메뉴 건너뛰기




Volumn , Issue , 2007, Pages 1-357

Bayesian econometric methods

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84924444260     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511802447     Document Type: Book
Times cited : (221)

References (155)
  • 1
    • 84924440808 scopus 로고    scopus 로고
    • Econometric Exercises Series, Cambridge University Press, New York
    • Abadir, K. M., R. D. H. Heijmans, and J. R. Magnus (2006). Statistics, Econometric Exercises Series, Volume 2, Cambridge University Press, New York.
    • (2006) Statistics , vol.2
    • Abadir, K.M.1    Heijmans, R.D.2    Magnus, J.R.3
  • 2
    • 0346936628 scopus 로고    scopus 로고
    • Notation in econometrics: A proposal for a standard
    • Abadir, K. M. and J. R. Magnus (2002). Notation in econometrics: A proposal for a standard, Econometrics Journal, 5, 76-90.
    • (2002) Econometrics Journal , vol.5 , pp. 76-90
    • Abadir, K.M.1    Magnus, J.R.2
  • 3
    • 0008192226 scopus 로고
    • Aspects of reparameterization in approximate bayesian inference
    • (eds. S. Geisser, J. S. Hodges, S. J. Press, and A. Zellner), North-Holland, Amsterdam
    • Achcar, J. A. and A. F. M. Smith (1990). Aspects of reparameterization in approximate Bayesian inference, in Bayesian and Likelihood Methods in Statistics and Econometrics (eds. S. Geisser, J. S. Hodges, S. J. Press, and A. Zellner), North-Holland, Amsterdam, 439-452.
    • (1990) Bayesian and Likelihood Methods in Statistics and Econometrics , pp. 439-452
    • Achcar, J.A.1    Smith, A.F.2
  • 5
    • 0003698154 scopus 로고
    • Harvard University Press, Cambridge
    • Amemiya, T. (1985). Advanced Econometrics, Harvard University Press, Cambridge.
    • (1985) Advanced Econometrics
    • Amemiya, T.1
  • 7
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • Azzalini, A. and A. Dalla Valle (1996). The multivariate skew-normal distribution, Biometrika 83, 715-726.
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 11
    • 0001141391 scopus 로고
    • On the development of reference priors (With discussion)
    • (eds. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith), Oxford University Press, Oxford
    • Berger, J. O. and J. M. Bernardo (1992). On the development of reference priors (with discussion), in Bayesian Statistics 4 (eds. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith), Oxford University Press, Oxford, 35-60.
    • (1992) Bayesian Statistics 4 , pp. 35-60
    • Berger, J.O.1    Bernardo, J.M.2
  • 13
    • 0003774896 scopus 로고
    • 2nd edition, Institute of Mathematical Statistics, Hayward, CA
    • Berger, J. and R. Wolpert (1988). The Likelihood Principle, 2nd edition, Institute of Mathematical Statistics, Hayward, CA.
    • (1988) The Likelihood Principle
    • Berger, J.1    Wolpert, R.2
  • 14
    • 84974326063 scopus 로고
    • Noninformative priors and bayesian testing for the ar(1) model
    • Berger, J. and R.-Y. Yang (1994). Noninformative priors and Bayesian testing for the AR(1) model, Econometric Theory, 10,461-482.
    • (1994) Econometric Theory , vol.10 , pp. 461-482
    • Berger, J.1    Yang, R.-Y.2
  • 15
    • 0002183088 scopus 로고
    • Reference prior distributions for bayesian inference (With discussion)
    • Bernardo, J. M. (1979). Reference prior distributions for Bayesian inference (with discussion), Journal of the Royal Statistical Society, Series B, 41, 113-147.
    • (1979) Journal of the Royal Statistical Society, Series , vol.41 , pp. 113-147
    • Bernardo, J.M.1
  • 16
    • 84924500094 scopus 로고    scopus 로고
    • Universitat de Valencia, unpublished manuscript
    • Bernardo, J. M. (2004). Reference analysis, Universitat de Valencia, unpublished manuscript.
    • (2004) Reference Analysis
    • Bernardo, J.M.1
  • 18
    • 33847692075 scopus 로고    scopus 로고
    • Regression model under skew elliptical error distribution
    • Branco, M. D. and D. K. Dey (2002). Regression model under skew elliptical error distribution, Journal of Mathematical Sciences 1, 151-169.
    • (2002) Journal of Mathematical Sciences , vol.1 , pp. 151-169
    • Branco, M.D.1    Dey, D.K.2
  • 19
    • 0001611076 scopus 로고
    • Hierarchical bayesian analysis of changepoint problems
    • Carlin, B. P., A. E. Gelfand, and A. F. M. Smith (1992). Hierarchical Bayesian analysis of changepoint problems, Applied Statistics, 41(2), 389-405.
    • (1992) Applied Statistics , vol.41 , Issue.2 , pp. 389-405
    • Carlin, B.P.1    Gelfand, A.E.2    Smith, A.F.3
  • 21
    • 84988112810 scopus 로고
    • Inference for nonconjugate bayesian models using the gibbs sampler
    • Carlin, B. P. and N. G. Polson (1991). Inference for nonconjugate Bayesian models using the Gibbs sampler, The Canadian Journal of Statistics, 19, 399-405.
    • (1991) The Canadian Journal of Statistics , vol.19 , pp. 399-405
    • Carlin, B.P.1    Polson, N.G.2
  • 24
    • 0042189378 scopus 로고
    • A paradox in decision-theoretic interval estimation
    • Casella, G., J. T. G. Hwang, and C. Robert (1993). A paradox in decision-theoretic interval estimation, Statistica Sinica, 3, 141-155.
    • (1993) Statistica Sinica , vol.3 , pp. 141-155
    • Casella, G.1    Hwang, J.T.2    Robert, C.3
  • 25
    • 2242491935 scopus 로고    scopus 로고
    • Computational and inferential difficulties with mixture posterior distributions
    • Celeux, G., M. Hum, and C. P. Robert (2000). Computational and inferential difficulties with mixture posterior distributions, Journal of the American Statistical Association, 95,957-970.
    • (2000) Journal of the American Statistical Association , vol.95 , pp. 957-970
    • Celeux, G.1    Hum, M.2    Robert, C.P.3
  • 26
    • 44049123923 scopus 로고
    • Bayes regression for the tobit censored regression model
    • Chib, S. (1992). Bayes regression for the tobit censored regression model, Journal of Econometrics, 51, 79-99.
    • (1992) Journal of Econometrics , vol.51 , pp. 79-99
    • Chib, S.1
  • 28
    • 0003122168 scopus 로고    scopus 로고
    • Estimation and comparison of multiple change-point models
    • Chib, S. (1998). Estimation and comparison of multiple change-point models, Journal of Econometrics, 86, 221-241.
    • (1998) Journal of Econometrics , vol.86 , pp. 221-241
    • Chib, S.1
  • 29
    • 33847220057 scopus 로고    scopus 로고
    • Markov chain monte carlo methods: Computation and inference
    • (eds. J. J. Heckman and E. Leamer), Elsevier, Amsterdam
    • Chib, S. (2001). Markov chain Monte Carlo methods: Computation and inference, in Handbook of Econometrics Volume 5 (eds. J. J. Heckman and E. Leamer), Elsevier, Amsterdam, 3569-3649.
    • (2001) Handbook of Econometrics Volume 5 , pp. 3569-3649
    • Chib, S.1
  • 30
    • 0043047984 scopus 로고    scopus 로고
    • On mcmc sampling in hierarchical longitudinal models
    • Chib, S. and B. Carlin (1999). On MCMC sampling in hierarchical longitudinal models, Statistics and Computing, 9, 17-26.
    • (1999) Statistics and Computing , vol.9 , pp. 17-26
    • Chib, S.1    Carlin, B.2
  • 31
    • 32344446687 scopus 로고
    • Understanding the metropolis-hastings algorithm
    • Chib, S. and E. Greenberg (1995). Understanding the Metropolis-Hastings algorithm, The American Statistician, 49, 327-335.
    • (1995) The American Statistician , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 32
    • 33745670224 scopus 로고    scopus 로고
    • Inference in semiparametric dynamic models for binary longitudinal data
    • Chib, S. and I. Jeliazkov (2006). Inference in semiparametric dynamic models for binary longitudinal data, Journal of the American Statistical Association, 101, 685-700.
    • (2006) Journal of the American Statistical Association , vol.101 , pp. 685-700
    • Chib, S.1    Jeliazkov, I.2
  • 33
    • 21344474305 scopus 로고    scopus 로고
    • Accelerating monte carlo markov chain convergence for cumulative- link generalized linear models
    • Cowles, M. (1996). Accelerating Monte Carlo Markov chain convergence for cumulative- link generalized linear models, Statistics and Computing, 6, 101-111.
    • (1996) Statistics and Computing , vol.6 , pp. 101-111
    • Cowles, M.1
  • 34
    • 0030539336 scopus 로고    scopus 로고
    • Markov chain monte carlo convergence diagnostics: A comparative review
    • Cowles, M. and B. Carlin (1996). Markov chain Monte Carlo convergence diagnostics: A comparative review, Journal of the American Statistical Association, 91, 883-904.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 883-904
    • Cowles, M.1    Carlin, B.2
  • 36
    • 0000591336 scopus 로고
    • Some statistical models for limited dependent variables with application to the demand for durable goods
    • Cragg, J. G. (1971). Some statistical models for limited dependent variables with application to the demand for durable goods, Econometrica, 39, 829-844.
    • (1971) Econometrica , vol.39 , pp. 829-844
    • Cragg, J.G.1
  • 37
    • 0003320783 scopus 로고
    • Foresight: Its logical laws, its subjective sources
    • translated from French in, (eds. H. E. Kyburg Jr. and H. E. Smokler), Wiley, New York
    • de Finetti, B. (1937). Foresight: Its logical laws, its subjective sources, translated from French in Studies in Subjective Probability (eds. H. E. Kyburg Jr. and H. E. Smokler), Wiley, New York, 1964.
    • (1964) Studies in Subjective Probability
    • Finetti, D.1
  • 38
    • 33750503771 scopus 로고    scopus 로고
    • Bayesian analysis of the two-part model with endogeneity: Application to health care expenditure
    • forthcoming
    • Deb, P., M. K. Munkin and P. K. Trivedi (2006). Bayesian analysis of the two-part model with endogeneity: application to health care expenditure, Journal of Applied Econometrics, forthcoming.
    • (2006) Journal of Applied Econometrics
    • Deb, P.1    Munkin, M.K.2    Trivedi, P.K.3
  • 41
    • 84883714470 scopus 로고    scopus 로고
    • A simple data set for demonstrating common distributions
    • See
    • Dunn, P. K. (1999). A simple data set for demonstrating common distributions, Journal of Statistics Education, 7, 3. See http://www.amstat.org/publications/jse/jse/jse_archive.html.
    • (1999) Journal of Statistics Education , vol.7 , Issue.3
    • Dunn, P.K.1
  • 43
    • 0002502720 scopus 로고
    • A theory of extramarital affairs
    • Fair, R. (1978). A theory of extramarital affairs, Journal of Political Economy, 86, 45-61.
    • (1978) Journal of Political Economy , vol.86 , pp. 45-61
    • Fair, R.1
  • 44
    • 0035628039 scopus 로고    scopus 로고
    • Model uncertainty in cross-country growth regressions
    • Fernandez, C., E. Ley, and M. Steel (2001a). Model uncertainty in cross-country growth regressions, Journal of Applied Econometrics, 16, 563-576.
    • (2001) Journal of Applied Econometrics , vol.16 , pp. 563-576
    • Fernandez, C.1    Ley, E.2    Steel, M.3
  • 45
    • 18044404766 scopus 로고    scopus 로고
    • Benchmark priors for bayesian model averaging
    • Fernandez, C., E. Ley, and M. Steel (2001b). Benchmark priors for Bayesian model averaging, Journal of Econometrics, 100, 381-427.
    • (2001) Journal of Econometrics , vol.100 , pp. 381-427
    • Fernandez, C.1    Ley, E.2    Steel, M.3
  • 48
    • 84954899977 scopus 로고
    • On prior distributions for binary trials (With discussion)
    • Geisser, S. (1984). On prior distributions for binary trials (with discussion), American Statistician 38, 244-251.
    • (1984) American Statistician , vol.38 , pp. 244-251
    • Geisser, S.1
  • 51
    • 0001574731 scopus 로고
    • Efficient parameterizations for normal linear mixed models
    • Gelfand, A. E., S. K. Sahu, and B. P. Carlin (1995). Efficient parameterizations for normal linear mixed models, Biometrika, 82,479-488.
    • (1995) Biometrika , vol.82 , pp. 479-488
    • Gelfand, A.E.1    Sahu, S.K.2    Carlin, B.P.3
  • 54
    • 0031526204 scopus 로고    scopus 로고
    • Approaches for bayesian variable selection
    • George, E. and R. McCulloch (1997). Approaches for Bayesian variable selection, Statis- tica Sinica, 7, 339-373.
    • (1997) Statis- Tica Sinica , vol.7 , pp. 339-373
    • George, E.1    McCulloch, R.2
  • 55
    • 0344845591 scopus 로고
    • Exact inference in models with autoregressive conditional het- eroskedasticity
    • (eds. E. Berndt, H. White, and W. Barnett), Cambridge University Press, Cambridge
    • Geweke, J. (1988a). Exact inference in models with autoregressive conditional het- eroskedasticity, in Dynamic Econometric Modeling (eds. E. Berndt, H. White, and W. Barnett), Cambridge University Press, Cambridge.
    • (1988) Dynamic Econometric Modeling
    • Geweke, J.1
  • 56
    • 0042960894 scopus 로고
    • The secular and cyclical behavior of real gdp in 19 oecd countries, 1957-1983
    • Geweke, J. (1988b). The secular and cyclical behavior of real GDP in 19 OECD countries, 1957-1983, Journal of Business and Economic Statistics, 6, 479-486.
    • (1988) Journal of Business and Economic Statistics , vol.6 , pp. 479-486
    • Geweke, J.1
  • 57
    • 0001878857 scopus 로고
    • Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints
    • (ed. E. Keramidas), Interface Foundation of North America, Inc., Fairfax
    • Geweke, J. (1991). Efficient simulation from the multivariate normal and Student-t distributions subject to linear constraints, in Computer Science and Statistics: Proceedings of the Twenty-Third Symposium on the Interface (ed. E. Keramidas), Interface Foundation of North America, Inc., Fairfax, 571-578.
    • (1991) Computer Science and Statistics: Proceedings of the Twenty-Third Symposium on the Interface , pp. 571-578
    • Geweke, J.1
  • 58
    • 84986088295 scopus 로고
    • Bayesian treatment of the independent student-t linear model
    • Geweke, J. (1993). Bayesian treatment of the independent Student-t linear model, Journal of Applied Econometrics, 8, S19-S40.
    • (1993) Journal of Applied Econometrics , vol.8
    • Geweke, J.1
  • 59
    • 0344707492 scopus 로고    scopus 로고
    • Bayesian reduced rank regression in econometrics
    • Geweke, J. (1996a). Bayesian reduced rank regression in econometrics, Journal of Econometrics, 75, 121-146.
    • (1996) Journal of Econometrics , vol.75 , pp. 121-146
    • Geweke, J.1
  • 60
    • 0039800773 scopus 로고    scopus 로고
    • Bayesian inference for linear models subject to linear inequality constraints
    • (eds. W. O. Johnson, J. C. Lee, and A. Zellner), Springer-Verlag, New York
    • Geweke, J. (1996b). Bayesian inference for linear models subject to linear inequality constraints, in Modeling and Prediction: Honoring Seymour Geisser (eds. W. O. Johnson, J. C. Lee, and A. Zellner), Springer-Verlag, New York, 248-263.
    • (1996) Modeling and Prediction: Honoring Seymour Geisser , pp. 248-263
    • Geweke, J.1
  • 61
    • 85071345140 scopus 로고    scopus 로고
    • Using simulation methods for bayesian econometric models: Inference, development, and communication (with discussion and rejoinder)
    • Geweke, J. (1999). Using simulation methods for Bayesian econometric models: Inference, development, and communication (with discussion and rejoinder), Econometric Reviews, 18, 1-126.
    • (1999) Econometric Reviews , vol.18 , pp. 1-126
    • Geweke, J.1
  • 62
    • 4944234755 scopus 로고    scopus 로고
    • Getting it right: Joint distributions tests of posterior simulators
    • Geweke, J. (2004). Getting it right: Joint distributions tests of posterior simulators, Journal of the American Statistical Association 99, 799-804.
    • (2004) Journal of the American Statistical Association , vol.99 , pp. 799-804
    • Geweke, J.1
  • 65
    • 70350099722 scopus 로고    scopus 로고
    • Computationally intensive methods for integration in econometrics
    • (eds. J. J. Heckman and E. Leamer), Elsevier, Amsterdam
    • Geweke, J. and M. Keane (2001). Computationally intensive methods for integration in econometrics, in Handbook of Econometrics Volume 5 (eds. J. J. Heckman and E. Leamer), Elsevier, Amsterdam, 3463-3568.
    • (2001) Handbook of Econometrics Volume 5 , pp. 3463-3568
    • Geweke, J.1    Keane, M.2
  • 66
    • 0004905601 scopus 로고    scopus 로고
    • Statistical inference in the multinomial multiperiod probit model
    • Geweke, J., M. P. Keane, and D. E. Runkle (1997). Statistical inference in the multinomial multiperiod probit model, Journal of Econometrics, 80, 125-165.
    • (1997) Journal of Econometrics , vol.80 , pp. 125-165
    • Geweke, J.1    Keane, M.P.2    Runkle, D.E.3
  • 67
    • 84981378466 scopus 로고
    • Bayesian threshold autoregressive models for nonlinear time series
    • Geweke, J. and N. Terui (1993). Bayesian threshold autoregressive models for nonlinear time series, Journal of Times Series Analysis, 14, 441-454.
    • (1993) Journal of Times Series Analysis , vol.14 , pp. 441-454
    • Geweke, J.1    Terui, N.2
  • 69
    • 0033453624 scopus 로고    scopus 로고
    • Marginal effects in the censored regression model
    • Greene, W. (1999). Marginal effects in the censored regression model, Economics Letters, 1, 43-50.
    • (1999) Economics Letters , vol.1 , pp. 43-50
    • Greene, W.1
  • 71
    • 0343618271 scopus 로고
    • Let them eat cake: A note on comparing alternative models of the demand for medical care
    • Hay, J. and R. Olsen (1984). Let them eat cake: A note on comparing alternative models of the demand for medical care, Journal of Business and Economic Statistics, 2, 279-282.
    • (1984) Journal of Business and Economic Statistics , vol.2 , pp. 279-282
    • Hay, J.1    Olsen, R.2
  • 72
    • 84891509976 scopus 로고
    • De finetti’s theorem on exchangeable variables
    • Heath, D. and W. Sudderth (1976). De Finetti’s theorem on exchangeable variables, American Statistician, 30,188-189.
    • (1976) American Statistician , vol.30 , pp. 188-189
    • Heath, D.1    Sudderth, W.2
  • 73
    • 0001766028 scopus 로고
    • The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models
    • Heckman, J. (1976). The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models, Annals of Economic and Social Measurement, 5, 475-492.
    • (1976) Annals of Economic and Social Measurement , vol.5 , pp. 475-492
    • Heckman, J.1
  • 75
  • 81
    • 0006624318 scopus 로고
    • Bayesian decision theory and the simplification of models
    • (eds. J. Kmenta and J. Ramsey), Academic Press, New York
    • Kadane, J. and J. Dickey (1980). Bayesian decision theory and the simplification of models, in Evaluation of Econometric Models (eds. J. Kmenta and J. Ramsey), Academic Press, New York.
    • (1980) Evaluation of Econometric Models
    • Kadane, J.1    Dickey, J.2
  • 82
    • 0039646598 scopus 로고    scopus 로고
    • Numerical methods for estimation and inference in bayesian var-models
    • Kadiyala, K. and S. Karlsson (1997). Numerical methods for estimation and inference in Bayesian VAR-models, Journal of Applied Econometrics, 12, 99-132.
    • (1997) Journal of Applied Econometrics , vol.12 , pp. 99-132
    • Kadiyala, K.1    Karlsson, S.2
  • 83
    • 0000992191 scopus 로고
    • Approximate bayes factors and orthogonal parameters, with application to testing equality of two binomial proportions
    • Kass, R. and S. Vaidyanathan (1992). Approximate Bayes factors and orthogonal parameters, with application to testing equality of two Binomial proportions, Journal of the Royal Statistical Society, Series B, 54, 129-144.
    • (1992) Journal of the Royal Statistical Society, Series B , vol.54 , pp. 129-144
    • Kass, R.1    Vaidyanathan, S.2
  • 84
    • 27944462549 scopus 로고
    • A reference bayes test for nested hypotheses and its relationship to the schwartz criterion
    • Kass, R. and L. Wasserman (1995). A reference Bayes test for nested hypotheses and its relationship to the Schwartz criterion, Journal of the American Statistical Association, 90,928-934.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 928-934
    • Kass, R.1    Wasserman, L.2
  • 86
    • 0001722619 scopus 로고
    • A note on identification in the multinomial probit model
    • Keane, M. (1992). A note on identification in the multinomial probit model, Journal of Business and Economic Statistics, 10, 193-200.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 193-200
    • Keane, M.1
  • 87
    • 84974196366 scopus 로고
    • On the shape of the likelihood/posterior in cointegration models
    • Kleibergen, F. and H. K. van Dijk (1994). On the shape of the likelihood/posterior in cointegration models, Econometric Theory, 10, 514-551.
    • (1994) Econometric Theory , vol.10 , pp. 514-551
    • Kleibergen, F.1    Van Dijk, H.K.2
  • 88
    • 0032275194 scopus 로고    scopus 로고
    • Bayesian simultaneous equations analysis using reduced rank structures
    • Kleibergen, F. and H. K. van Dijk (1998). Bayesian simultaneous equations analysis using reduced rank structures, Econometric Theory, 14, 701-743.
    • (1998) Econometric Theory , vol.14 , pp. 701-743
    • Kleibergen, F.1    Van Dijk, H.K.2
  • 90
    • 0001383213 scopus 로고    scopus 로고
    • Learning about the cross-regime correlation in switching regression models
    • Koop, G. and D. J. Poirier (1997). Learning about the cross-regime correlation in switching regression models, Journal of Econometrics, 78, 217-227.
    • (1997) Journal of Econometrics , vol.78 , pp. 217-227
    • Koop, G.1    Poirier, D.J.2
  • 91
    • 4344667958 scopus 로고    scopus 로고
    • Bayesian variants of some classical semiparametric regression techniques
    • Koop, G. and D. J. Poirier (2004). Bayesian variants of some classical semiparametric regression techniques, Journal of Econometrics, 123, 259-282.
    • (2004) Journal of Econometrics , vol.123 , pp. 259-282
    • Koop, G.1    Poirier, D.J.2
  • 95
    • 33746239346 scopus 로고    scopus 로고
    • Semiparametric bayesian inference in smooth coefficient models
    • Koop, G. and J. L. Tobias (2006). Semiparametric Bayesian inference in smooth coefficient models, Journal of Econometrics, 134, 283-315.
    • (2006) Journal of Econometrics , vol.134 , pp. 283-315
    • Koop, G.1    Tobias, J.L.2
  • 96
    • 0010745602 scopus 로고    scopus 로고
    • Asymptotic bayesian analysis based on a limited information estimator
    • Kwan, Y. K. (1998). Asymptotic Bayesian analysis based on a limited information estimator, Journal of Econometrics, 88, 99-121.
    • (1998) Journal of Econometrics , vol.88 , pp. 99-121
    • Kwan, Y.K.1
  • 99
    • 0000121312 scopus 로고
    • Sets of posterior means with bounded variance priors
    • Leamer, E. (1982). Sets of posterior means with bounded variance priors, Econometrica, 50,725-736.
    • (1982) Econometrica , vol.50 , pp. 725-736
    • Leamer, E.1
  • 101
    • 0001028222 scopus 로고    scopus 로고
    • On the choice between sample selection and two-part models
    • Leung, S. F. and S. Yu (1996). On the choice between sample selection and two-part models, Journal of Econometrics, 72, 197-229.
    • (1996) Journal of Econometrics , vol.72 , pp. 197-229
    • Leung, S.F.1    Yu, S.2
  • 102
    • 0001408331 scopus 로고    scopus 로고
    • Bayesian inference in a simultaneous equation model with limited dependent variables
    • Li, K. (1998). Bayesian inference in a simultaneous equation model with limited dependent variables, Journal of Econometrics, 85, 387-400.
    • (1998) Journal of Econometrics , vol.85 , pp. 387-400
    • Li, K.1
  • 103
    • 10044223553 scopus 로고    scopus 로고
    • Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models
    • Li, M., D. J. Poirier, and J. L. Tobias (2003). Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models, Journal of Applied Econometrics, 19(2), 203-225.
    • (2003) Journal of Applied Econometrics , vol.19 , Issue.2 , pp. 203-225
    • Li, M.1    Poirier, D.J.2    Tobias, J.L.3
  • 104
    • 84924460836 scopus 로고    scopus 로고
    • Bayesian analysis of structural effects in an ordered equation system
    • forthcoming
    • Li, M. and J. L. Tobias (2005). Bayesian analysis of structural effects in an ordered equation system, in Studies in Nonlinear Dynamics and Econometrics, forthcoming.
    • (2005) Studies in Nonlinear Dynamics and Econometrics
    • Li, M.1    Tobias, J.L.2
  • 105
    • 37349032731 scopus 로고    scopus 로고
    • That wretched prior
    • Lindley, D. V. (2004). That wretched prior, Significance 1, 85-87.
    • (2004) Significance , vol.1 , pp. 85-87
    • Lindley, D.V.1
  • 107
    • 21844520724 scopus 로고
    • Bayesian graphical models for discrete data
    • Madigan, D. and J. York (1995). Bayesian graphical models for discrete data, International Statistical Review, 63, 215-232.
    • (1995) International Statistical Review , vol.63 , pp. 215-232
    • Madigan, D.1    York, J.2
  • 108
    • 0039421092 scopus 로고
    • Monte-carlo evidence on the choice between sample selection and two-part models
    • Manning, W., N. Duan, and W. Rogers (1987). Monte-Carlo evidence on the choice between sample selection and two-part models, Journal of Econometrics, 35, 59-82.
    • (1987) Journal of Econometrics , vol.35 , pp. 59-82
    • Manning, W.1    Duan, N.2    Rogers, W.3
  • 109
    • 0002897235 scopus 로고
    • A two-part model of the demand for medical care: Preliminary results from the health insurance experiment
    • (eds. J. van der Gaag and M. Perlman), North- Holland, Amsterdam
    • Manning, W., C. Morris, and J. Newhouse (1981). A two-part model of the demand for medical care: Preliminary results from the health insurance experiment, in Health, Economics and Health Economics (eds. J. van der Gaag and M. Perlman), North- Holland, Amsterdam.
    • (1981) Health, Economics and Health Economics
    • Manning, W.1    Morris, C.2    Newhouse, J.3
  • 110
    • 43949158952 scopus 로고
    • An exact likelihood analysis of the multinomial probit model
    • McCulloch, R. and P. E. Rossi (1994). An exact likelihood analysis of the multinomial probit model, Journal of Econometrics, 64, 207-240.
    • (1994) Journal of Econometrics , vol.64 , pp. 207-240
    • McCulloch, R.1    Rossi, P.E.2
  • 111
    • 0001434493 scopus 로고    scopus 로고
    • A bayesian analysis of the multinomial probit model with fully identified parameters
    • McCulloch, R., N. Polson and P. E. Rossi (2000). A Bayesian analysis of the multinomial probit model with fully identified parameters, Journal of Econometrics, 99, 173-193.
    • (2000) Journal of Econometrics , vol.99 , pp. 173-193
    • McCulloch, R.1    Polson, N.2    Rossi, P.E.3
  • 114
    • 84952221231 scopus 로고
    • Generating random variates using transformations with multiple roots
    • Michael, J. R., W. R. Schucany, and R. W. Haas (1976). Generating random variates using transformations with multiple roots, The American Statistician, 30, 88-90.
    • (1976) The American Statistician , vol.30 , pp. 88-90
    • Michael, J.R.1    Schucany, W.R.2    Haas, R.W.3
  • 115
    • 0030514309 scopus 로고    scopus 로고
    • Reparameterizing the generalized linear model to accelerate gibbs sampler convergence
    • Nandram, B. and M.-H. Chen (1996). Reparameterizing the generalized linear model to accelerate Gibbs sampler convergence, Journal of Statistical Computation and Simulation, 54, 129-144.
    • (1996) Journal of Statistical Computation and Simulation , vol.54 , pp. 129-144
    • Nandram, B.1    Chen, M.-H.2
  • 116
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • Neyman, J. and E. S. Scott (1948). Consistent estimates based on partially consistent observations, Econometrica, 16, 1-32.
    • (1948) Econometrica , vol.16 , pp. 1-32
    • Neyman, J.1    Scott, E.S.2
  • 117
    • 0141600855 scopus 로고    scopus 로고
    • Comment: Bayesian multinomial probit models with a normalization constraint
    • Nobile, A. (2000). Comment: Bayesian multinomial probit models with a normalization constraint, Journal of Econometrics, 99, 335-345.
    • (2000) Journal of Econometrics , vol.99 , pp. 335-345
    • Nobile, A.1
  • 118
    • 84986414355 scopus 로고
    • To criticize the critics: An objective bayesian analysis of stochastic trends (with discussion)
    • Phillips, P. C. B. (1991). To criticize the critics: An objective Bayesian analysis of stochastic trends (with discussion), Journal of Applied Econometrics, 6, 333-474.
    • (1991) Journal of Applied Econometrics , vol.6 , pp. 333-474
    • Phillips, P.1
  • 122
    • 17944363580 scopus 로고    scopus 로고
    • Revising beliefs in non-identified models
    • Poirier, D. J. (1998). Revising beliefs in non-identified models, Econometric Theory, 14, 483-509.
    • (1998) Econometric Theory , vol.14 , pp. 483-509
    • Poirier, D.J.1
  • 123
    • 23844451149 scopus 로고
    • A note on the interpretation of regression coefficients within a class of truncated distributions
    • Poirier, D. J. and A. Melino (1978). A note on the interpretation of regression coefficients within a class of truncated distributions, Econometrica 46, 1207-1209.
    • (1978) Econometrica , vol.46 , pp. 1207-1209
    • Poirier, D.J.1    Melino, A.2
  • 124
    • 0037386514 scopus 로고    scopus 로고
    • On the predictive distributions of outcome gains in the presence of an unidentified parameter
    • Poirier, D. J. and J. L. Tobias (2003). On the predictive distributions of outcome gains in the presence of an unidentified parameter, Journal of Business and Economic Statistics, 21, 258-268.
    • (2003) Journal of Business and Economic Statistics , vol.21 , pp. 258-268
    • Poirier, D.J.1    Tobias, J.L.2
  • 127
    • 0001776741 scopus 로고
    • Truth and probability
    • (ed. R. B. Braithwaite), Routledge & Keegan Paul, London
    • Ramsey, F. (1926). Truth and probability, in The Foundations of Mathematics and Other Logical Essays (ed. R. B. Braithwaite), Routledge & Keegan Paul, London, 156-198.
    • (1926) The Foundations of Mathematics and Other Logical Essays , pp. 156-198
    • Ramsey, F.1
  • 128
    • 18244378520 scopus 로고    scopus 로고
    • On bayesian analysis of mixtures with an unknown number of components (With discussion)
    • Richardson, S. and P. Green (1997). On Bayesian analysis of mixtures with an unknown number of components (with discussion), Journal of the Royal Statistical Society, Series B, 59,731-792.
    • (1997) Journal of the Royal Statistical Society, Series B , vol.59 , pp. 731-792
    • Richardson, S.1    Green, P.2
  • 129
    • 84950788916 scopus 로고
    • A noniterative sampling/importance resampling alternative to the data augmentation algorithm for creating a few imputations when fractions of missing information are modest: The sir algorithm
    • Rubin, D. (1987). A noniterative sampling/importance resampling alternative to the data augmentation algorithm for creating a few imputations when fractions of missing information are modest: The SIR algorithm, Journal of the American Statistical Association, 82, 543-546.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 543-546
    • Rubin, D.1
  • 130
    • 0000458272 scopus 로고
    • Using the sir algorithm to simulate posterior distributions (With discussion)
    • (eds. J. M. Bernardo, M. H. DeGroot, D. V. Lindley, and A. F. M. Smith), Oxford University Press, Oxford
    • Rubin, D. (1988). Using the SIR algorithm to simulate posterior distributions (with discussion), in Bayesian Statistics 3 (eds. J. M. Bernardo, M. H. DeGroot, D. V. Lindley, and A. F. M. Smith), Oxford University Press, Oxford, 395-402.
    • (1988) Bayesian Statistics 3 , pp. 395-402
    • Rubin, D.1
  • 131
    • 84974270216 scopus 로고
    • Priors for the ar(1) model: Parameterisation issues and time series considerations
    • Schotman, P. (1994). Priors for the AR(1) model: Parameterisation issues and time series considerations, Econometric Theory, 10, 579-595.
    • (1994) Econometric Theory , vol.10 , pp. 579-595
    • Schotman, P.1
  • 132
    • 0000120766 scopus 로고
    • 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
  • 135
    • 45549119048 scopus 로고
    • Bayesian skepticism on unit root econometrics
    • Sims, C. (1988). Bayesian skepticism on unit root econometrics, Journal of Economic Dynamics and Control, 12, 463-474.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 463-474
    • Sims, C.1
  • 136
    • 0001211740 scopus 로고
    • Understanding unit rooters: A helicopter tour
    • Sims, C and H. Uhlig (1991). Understanding unit rooters: A helicopter tour, Economet- rica, 59, 1591-1600.
    • (1991) Economet- Rica , vol.59 , pp. 1591-1600
    • Sims, C.1    Uhlig, H.2
  • 137
    • 0003174553 scopus 로고
    • Bayesian statistics without tears: A sampling- resampling perspective
    • Smith, A. F. M. and A. E. Gelfand (1992). Bayesian statistics without tears: A sampling- resampling perspective, The American Statistician 46, 84-88.
    • (1992) The American Statistician , vol.46 , pp. 84-88
    • Smith, A.1    Gelfand, A.E.2
  • 138
    • 0000824232 scopus 로고    scopus 로고
    • Nonparametric regression using bayesian variable selection
    • Smith, M. and R. Kohn (1996). Nonparametric regression using Bayesian variable selection, Journal of Econometrics, 75, 317-343.
    • (1996) Journal of Econometrics , vol.75 , pp. 317-343
    • Smith, M.1    Kohn, R.2
  • 139
    • 0346430343 scopus 로고    scopus 로고
    • Bayesian analysis of the error correction model
    • Strachan, R. and B. Inder (2004). Bayesian analysis of the error correction model, Journal of Econometrics, 123, 307-325.
    • (2004) Journal of Econometrics , vol.123 , pp. 307-325
    • Strachan, R.1    Inder, B.2
  • 140
    • 84950758368 scopus 로고
    • The calculation of posterior distributions by data augmentation
    • Tanner, M. and W. Wong (1987). The calculation of posterior distributions by data augmentation, Journal of the American Statistical Association, 82, 528-549.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 528-549
    • Tanner, M.1    Wong, W.2
  • 141
    • 84890568693 scopus 로고
    • Finite sample monte carlo studies: An autoregressive illustration
    • Thornber, H. (1967). Finite sample Monte Carlo studies: An autoregressive illustration, Journal of the American Statistical Association, 62, 810-818.
    • (1967) Journal of the American Statistical Association , vol.62 , pp. 810-818
    • Thornber, H.1
  • 142
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions (With discussion)
    • Tierney, L. (1994). Markov chains for exploring posterior distributions (with discussion), Annals of Statistics, 22, 1701-1762.
    • (1994) Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 143
    • 84950871099 scopus 로고
    • Accurate approximations for posterior moments and marginal posterior densities
    • Tierney, L. and J. Kadane (1986). Accurate approximations for posterior moments and marginal posterior densities, Journal of the American Statistical Association, 81, 8286.
    • (1986) Journal of the American Statistical Association , vol.81 , pp. 8286
    • Tierney, L.1    Kadane, J.2
  • 144
    • 0001560641 scopus 로고
    • Fully exponential laplace approximations to expectations and variances of nonpositive functions
    • Tierney, L., R. E. Kass, and J. B. Kadane (1989). Fully exponential Laplace approximations to expectations and variances of nonpositive functions, Journal of the American Statistical Association, 84, 710-716.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 710-716
    • Tierney, L.1    Kass, R.E.2    Kadane, J.B.3
  • 145
    • 0000175291 scopus 로고
    • Estimation of relationships for limited dependent variables
    • Tobin, J. (1958). Estimation of relationships for limited dependent variables, Economet- rica, 26, 24-36.
    • (1958) Economet- Rica , vol.26 , pp. 24-36
    • Tobin, J.1
  • 146
    • 84924460834 scopus 로고    scopus 로고
    • Bayesian sampling algorithms for the sample selection and two- part models
    • Department of Economics, Brown University
    • van Hasselt, M. (2005). Bayesian sampling algorithms for the sample selection and two- part models, working paper, Department of Economics, Brown University.
    • (2005) Working Paper
    • Van Hasselt, M.1
  • 147
    • 38249002220 scopus 로고
    • Measuring the unidentified parameter of the extended roy model of selectivity
    • Vijverberg, W. (1993). Measuring the unidentified parameter of the extended Roy model of selectivity, Journal of Econometrics, 57, 69-89.
    • (1993) Journal of Econometrics , vol.57 , pp. 69-89
    • Vijverberg, W.1
  • 149
    • 0004044394 scopus 로고    scopus 로고
    • A catalogue of noninformative priors
    • Duke University, Institute of Statistics and Decision Sciences
    • Yang, R. and J. O. Berger (1996). A catalogue of noninformative priors, Technical Report #97-42, Duke University, Institute of Statistics and Decision Sciences.
    • (1996) Technical Report #97-42
    • Yang, R.1    Berger, J.O.2
  • 150
    • 84946357749 scopus 로고
    • An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias
    • Zellner, A. (1962). An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias, Journal of the American Statistical Association, 57, 348-368.
    • (1962) Journal of the American Statistical Association , vol.57 , pp. 348-368
    • Zellner, A.1
  • 151
    • 0002817906 scopus 로고
    • On assessing prior distributions and bayesian regression analysis with g-prior distributions
    • (eds. P. K. Goel and A. Zellner), North-Holland, Amsterdam
    • Zellner, A. (1986a). On assessing prior distributions and Bayesian regression analysis with g-prior distributions, in Bayesian Inference and Decision Techniques: Essays in Honour of Bruno de Finetti (eds. P. K. Goel and A. Zellner), North-Holland, Amsterdam.
    • (1986) Bayesian Inference and Decision Techniques: Essays in Honour of Bruno De Finetti
    • Zellner, A.1
  • 152
    • 84950930899 scopus 로고
    • Bayesian estimation and prediction using asymmetric loss functions
    • Zellner, A. (1986b). Bayesian estimation and prediction using asymmetric loss functions, Journal of the American Statistical Association, 81, 446-451.
    • (1986) Journal of the American Statistical Association , vol.81 , pp. 446-451
    • Zellner, A.1
  • 153
    • 0000201120 scopus 로고
    • Bayesian and non-bayesian estimation using balanced loss functions
    • (eds. S. Gupta and J. Berger), Springer-Verlag, New York
    • Zellner, A. (1994). Bayesian and non-Bayesian estimation using balanced loss functions, in Statistical Decision Theory and Related Topics V (eds. S. Gupta and J. Berger), Springer-Verlag, New York.
    • (1994) Statistical Decision Theory and Related Topics V
    • Zellner, A.1
  • 154
    • 0001190784 scopus 로고
    • Bayesian analysis of dichotomous quantal response models
    • Zellner, A. and P. Rossi (1984). Bayesian analysis of dichotomous quantal response models, Journal of Econometrics, 25, 365-393.
    • (1984) Journal of Econometrics , vol.25 , pp. 365-393
    • Zellner, A.1    Rossi, P.2
  • 155
    • 33645747482 scopus 로고    scopus 로고
    • Were there regime switches in us monetary policy?
    • Zha, T. and C. Sims (2006). Were there regime switches in US monetary policy?, American Economic Review, 96, 54-81.
    • (2006) American Economic Review , vol.96 , pp. 54-81
    • Zha, T.1    Sims, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.