Bayesian econometrics

Econometric Theory

Volumn 12, Issue 3, 1996, Pages 500-516

  Qin, Duo ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18544376270     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006836     Document Type: Article

References (14)

1. Chetty, V.K. (1968) Bayesian analysis of Haavelmo's models. Econometrica 36, 582-602.
2. Cochrane, D. & G. Orcutt (1949) Application of least squares regression to relationships containing autocorrelated error terms. Journal of the American Statistical Association 44, 32-61.
3. Doan, T., R. Litterman, & C. Sims (1984) Forecasting and conditional projection using realistic prior distribution. Econometric Reviews 3, 1-100.
4. Drèze, J. (1962) The Bayesian Approach to Simultaneous Equations Estimation. O.N.R. Research Memorandum 67, Northwestern University.
5. Drèze, J. (1968) Limited Information Estimation from a Bayesian Viewpoint. CORE discussion paper 6816, University of Louvain.
6. Drèze, J. (1972) Econometrics and decision theory. Econometrica 40, 1-17.
7. Drèze, J. & J.-A. Morales (1976) Bayesian full information analysis of simultaneous equations. Journal of the American Statistical Association 71, 919-923.
8. Epstein, R.J. (1987) A History of Econometrics. Amsterdam: North-Holland.
9. Fisher, P.M. (1966) The Identification Problem in Econometrics. New York: McGraw-Hill.
10. Fisher, W.D. (1962) Estimation in the linear decision model. International Economic Review 3, 1-29.
11. Learner, E.E. (1978a) Regression selection strategies and revealed priors. Journal of the American Statistical Association 73, 580-587.
12. Learner, E.E. (1978b) Specification Searches. New York: Wiley.
13. Learner, E.E. & H. Leonard (1983) Reporting the fragility of regression estimates. Review of Economics and Statistics 65, 306-317.
14. Lempers, F.B. (1971) Posterior Probabilities of Alternative Linear Models. Ph.D. Thesis, University of Rotterdam.