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Volumn , Issue , 2004, Pages 1-163

Statistics, econometrics and forecasting

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EID: 84929725535     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511493188     Document Type: Book
Times cited : (12)

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    • Report 6, 114, Econometric Institute, Netherlands School of Economics (published in the Journal of the American Statistical Association
    • Zellner A. (1961), An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias, Report 6, 114, Econometric Institute, Netherlands School of Economics (published in the Journal of the American Statistical Association, 57, 348–168).
    • (1961) An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias , vol.57
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    • Estimation of functions of population means and regression coefficients including structural coefficients: A minimum expected loss (melo) approach
    • (1980), Bayesian Analysis in Econometrics and Statistics: Essays in Honor of Harold Jeffreys, Amsterdam: North-Holland
    • Zellner A. (1978), “Estimation of functions of population means and regression coefficients including structural coefficients: a minimum expected loss (MELO) approach,” Journal of Econometrics, 8, 127–158. ed. (1980), Bayesian Analysis in Econometrics and Statistics: Essays in Honor of Harold Jeffreys, Amsterdam: North-Holland.
    • (1978) Journal of Econometrics , vol.8 , pp. 127-158
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    • Canonical representation of linear structural econometric models, rank tests for identification and existence of estimators’ moments
    • paper in S. Karlin, T. Amemyia and L. A. Goodman, New York: Academic Press
    • Zellner A. (1983), “Canonical representation of linear structural econometric models, rank tests for identification and existence of estimators’ moments,” invited paper in S. Karlin, T. Amemyia and L. A. Goodman, eds., Studies in Econometrics, Time Series and Multivariate Statistics inHonor of T.W. Anderson, New York: Academic Press, 227–240.
    • (1983) Studies in Econometrics, Time Series and Multivariate Statistics Inhonor of T.W. Anderson , pp. 227-240
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    • Optimal information processing and bayes’ theorem
    • with discussion by E.T. Jaynes, B. M. Hill, S. Kullback and J. Bernardo and the author’s reply
    • Zellner A. (1988), “Optimal information processing and Bayes’ theorem,” American Statistician, 42 (4), 278–280, with discussion by E.T. Jaynes, B. M. Hill, S. Kullback and J. Bernardo and the author’s reply.
    • (1988) American Statistician , vol.42 , Issue.4 , pp. 278-280
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  • 141
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    • Bayesian analysis in econometrics and statistics: The zellner papers and view
    • contribution to M. Perlman and M. Blaug, eds, Cheltenham (UK) Lyme (USA): Edward Elgar Publishing Ltd
    • Zellner A. (1997a), “Bayesian Analysis in Econometrics and Statistics: The Zellner Papers and View,” invited contribution to M. Perlman and M. Blaug, eds., Economists of the Twentieth Century Series, Cheltenham (UK) Lyme (USA): Edward Elgar Publishing Ltd.
    • (1997) Economists of the Twentieth Century Series
    • Zellner, A.1
  • 142
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    • The bayesian method of moments (bmom): Theory and applications
    • T. Fomby and R. Hill, eds., Greenwich, CT: Jai Press
    • Zellner A. (1997b), “The Bayesian method of moments (BMOM): Theory and Applications,” in T. Fomby and R. Hill, eds., Advances in Econometrics, Vol. XII, Greenwich, CT: Jai Press, 85–105.
    • (1997) Advances in Econometrics , vol.12 , pp. 85-105
    • Zellner, A.1
  • 143
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    • The finite sample properties of simultaneous equations’ estimates and estimators: Bayesian and non-bayesian approaches
    • Zellner A. (1998), “The finite sample properties of simultaneous equations’ estimates and estimators: Bayesian and non-Bayesian approaches,” invited paper presented to conference honoring Carl. Christ published in L. R. Klein, ed., Journal of Econometrics, 83, 185–212.
    • (1998) Journal of Econometrics , vol.83 , pp. 185-212
    • Zellner, A.1
  • 144
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    • The marshallian macroeconomic model
    • T. Nagishi, R. V. Ramachandran and K. Mino, eds., Boston/ Dordrecht: Kluwer Academic Publishers
    • Zellner A. (2001), “The Marshallian macroeconomic model,” in T. Nagishi, R. V. Ramachandran and K. Mino, eds., Economic Theory, Dynamics and Markets: Essays in Honor of Ryuzo Sato, Boston/ Dordrecht: Kluwer Academic Publishers, 19–29.
    • (2001) Economic Theory, Dynamics and Markets: Essays in Honor of Ryuzo Sato , pp. 19-29
    • Zellner, A.1
  • 148
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    • Bayesian modeling of economies and data requirements
    • invited keynote address to International Institute of Forecasters meeting, Lisbon 2000, published
    • Zellner A., and B. Chen (2001), “Bayesian modeling of economies and data requirements,” invited keynote address to International Institute of Forecasters meeting, Lisbon 2000, published in Macroeconomic Dynamics, 5, 673–700.
    • (2001) Macroeconomic Dynamics , vol.5 , pp. 673-700
    • Zellner, A.1    Chen, B.2
  • 149
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    • Prediction anddecision problems in regression models from the bayesian point of view
    • Zellner A., and V. K. Chetty (1965), “Prediction anddecision problems in regression models from the Bayesian point of view,” Journal of the American Statistical Association, 60, 608–616.
    • (1965) Journal of the American Statistical Association , vol.60 , pp. 608-616
    • Zellner, A.1    Chetty, V.K.2
  • 150
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    • Bayesian methods for forecasting turning points in economic time series: Sensitivity of forecasts to asymmetry of loss functions
    • K. Lahiri and G. H. Moore, eds., Cambridge: Cambridge University Press
    • Zellner A., and C. Hong (1991), “Bayesian methods for forecasting turning points in economic time series: sensitivity of forecasts to asymmetry of loss functions,” in K. Lahiri and G. H. Moore, eds., Leading Economic Indicators: New Approaches and Forecasting Records, Cambridge: Cambridge University Press, 129–140.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 129-140
    • Zellner, A.1    Hong, C.2
  • 151
    • 0003854327 scopus 로고
    • Turning points in economic time series, loss structures and bayesian forecasting
    • S. Geisser, J. S. Hodges, S. J. Press and A. Zellner eds., Amsterdam: North-Holland
    • Zellner A., C. Hong and G. M. Gulati (1990), ‘Turning points in economic time series, loss structures and Bayesian forecasting,’ in S. Geisser, J. S. Hodges, S. J. Press and A. Zellner eds., Bayesian and Likelihood Methods in Statistics and Econometrics: Essays in Honor of George A. Barnard, Amsterdam: North-Holland, 371– 393.
    • (1990) Bayesian and Likelihood Methods in Statistics and Econometrics: Essays in Honor of George A. Barnard , pp. 371-393
    • Zellner, A.1    Hong, C.2    Gulati, G.M.3
  • 153
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    • Forecasting turning points in international growth rates using bayesian exponentially weighted autoregression, time-varying parameter and pooling techniques
    • Zellner A., C. Hong and C. Min (1991), “Forecasting turning points in international growth rates using Bayesian exponentially weighted autoregression, time-varying parameter and pooling techniques,” Journal of Econometrics, 49, 275–304.
    • (1991) Journal of Econometrics , vol.49 , pp. 275-304
    • Zellner, A.1    Hong, C.2    Min, C.3
  • 154
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    • Real balances and the demand for money: Comment
    • Zellner A., D. S. Huang and L. C. Chau (1973), “Real balances and the demand for money: comment,” Journal of Political Economy, 82 (2), 485–487.
    • (1973) Journal of Political Economy , vol.82 , Issue.2 , pp. 485-487
    • Zellner, A.1    Huang, D.S.2    Chau, L.C.3
  • 156
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    • Bayesian analysis, model selection and prediction
    • Cambridge: Cambridge University Press
    • Zellner A., and C. Min (1993), “Bayesian analysis, model selection and prediction,” in Physics and Probability: Essays in Honor of Edwin T. Jaynes, Cambridge: Cambridge University Press, 195– 206 (reprinted in Zellner A. [1997a]).
    • (1993) Physics and Probability: Essays in Honor of Edwin T. Jaynes , pp. 195-206
    • Zellner, A.1    Min, C.2
  • 157
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    • Forecasting turning points in countries’ output growth rates: A response to milton friedman
    • Zellner A., and C. Min (1999), “Forecasting turning points in countries’ output growth rates: a response to Milton Friedman,” Journal of Econometrics, 88, 203–206.
    • (1999) Journal of Econometrics , vol.88 , pp. 203-206
    • Zellner, A.1    Min, C.2
  • 158
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    • Time series analysis and simultaneous equation econometric models
    • Zellner A., and F. C. Palm (1974), “Time series analysis and simultaneous equation econometric models,” Journal of Econometrics, 2, 17–54.
    • (1974) Journal of Econometrics , vol.2 , pp. 17-54
    • Zellner, A.1    Palm, F.C.2
  • 159
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    • Time series analysis of structural monetary models of the U.S. Economy
    • Zellner A., and F. C. Palm (1975), “Time series analysis of structural monetary models of the U.S. economy,” Sankya, Series C, 37, 12–56.
    • (1975) Sankya, Series C , vol.37 , pp. 12-56
    • Zellner, A.1    Palm, F.C.2
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    • Correction to cointegration and dynamic simultaneous equations modeling by cheng hsiao
    • (2001), The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach, Cambridge: Cambridge University Press
    • Zellner A., and F. C. Palm (2000), “Correction to cointegration and dynamic simultaneous equations modeling by Cheng Hsiao,” Econometrica, 68, 1,293. eds. (2001), The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach, Cambridge: Cambridge University Press.
    • (2000) Econometrica , vol.68
    • Zellner, A.1    Palm, F.C.2
  • 161
    • 0040696306 scopus 로고
    • Simulation experiments with a quarterly model of the U.S. Economy
    • A. Power and R. Williams, R., Amsterdam: North-Holland, 149–168 (reprinted in Zellner A. [1984])
    • Zellner A., and S. Peck (1973), “Simulation experiments with a quarterly model of the U.S. economy,” in A. Power and R. Williams, R., eds., Econometric Studies of Macro and Monetary Relations, 149–168. Amsterdam: North-Holland, 149–168 (reprinted in Zellner A. [1984]).
    • (1973) Econometric Studies of Macro and Monetary Relations , pp. 149-168
    • Zellner, A.1    Peck, S.2
  • 162
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    • Posterior odds ratios for selected regression hypotheses
    • J. M. Bernardo, M. H. DeGroot, D.V. Lindley and A. F. M. Smith, eds., Spain: Valencia University Press
    • Zellner A., and A. Siow (1979), “Posterior odds ratios for selected regression hypotheses,” in J. M. Bernardo, M. H. DeGroot, D.V. Lindley and A. F. M. Smith, eds., Bayesian Statistics, Proceedings of the First International Meeting, Valencia, Spain: Valencia University Press, 586–603.
    • (1979) Bayesian Statistics, Proceedings of the First International Meeting, Valencia , pp. 586-603
    • Zellner, A.1    Siow, A.2
  • 163
    • 0346279341 scopus 로고    scopus 로고
    • Further results on bayesian method of moments analysis of the multiple regression model
    • Zellner A., and J. Tobias (1999), “Further results on Bayesian method of moments analysis of the multiple regression model,” International Economic Review, 42 (1), 121–140.
    • (1999) International Economic Review , vol.42 , Issue.1 , pp. 121-140
    • Zellner, A.1    Tobias, J.2
  • 164
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    • A note on aggregation, disaggregation and forecasting performance
    • Zellner A., and J. Tobias (2000), “A note on aggregation, disaggregation and forecasting performance,” Journal of Forecasting, 19, 457–459.
    • (2000) Journal of Forecasting , vol.19 , pp. 457-459
    • Zellner, A.1    Tobias, J.2
  • 165
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    • Bayesian methodofmoments analysis of time series models with an application to forecasting turning points in output growth rates
    • Zellner A., J. Tobias and H. Ryu (1999), “Bayesian methodofmoments analysis of time series models with an application to forecasting turning points in output growth rates,” Estadistica (Journal of the Inter-American Statistical Institute), 49–51, 3–63, with invited discussion and the authors’ response.
    • (1999) Estadistica (Journal of the Inter-American Statistical Institute) , vol.49-51 , pp. 3-63
    • Zellner, A.1    Tobias, J.2    Ryu, H.3
  • 166
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    • Bayes-stein estimators for k-means, regression and simultaneous equation models
    • S. E. Fienberg and A. Zellner eds., Amsterdam: North-Holland
    • Zellner A., and W. A. Vandaele (1975), “Bayes-Stein estimators for k-means, regression and simultaneous equation models,” in S. E. Fienberg and A. Zellner eds., Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage, Amsterdam: North-Holland, 627–653.
    • (1975) Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage , pp. 627-653
    • Zellner, A.1    Vandaele, W.A.2


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