardo, A.P. Dawid, and A.F.M. Smith, eds., Bayesian statistics, Vol. 4 (Oxford University Press, Oxford).
-
(1991)
Bayesian Statistics
, vol.4
-
-
Geweke, J.1
-
14
-
-
0003452470
-
-
Working paper 532 (Federal Reserve Bank of Minneapolis, Minneapolis, MN)
-
Geweke, J., 1994, Bayesian comparison of econometric models, Working paper 532 (Federal Reserve Bank of Minneapolis, Minneapolis, MN).
-
(1994)
Bayesian Comparison of Econometric Models
-
-
Geweke, J.1
-
15
-
-
0003289170
-
Testing asset pricing models with changing expectations and an unobservable market portfolio
-
Gibbons, M.R. and W. Ferson, 1985, Testing asset pricing models with changing expectations and an unobservable market portfolio, Journal of Financial Economics 14, 217-236.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 217-236
-
-
Gibbons, M.R.1
Ferson, W.2
-
17
-
-
0016511949
-
Reduced-rank regression for the multivariate linear model
-
Izenman, A.J., 1975, Reduced-rank regression for the multivariate linear model, Journal of Multivariate Analysis 5, 248-264.
-
(1975)
Journal of Multivariate Analysis
, vol.5
, pp. 248-264
-
-
Izenman, A.J.1
-
18
-
-
0000270024
-
Estimation of a model with multiple indicators and multiple causes of a single latent variable
-
Joreskog, K.G. and A.S. Goldberger, 1975, Estimation of a model with multiple indicators and multiple causes of a single latent variable, Journal of the American Statistical Association 70, 631-639.
-
(1975)
Journal of the American Statistical Association
, vol.70
, pp. 631-639
-
-
Joreskog, K.G.1
Goldberger, A.S.2
-
21
-
-
30244566314
-
Statistical inference in dynamic economic models
-
Wiley, New York, NY
-
Koopmans, T.C., ed., 1950, Statistical inference in dynamic economic models, Cowles Commission monograph no. 10 (Wiley, New York, NY).
-
(1950)
Cowles Commission Monograph
, vol.10
-
-
Koopmans, T.C.1
-
23
-
-
0003474751
-
-
Cambridge University Press, Cambridge
-
Press, W.H., B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling, 1986, Numerical recipes: The art of scientific computing (Cambridge University Press, Cambridge).
-
(1986)
Numerical Recipes: The Art of Scientific Computing
-
-
Press, W.H.1
Flannery, B.P.2
Teukolsky, S.A.3
Vetterling, W.T.4
-
25
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz, G., 1978, Estimating the dimension of a model, Annals of Statistics 6, 461-464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
27
-
-
0009280781
-
Exploring posterior distributions using Markov chains
-
American Statistical Association, Alexandria, VA
-
Tierney, L., 1991, Exploring posterior distributions using Markov chains, in: Computer science and statistics: 23rd symposium on the interface (American Statistical Association, Alexandria, VA) 563-570.
-
(1991)
Computer Science and Statistics: 23rd Symposium on the Interface
, pp. 563-570
-
-
Tierney, L.1
-
28
-
-
0000576595
-
Markov chains for exploring posterior distributions
-
forthcoming
-
Tierney, L., 1994, Markov chains for exploring posterior distributions, Annals of Statistics, forthcoming.
-
(1994)
Annals of Statistics
-
-
Tierney, L.1
-
29
-
-
0012538727
-
Reduced rank models with two sets of regressors
-
Velu, R.P., 1991, Reduced rank models with two sets of regressors, Applied Statistics 40, 159-170.
-
(1991)
Applied Statistics
, vol.40
, pp. 159-170
-
-
Velu, R.P.1
-
31
-
-
85029977554
-
-
H.G.B. Alexander Research Foundation working paper (University of Chicago, Chicago, IL)
-
Zellner, A., C. Min, and D. Dallaire, 1993, Bayesian analysis of simultaneous equation and related models using the Gibbs sampler and convergence checks, H.G.B. Alexander Research Foundation working paper (University of Chicago, Chicago, IL).
-
(1993)
Bayesian Analysis of Simultaneous Equation and Related Models Using the Gibbs Sampler and Convergence Checks
-
-
Zellner, A.1
Min, C.2
Dallaire, D.3
-
32
-
-
30244503093
-
-
Mimeo. (John M. Olin School of Business, Washington University, St. Louis, MO)
-
Zhou, G., 1993, Small sample rank tests with applications to asset pricing, Mimeo. (John M. Olin School of Business, Washington University, St. Louis, MO).
-
(1993)
Small Sample Rank Tests with Applications to Asset Pricing
-
-
Zhou, G.1
|