scientific article; zbMATH DE number 3390199

From MaRDI portal
Publication:5659019

zbMath0246.62098MaRDI QIDQ5659019

Arnold Zellner

Publication date: 1971


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Intrinsic Bayesian estimation of linear time series models, Bayesian inference for hidden truncation Pareto (IV) models, Uncertainty and Information in Fishery Management Models: A Bayesian Updating Algorithm, Tests of Equality of Parameters of Two Normal Populations in Bayesian Viewpoint, Bayesian analysis of contaminated quarter plane moving average models, Predictability of operational processes over finite horizon, Multitude of multivariatet-distributions, Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation, Bayesian modification indices for IRT models, IMPRECISE SECOND-ORDER MODEL FOR A SYSTEM OF INDEPENDENT RANDOM VARIABLES, Arnold Zellner: Scientist, Leader, Mentor, and Friend, Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo, Bayesian Instrumental Variables: Priors and Likelihoods, Explaining Trends in Body Mass Index Using Demographic Counterfactuals, Posterior Odds with a Generalized Hyper-g-Prior, Analysis of Variance for Bayesian Inference, Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk, Importance of Components for a System, Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm, How Likelihood and Identification went Bayesian, A conjugate family for ar(1) processes with exponential errors, Lower bounds on bayes factors for a linear regression model, A bayesian wls approach to generalized linear models, Bayesian artificial neural networks for frontier efficiency analysis, A bayesian analysis of trend determination in economic time series, Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures, Asymmetric conjugate priors for large Bayesian VARs, Reference Priors for the Generalized Extreme Value Distribution, Bayesian modeling and forecasting of vector autoregressive moving average processes, An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes, Bayesian classification with multivariate autoregressive sources that might have different orders, On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances, Bayesian learning in performance. Is there any?, A robust score-driven filter for multivariate time series, New Bayesian approach to the estimation in simultaneous equations model, Unnamed Item, On a simple transformation for second‐order autocorrelated disturbances in regression analysis, Influential Observations in the Functional Measurement Error Model, A diagnostic for autocorrelation of the disturbances in regression models, Bayesian Estimation of Outstanding Claim Reserves, A Bayesian Approach to Understanding Time Series Data, Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions, Percentage Points of the Multivariate t Distribution, Corrected estimates for Studenttregression models with unknown degrees of freedom, A Bayesian estimation of lag lengths in distributed lag models, Bayesian variable selection with spherically symmetric priors, Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty, Bayes estimates in multivariate semiparametric linear models, CONSOLIDATION OF THE HAAVELMO-COWLES COMMISSION RESEARCH PROGRAM, Information measures of kernel estimation, Imposing and Testing for Shape Restrictions in Flexible Parametric Models, Claims Reserving When There Are Negative Values in the Runoff Triangle, Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models, Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction, Estimation of a structural linear regression model with a known reliability ratio, Bayesian option pricing using mixed normal heteroskedasticity models, Bayes inference in regression models with ARMA\((p,q)\) errors, Shrinkage estimation in nonlinear regression: The Box-Cox transformation, A numerical Bayesian test for cointegration of AR processes, The likelihood of various stock market return distributions. I: Principles of inference, The likelihood of various stock market return distributions. II: Empirical results, Analysis of multisample identified and non-identified structural equation models with stochastic constraints, Bayesian efficiency analysis through individual effects: Hospital cost frontiers, Why are estimates of agricultural supply response so variable?, On the use of panel data in stochastic frontier models with improper priors, Bayesian analysis of seasonal unit roots and seasonal mean shifts, Exact predictive densities for linear models with ARCH disturbances, Bayes prediction in regressions with elliptical errors, Priors for unit root models, Bayesian reduced rank regression in econometrics, A Bayesian approach to the empirical valuation of bond options, On the sensitivity of unit root inference to nonlinear data transformations, The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators, On the evaluation of poly-t density functions, Large sample estimation and testing procedures for dynamic equation systems, Bayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption function, A classified bibliography of Monte Carlo studies in econometrics, A comparison of estimators for undersized samples, A modified generalized mixed regression estimator when disturbances are nonnormal, Estimators without moments. The case of the reciprocal of a normal mean, Joint estimation and testing for functional form and heteroskedasticity, A comparison of the information and posterior probability criteria for model selection, On the use of Bayesian composite predictors in decision analysis, Bayesian evidence test for precise hypotheses, Further experience in Bayesian analysis using Monte Carlo integration, Synthesis or selection of forecasting models, Learning, estimation, and the stability of rational expectations, Model occurrence and model selection in panel data sets, Bayesian estimation of the switching regression model with autocorrelated errors, Iterated least squares in multiperiod control, Structural changes in time series models, Empirical Bayesian analysis of the Poisson intervention and incidence parameters., A seemingly unrelated regression model in a credibility framework., Bayesian inference for Pareto populations, Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria, Effects of misspecification of lag structure in certain two-variable distributed lag models, Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator, A Bayesian approach to state space multivariate time series modeling, Highest predictive density estimator in regression models, Forecasting time series with common seasonal patterns (with discussion), Monte Carlo sampling procedure and Bayesian encompassing tests. Normal case, Bayesian inferences on nonlinear functions of the parameters in linear regression, A Bayesian alternative to parametric hypothesis testing, The efficiency of an improved method of estimating seemingly unrelated regression equations, Bayesian inference in error-in-variables models, On Bayesian estimation of seemingly unrelated regressions when some observations are missing, Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach, Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods, A note on the information matrix of the multivariate normal distribution, A Bayesian estimation of macro and micro CES production functions, A note on the Bayesian estimation of Solow's distributed lag model, Some aspects of bivariate regression subject to linear constraints, Multicollinearity, Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I, A Bayesian test of a parameter shift and an application, Bayesian regression analysis using poly-t densities, Differencing of random walks and near random walks, Recursions for the two-stage least-squares estimators, Full maximum likelihood estimation of second-order autoregressive error models, The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model, Optimal experimental design in econometrics. The time series problem, Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II, On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative, Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach, On the maximum likelihood estimation of a linear structural relationship when the intercept is known, Estimation of seemingly unrelated regression equations, The suboptimality of composite forecasts derived from posterior probabilities, Estimation of common coefficients in two regression equations, Bayesian estimation of a random coefficient model, Estimation of a non-invertible moving average process: the case of overdifferencing, Bayes regression with autoregressive errors. A Gibbs sampling approach, Bayesian analysis in econometrics, Bayesian inferences for several autoregressive processes, Exact small-sample inference in stationary, fully regular, dynamic demand models, Bayesian inference in a simultaneous equation model with limited dependent variables, Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity, Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, Block recursion and structural vector autoregressions, Nonparametric seemingly unrelated regression, Dynamic hierarchical models: an extension to matrix-variate observations., Numerical Bayesian inference with arbitrary prior, Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior, Monte Carlo inference in econometric models with symmetric stable disturbances, Asymptotic Bayesian analysis based on a limited information estimator, A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data, Risk, uncertainty, and complexity, Maximum entropy Lorenz curves, Bayesian marginal equivalence of elliptical regression models, Robust Bayesian analysis with partially exchangeable priors, Stochastic frontier models. A Bayesian perspective, Learning by doing and the value of optimal experimentation, Precision-imprecision equivalence in a broad class of imprecise hierarchical uncertainty models, VAR forecasting under misspecification, A standard error for the estimated state vector of a state-space model, Posterior property of Student-\(t\) linear regression model using objective priors, Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data, Seasonality and non-linear price effects in scanner-data-based market-response models, Bayesian point estimation of the cointegration space, Philosophy and objectives of econometrics, Information measures for generalized gamma family, On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks, A matrix exponential spatial specification, Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates, Testing multivariate distributions in GARCH models, General hyperplane prior distributions based on geometric invariances for Bayesian multivariate linear regression, Bayesian model averaging and exchange rate forecasts, Tests of risk premia in linear factor models, Selecting the best linear regression model. A classical approach, Structural time series modeling: A Bayesian approach, Search and active learning with correlated information: empirical evidence from mid-Atlantic clam fishermen, Explicitly infinite-dimensional Bayesian analysis of production technologies, Simultaneous predictive Gaussian classifiers, Bayesian model learning based on predictive entropy, Likelihood and other approaches to prediction in dynamic models, Using mixtures in seemingly unrelated linear regression models with non-normal errors, Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative, Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities), Antithetic acceleration of Monte Carlo integration in Bayesian inference, An organizing principle for dynamic estimation, A note on a posterior approximation in a heteroscedastic model, Bayesian analysis of a simple multinomial logit model, Extension of the ridge regression technique to non-linear models with additive errors, Bayesian inference for dependent elliptical measurement error models, Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach, Decision-theoretic justifications for Bayesian hypothesis testing using credible sets, Bayes and robust Bayes prediction with an application to a rainfall prediction problem, Comparison, utility, and partition of dependence under absolutely continuous and singular distributions, Semiparametric Bayesian inference for stochastic frontier models, Biased predictors, rationality and the evaluation of forecasts, Bayes prediction in the linear model with spherically symmetric errors, Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom, Prior influence in linear regression when the number of covariates increases to infinity, Bayesian factor analysis with uncertain functional constraints about factor loadings, Smoothness priors transfer function estimation, Supply management with intermittent trade disruptions when the probabilities are not fully known, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk, Trends and cycles in economic time series: a Bayesian approach, Consistent estimation for some nonlinear errors-in-variables models, Combining VAR and DSGE forecast densities, Analysis of structural equation model with ignorable missing continuous and polytomous data, A solution to the static frame validation challenge problem using Bayesian model selection, Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer, Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes, Monte Carlo evaluation of multivariate Student's t probabilities, Posterior analysis of lognormal regression models using the Gibbs sampler, An algorithm to estimate time-varying parameter SURE models under different types of restriction, Assessing Markov chain approximations: a minimal econometric approach, Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates, Properties of the singular, inverse and generalized inverse partitioned Wishart distributions, Properties of equilibrium asset prices under alternative learning schemes, A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service, A Bayesian analysis of a simultaneous equations model for insurance rate-making, Investment, confidence, and linear-exponential-Gaussian control, Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach, Bayesian model averaging in the instrumental variable regression model, Mixtures of \(g\)-priors for Bayesian model averaging with economic applications, Information importance of predictors: concept, measures, Bayesian inference, and applications, Executives' perceived environmental uncertainty shortly after 9/11, Asymptotic variance-covariance matrices for the linear structural model, Idea of constructing an image of Bayes action, Knightian decision theory and econometric inferences, A Gibbs sampler for structural vector autoregressions, Effects of collinearity on information about regression coefficients, Underlying probability distributions of the canonical ensemble, A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model, Multivariate exponential smoothing: a Bayesian forecast approach based on simulation, Guest editorial. The economics and econometrics of risk: an introduction to the special issue, Bayesian learning of graphical vector autoregressions with unequal lag-lengths, Auxiliary mixture sampling with applications to logistic models, Computational issues in the sequential probit model: a Monte Carlo study, A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches, Bayesian significance testing and multiple comparisons from MCMC outputs, Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling, Comparison between a measurement error model and a linear model without measurement error, A Bayesian analysis of the unit root in real exchange rates, Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood, Bayes estimation of two-phase linear regression model, A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data, Value-at-risk via mixture distributions reconsidered, A naïve sticky information model of households' inflation expectations, A Bayesian non-parametric estimate for multivariate regression, Rainfall estimation using raingages and radar - a Bayesian approach. I: Derivation of estimators, Bayesian estimation in the two-parameter logistic model, Comparison of alternative functional forms in production, The statistical bias of numerically integrated statistical procedures, Bayesian regression diagnostics with applications to international consumption and income data, Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach, Estimating variable returns to scale production frontiers with alternative stochastic assumptions, Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution, A Bayesian approach to imposing curvature on distance functions, Highly accurate likelihood analysis for the seemingly unrelated regression problem, Sparse graphical models for exploring gene expression data, Dependency Reduction with Divisive Normalization: Justification and Effectiveness, The deductive phase of statistical analysis via predictive simulations: Test, validation and control of a linear model with autocorrelated errors representing a food process, Bayesian analysis of the error correction model, Multivariate spatial regression models, Stochastic model specification search for Gaussian and partial non-Gaussian state space models, A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error, Empirical Bayes estimation of the scale parameter in a Pareto distribution, Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models, Bayesian long-run prediction in time series models, Testing for unit roots in a Bayesian framework, Bayesian model selection and prediction with empirical applications, The stability of macroeconomic systems with Bayesian learners, Past, present and future of econometrics, Structural change and unit roots, Debt regimes and the effectiveness of monetary policy, Robust Bayesian analysis of a multivariate dynamic model, Bayesian estimation of the tail index of a heavy tailed distribution under random censoring, Determinants of firm-level domestic sales and exports with spillovers: evidence from China, Parameter uncertainty and impulse response analysis, Clustering and meta-envelopment in data envelopment analysis, Bayesian and non-Bayesian approaches to statistical inference and decision-making, Robust Bayesian analysis of the linear regression model, A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data, Notes on a recursive procedure for point estimation, Matrix-Variate $t$-Distribution with Vector of Degrees of Freedom, Does Jeffrey's prior alleviate the incidental parameter problem?, Rectangular regression for an errors-in-variables model, A Bayesian analysis of tree structure specification in nested logit models, Unnamed Item, Convex non-parametric least squares, causal structures and productivity, Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples, History and nature of the Jeffreys-Lindley paradox, A note on sigma-mu efficiency analysis as a methodology for evaluating units through composite indicators, Reducing the state space dimension in a large TVP-VAR, Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications, Gaussian processes for history-matching: application to an unconventional gas reservoir, Prediction in several conventional contexts, A tutorial on the Bayesian approach for analyzing structural equation models, Estimating marginal likelihoods from the posterior draws through a geometric identity, Sparse seemingly unrelated regression modelling: applications in finance and econometrics, Bayesian analysis of contingent claim model error, Multi-objective optimization using statistical models, Forecasting seasonal time series data: a Bayesian model averaging approach, Joint modelling of two count variables when one of them can be degenerate, Flow of conjunctural information and forecast of euro area economic activity, Priors about observables in vector autoregressions, Bayesian compressed vector autoregressions, Bayesian inference for generalized linear model with linear inequality constraints, Frequentist and Bayesian Interval Estimators for the Normal Mean, Measuring and predicting heterogeneous recessions, Fiscal policy in good and bad times, Endogenous bank risk and efficiency, Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment, Bayesian modeling of measurement error in predictor variables using item response theory, Bayesian endogeneity bias modeling, ADAPTIVE CONTROL AND DUOPOLISTIC GAMES: A SIMULATION APPROACH, On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations, Consistency of Bayesian linear model selection with a growing number of parameters, Noninformative priors for the nested design, A new look at Akaike's Bayesian information criterion for inverse ill-posed problems, A Bayesian analysis of finite mixtures in the LISREL model, Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture, HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS, Bayesian methods for characterizing unknown parameters of material models, Bayesian inference of the multi-period optimal portfolio for an exponential utility, A Bayesian note on competing correlation structures in the dynamic linear regression model, Bayesian estimation and model selection of threshold spatial Durbin model, On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model, Management estimation in banking, Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare, Likelihood preserving normalization in multiple equation models, Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models, Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions, Bias reduction in the population size estimation of large data sets, Dynamic variable selection with spike-and-slab process priors, A note on the simple structural regression model, Asymptotically efficient adaptive control in stochastic regression models, Transfer of macroeconomic shocks in stress tests modeling, The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program, Bayesian estimation of an autoregressive model using Markov chain Monte Carlo, Fully Bayesian analysis of ARMA time series models, Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error, A coherent approach to Bayesian data envelopment analysis, Time series analysis and simultaneous equation econometric models, Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation, Estimation: A brief survey, Partially adaptive robust estimation of regression models and applications, Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression, Information indices: Unification and applications., Efficient Bayesian Multivariate Surface Regression, Robust Bayesian inference for seemingly unrelated regressions with elliptical errors, Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration, Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables., Median unbiased forecasts for highly persistent autoregressive processes, Bayesian analysis of nested logit model by Markov chain Monte Carlo., Bayesian bootstrap multivariate regression, Bayesian analysis of a dynamic stochastic model of labor supply and saving., Bayesian and classical approaches to instrumental variable regression, Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test., The Elimination Matrix: Some Lemmas and Applications, Robust estimation of the SUR model, Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*, Specification analysis with discriminating priors: an application to the concentration profits debate, Limited information bayesian analysis of a structural coefficient in a simultaneous equations system, Bayesian autoregressive spectral analysis, Optimal estimation control strategies for dynamic economic models with applications to environmental modelling, POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL, BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES, Post-data evaluation of prior assessment, On the choice of the prior distribution in hypergeometric sampling, Analysis of structural equation models with exact and stochastic constraints using a bayesian approach, Bias corrected estimates in multivariate student t regression models, Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling, BAYESIAN ESTIMATION OF T–G RIDGE MODEL, Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models, Bayesian statistical inference in the paretian law, Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals, Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae, Multivariate distributions involving ratios of normal variables, THE PRECISION OF BAYESIAN CLASSIFICATION: THE MULTIVARIATE NORMAL CASE, Estimation of scale parameters in mixture distributions, Una familia de distribuciones conjugadas para un proceso ARE (1), The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator, Edgeworth-adjusting test statistics for ar(1) errors, A generalization and Bayesian interpretation of ridge-type estimators with good prior means, Bayes and empirical Bayes shrinkage estimation of regression coefficients, Modelling financial time series with threshold nonlinearity in returns and trading volume, Statistical analysis of periodic autoregression, Bayesian prediction bounds for the pareto lifetime model, Bayesian Analysis of Structural Changes in Autoregressive Models, ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS, Unbiased ridge estimation with prior information and ridge trace, Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution, a bayesian analysis of the multivariate mixed-linear model, Principal component regression under exchangeability, Bayesian approach to robust comparison of two means based on asymmetric type-II censored samples, Hierarchical credibility: analysis of a random effect linear model with nested classification, Weiche Modelle in Ökonometrie und Statistik, Numerical evaluation of bounded bayesian parameters in case of autocorrelated errors and multicollinearity in data, An examination of distributed lag model coefficients estimated with smoothness priors, Bayesian Inference in the Multivariate Mixed ModelManova, Bayesian Insight into a Robust Test for Linear Contrast Based on Asymmetric Censored Samples, Bayesian Insight Into a Robust Two-sample t-Test Based on Asymmetric Censored Samples, Early warning, Unnamed Item, Heterogeneity in dynamic discrete choice models, Distribucion final de referencia para el problema de Fieller-Creasy, An uncertainty model of structural reliability with imprecise parameters of probability distributions, Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations, Empirical Bayes approach to statistical estimation in the Paretian law, Bayesian Analysis of Poisson Regression with Lognormal Unobserved Heterogeneity: With an Application to the Patent-R&D Relationship, A hierarchical credibility regression model, Stochastic goal programming with estimated parameters, Minimum average risk estimators for coefficients in linear models, A bayesian approach to model adequacy, INTEREST RATE POLICY VERSUS MONEY STOCK POLICY IN AN OPTIMAL CONTROL FRAMEWORK, Operational ridge regression estimators under the prediction goal, Unnamed Item, Two classes of covariance matrices giving simple linear forecasts, What is the impact of wealth shocks on asset allocation?, Bayesian Nonparametric Sparse Vector Autoregressive Models, Finite-population prediction under error-in-variables superpopulation models, Model adequacy: A bayesian viewpoint, Unacceptable implications of the left haar measure in a standard normal theory inference problem, Marginal likelihood methods for distributed lag models, Bayesian one-sample prediction of future observations under Pareto distribution, Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches, Effect of the state of the geomagnetic field and solar activity on chromosome aberrations frequencies dynamics, Bayesian Nonlinear Regression for the Air Pollution Effects on Daily Clinic Visits in Small Areas of Taiwan, Adjustment costs and the theory of optimal investment and financing of the firm, The classification problem with autoregressive process, An adaptive bayebsian solution to the control peoble1 for linear control systems, THE THEORY OF PRODUCTION UNDER CONDITIONS OF STOCHASTIC INPUT SUPPLY, A BAYESIAN APPROACH USED TO INCREASE THE POWER IN A TEST OF HYPOTHESIS IN LINEAR REGRESSION, Bayesian insight into tiku’s robust procedures based on asymmetric censored samples, The Bayesian approach for highly reliable electro-explosive devices using one-shot device testing, What are the advantages of MCMC based inference in latent variable models?, A Bayesian adaptive design in clinical trials for continuous responses, The kullback - leibler approximation of the marginal posterior density: An application to the linear functional model, Forecasting model with asymmetric market response and its application to pricing of consumer package goods, Bayesian inference on the odds and risk ratios, Optimal portfolio investment in a dynamic horizon, Unnamed Item, Detecting structural change in linear models, Bayesian forecasting with changing linear models, Parameter changes in a regression model with autocorrelated errors, Bayes estimation of shape parameter of classical pareto distribution under livex loss function, Systems science and natural resource economics, GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS, Bayesian analysis of the linear regression model with an edgeworth series prior distribution, Optimal experimental control in econometrics: the simultaneous equation problem, Informetric analysis of dynamic decision rules in applied economic models: a selective survey, Bayesian assessment of assumptions of regression analysis, Bayesian inferences and forecasting in bilinear time series models, Revisiting distributed lag models through a Bayesian perspective, Bayesian analysis of mixture of autoregressive components with an application to financial market volatility, Using simulation methods for bayesian econometric models: inference, development,and communication, Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration, Zerlegung und Analyse ökonomischer Zeitreihen