scientific article; zbMATH DE number 3597760
From MaRDI portal
zbMath0384.62089MaRDI QIDQ4164707
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items
Bayesian model averaging of possibly similar nonparametric densities, Specification analysis with discriminating priors: an application to the concentration profits debate, On the quantification of model uncertainty: a Bayesian perspective, Regresion analysis with multicollinear predictor variables: definition, derection, and effects, Markov-switching model selection using Kullback-Leibler divergence, Model uncertainty and policy evaluation: some theory and empirics, Robust Bayesian methods in simple ANOVA models. (With discussion), Dynamic prediction pools: an investigation of financial frictions and forecasting performance, Pitfalls of significance testing and \(p\)-value variability: an econometrics perspective, \(S\)-values: conventional context-minimal measures of the sturdiness of regression coefficients, Testing strategies for model specification, A dual approach for matrix-derivatives, Bayesian model averaging and exchange rate forecasts, A comparison of two model averaging techniques with an application to growth empirics, Sequential nonlinear estimation with nonaugmented priors, Pyrrho's lemma, or have it your way, Empirical model particularities and belief in the natural rate hypothesis, Rejection without falsifiction. On the history of testing the homogeneity condition in the theory of consumer demand, Bounding a linear causal effect using relative correlation restrictions, Vector distributed lag models with smoothness priors, A multicriteria approach to model specification and estimation, A method for simultaneous variable selection and outlier identification in linear regression, Spatial correlation matrix selection using Bayesian model averaging to characterize inter-tree competition in loblolly pine trees, Classical and Bayesian aspects of robust unit root inference, Bayesian model selection and prediction with empirical applications, Bayesian skepticism on unit root econometrics, Bootstrap order determination for ARMA models: a comparison between different model selection criteria, Horizon effect in the term structure of long-run risk-return trade-offs, Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares, Robust Bayesian analysis of the linear regression model, Bayes prediction in regressions with elliptical errors, Significance tests in the presence of model uncertainty and specification search, Robust bayes analysis in normal linear regression with an improper mixture prior, A special Tweedie sub-family with application to loss reserving prediction error, Statistical inference as a bargaining game, History and nature of the Jeffreys-Lindley paradox, A note on a Bayesian estimator in an autocorrelated error model, AUTOREG: A computer program library for dynamic econometric models with autoregressive errors, Small samples and collateral information. An application of the hyperparameter model, Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market, Comment: The need for syncretism in applied statistics, Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions, A comparison of the information and posterior probability criteria for model selection, Bayesian model selection for complex geological structures using polynomial chaos proxy, Further experience in Bayesian analysis using Monte Carlo integration, The Jeffreys-Lindley paradox and discovery criteria in high energy physics, A characterization of Bayesian robustness for a normal location parameter, Dr C R Rao's contributions to the advancement of economic science, Consistent estimation for some nonlinear errors-in-variables models, A note on Bayesian spatial prediction using the elliptical distribution., Model occurrence and model selection in panel data sets, Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution, Bayesian variable selection and model averaging in the arbitrage pricing theory model, The optimal selection for restricted linear models with average estimator, Bias-variance trade-off for prequential model list selection, The Gifi system of descriptive multivariate analysis., Bayesian model averaging: A tutorial. (with comments and a rejoinder)., Spatial system estimators for panel models: a sensitivity and simulation study, Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap, Consistency of model averaging estimators, A Criterion for Optimal Predictive Model Selection, A further analysis of robust regression modeling and data mining corrections testing in global stocks, Effects of misspecification of lag structure in certain two-variable distributed lag models, How common is identification in parametric models?, Highest predictive density estimator in regression models, Clark Glymour's responses to the contributions to the Synthese special issue ``Causation, probability, and truth: the philosophy of Clark Glymour, Regularization and confounding in linear regression for treatment effect estimation, Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates, Compromise designs in heteroscedastic linear models, Importance sampling for Bayesian sensitivity analysis, Climate projections using Bayesian model averaging and space-time dependence, Model uncertainty, Optimal critical regions for pre-test estimators using a Bayes risk criterion, Credibility theory and the Kalman filter, Local sensitivity and diagnostic tests, Rejoinder on ``Data science, big data and statistics, Critical issues in different inferential paradigms, On identifiability of parametric statistical models, Regression with imputed covariates: a generalized missing-indicator approach, Robust Bayesian inference in elliptical regression models, Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling, Bayesian analysis in econometrics, Robust Bayesian analysis: sensitivity to the prior, Restricted type II maximum likelihood priors on regression coefficients, A Bayesian analysis of the unit root in real exchange rates, Inferences from Cross-Sectional, Stochastic Frontier Models, Multiple-Bias Modelling for Analysis of Observational Data, The incidental parameter problem since 1948, Local resistance in distributed lag models, On the formulation of empirical models in dynamic econometrics, Manifesto for a growth econometrics, Block recursion and structural vector autoregressions, Redundancy of moment conditions, Bayes factors and nonlinearity: Evidence from economic time series, Model modification in structural equation modeling by imposing constraints., Approximately calibrated small sample inference about means from bivariate normal data with missing values, The influence curve approach in data envelopment analysis, Asymmetric price adjustment in a menu-cost model, Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration, Reduced form estimation and prediction from uncertain structural models. A generic approach, Assumption Lean Regression, VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN, How Likelihood and Identification went Bayesian, Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models, Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization, Lower bounds on bayes factors for a linear regression model, Model averaging, asymptotic risk, and regressor groups, Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality, Bayesian Model Averaging: A Systematic Review and Conceptual Classification, Black Box Variational Bayesian Model Averaging, Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig, Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective, Forecasting pathogen dynamics with Bayesian model-averaging: application to \textit{Xylella fastidiosa}, Extended Bayesian model averaging for heritability in twin studies, Unnamed Item, Benchmark priors for Bayesian model averaging., Data mining: data analysis on a grand scale?, On Regression Sampling in Statistical Auditing: Bad Answers to the Wrong Questions?, Assessment of a Preliminary F-Test Solution to the Behrens–Fisher Problem, Modelling methodology and forecast failure, Dangers of data mining: The case of calendar effects in stock returns, Specification search in nonlinear time-series models using the genetic algorithm., Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies, Estimating the common mean of r normal populations with different precisions, Bayesian model averaging for dynamic panels with an application to a trade gravity model, A new Bayesian model for contagion and interdependence, Likelihood Tempering in Dynamic Model Averaging