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Models, prior information and Bayesian analysis
Zellner, Arnold - 1993
Persistent link: https://www.econbiz.de/10000899206
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Bayesian method of moments - instrumental variable (BMOM - IV) analysis of mean and regression models
Zellner, Arnold - 1994
Persistent link: https://www.econbiz.de/10000899493
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Biased predictors, rationality and the evaluation of forecasts
Zellner, Arnold - In: Economics letters 21 (1986) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10001014759
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The Bayesian method of moments (BMOM) : theory and applications
Zellner, Arnold - 1997
Persistent link: https://www.econbiz.de/10001336468
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The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold - In: Journal of econometrics 83 (1998) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
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Some recent developments in econometric inference
Zellner, Arnold - In: Econometric reviews 22 (2003) 2, pp. 203-215
Persistent link: https://www.econbiz.de/10001761655
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An introduction to Bayesian inference in econometrics
Zellner, Arnold - 1971
Persistent link: https://www.econbiz.de/10000036981
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Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes
Zellner, Arnold - In: Economic modelling 27 (2010) 6, pp. 1392-1397
Persistent link: https://www.econbiz.de/10008825767
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Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E.; Palm, Franz C. - 1989
Persistent link: https://www.econbiz.de/10000782857
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Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000981783