Econometric Reviews, Volume 33, Issue 1-4 (2014)

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Econometric Reviews, Volume 33, Issue 1-4 (2014)

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Bayesian Inference and Information: In Memory of Arnold Zellner

Original Articles

Article
Arnold Zellner: Scientist, Leader, Mentor, and Friend
Esfandiar (Essie) Maasoumi & Ehsan S. Soofi
Pages: 1-2
Published online: 25 Sep 2013
CitationforArnold Zellner: Scientist, Leader, Mentor, and Friend | Full Text | References | PDF (51.4 KB)
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Article
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide & Herman K. van Dijk
Pages: 3-35
Published online: 25 Sep 2013
AbstractforBayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo | Full Text | References | PDF (951.2 KB)
  • 477 Views
  • 18 CrossRef citations
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Article
Treatment Effects: A Bayesian Perspective
James J. Heckman, Hedibert F. Lopes & Rémi Piatek
Pages: 36-67
Published online: 25 Sep 2013
AbstractforTreatment Effects: A Bayesian Perspective | Full Text | References | PDF (299.7 KB)
  • 1078 Views
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Article
A Predictive Approach for Selection of Diffusion Index Models
Tomohiro Ando & Ruey S. Tsay
Pages: 68-99
Published online: 25 Sep 2013
AbstractforA Predictive Approach for Selection of Diffusion Index Models | Full Text | References | PDF (339.5 KB)
  • 170 Views
  • 1 CrossRef citations
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Article
Bayesian Instrumental Variables: Priors and Likelihoods
Hedibert F. Lopes & Nicholas G. Polson
Pages: 100-121
Published online: 25 Sep 2013
AbstractforBayesian Instrumental Variables: Priors and Likelihoods | Full Text | References | PDF (1.2 MB)
  • 1135 Views
  • 27 CrossRef citations
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Article
Two-Stage Bayesian Model Averaging in Endogenous Variable Models
Alex Lenkoski, Theo S. Eicher & Adrian E. Raftery
Pages: 122-151
Published online: 25 Sep 2013
AbstractforTwo-Stage Bayesian Model Averaging in Endogenous Variable Models | Full Text | References | PDF (241.8 KB)
  • 743 Views
  • 24 CrossRef citations
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Article
DSGE Models with Student-t Errors
Siddhartha Chib & Srikanth Ramamurthy
Pages: 152-171
Published online: 25 Sep 2013
AbstractforDSGE Models with Student-t Errors | Full Text | References | PDF (373.3 KB)
  • 324 Views
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Article
Explaining Trends in Body Mass Index Using Demographic Counterfactuals
Brendan Kline & Justin L. Tobias
Pages: 172-196
Published online: 25 Sep 2013
AbstractforExplaining Trends in Body Mass Index Using Demographic Counterfactuals | Full Text | References | PDF (428 KB)
  • 256 Views
  • 1 CrossRef citations
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Article
The Effective Sample Size
James Berger, M. J. Bayarri & L. R. Pericchi
Pages: 197-217
Published online: 25 Sep 2013
AbstractforThe Effective Sample Size | Full Text | References | PDF (160 KB)
  • 2112 Views
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Article
I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?
Xiao-Li Meng & Xianchao Xie
Pages: 218-250
Published online: 25 Sep 2013
AbstractforI Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? | Full Text | References | PDF (414.6 KB)
  • 626 Views
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Article
Posterior Odds with a Generalized Hyper-g-Prior
Edward I. George & Yuzo Maruyama
Pages: 251-269
Published online: 25 Sep 2013
AbstractforPosterior Odds with a Generalized Hyper-g-Prior | Full Text | References | PDF (151.7 KB)
  • 143 Views
  • 1 CrossRef citations
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Article
Analysis of Variance for Bayesian Inference
John Geweke & Gianni Amisano
Pages: 270-288
Published online: 25 Sep 2013
AbstractforAnalysis of Variance for Bayesian Inference | Full Text | References | PDF (145.3 KB)
  • 296 Views
  • 13 CrossRef citations
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Article
On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions
Fabrizio Ruggeri
Pages: 289-304
Published online: 25 Sep 2013
AbstractforOn Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions | Full Text | References | PDF (188 KB)
  • 122 Views
  • 4 CrossRef citations
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Article
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem
Minxian Yang
Pages: 305-336
Published online: 25 Sep 2013
AbstractforNormality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem | Full Text | References | PDF (333.3 KB)
  • 154 Views
  • 3 CrossRef citations
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Article
Statistical Problem Classes and Their Links to Information Theory
Bertrand Clarke, Jennifer Clarke & Chi Wai Yu
Pages: 337-371
Published online: 25 Sep 2013
AbstractforStatistical Problem Classes and Their Links to Information Theory | Full Text | References | PDF (388.1 KB)
  • 268 Views
  • 3 CrossRef citations
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Article
Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk
Joseph B. Kadane & Jiashun Jin
Pages: 372-378
Published online: 25 Sep 2013
AbstractforUniform Distributions on the Integers: A connection to the Bernouilli Random Walk | Full Text | References | PDF (83.9 KB)
  • 79 Views
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Article
Adaptive Percolation Using Subjective Likelihoods
Nozer D. Singpurwalla
Pages: 379-394
Published online: 25 Sep 2013
AbstractforAdaptive Percolation Using Subjective Likelihoods | Full Text | References | PDF (328.6 KB)
  • 107 Views
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Article
Importance of Components for a System
Nader Ebrahimi, Nima Y. Jalali, Ehsan S. Soofi & Refik Soyer
Pages: 395-420
Published online: 25 Sep 2013
AbstractforImportance of Components for a System | Full Text | References | PDF (238.9 KB)
  • 169 Views
  • 9 CrossRef citations
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Article
All Roads Lead to Arnold
Peter Rossi
Pages: 421-423
Published online: 25 Sep 2013
First Page PreviewforAll Roads Lead to Arnold | Full Text | PDF (49.8 KB)
  • 246 Views
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Article
Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm
Ehsan S. Soofi
Pages: 424-427
Published online: 25 Sep 2013
AbstractforMemorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm | Full Text | References | PDF (57.4 KB)
  • 96 Views
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