Arnold Zellner - Publications

Affiliations: 
University of Chicago, Chicago, IL 
Area:
General Economics

76 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Zellner A, Ngoie JK. Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy Econometric Reviews. 34: 56-81. DOI: 10.1080/07474938.2014.944468  0.306
2014 Zellner A, Ando T, Basturk N, Hoogerheide L, Dijk HKv. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo Econometric Reviews. 33: 3-35. DOI: 10.1080/07474938.2013.807094  0.343
2011 Zellner A, Zilberman D. The economics and econometrics of risk: An introduction to the special issue Journal of Econometrics. 162: 1-5. DOI: 10.1016/J.Jeconom.2009.10.003  0.304
2010 Ando T, Zellner A. Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques Bayesian Analysis. 5: 65-95. DOI: 10.1214/10-Ba503  0.326
2010 Zellner A, Ando T. A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model Journal of Econometrics. 159: 33-45. DOI: 10.1016/J.Jeconom.2010.04.005  0.365
2010 Zellner A, Ando T. Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting International Journal of Forecasting. 26: 413-434. DOI: 10.1016/J.Ijforecast.2009.12.012  0.383
2010 Zellner A. Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes Economic Modelling. 27: 1392-1397. DOI: 10.1016/J.Econmod.2010.07.022  0.334
2007 Zellner A. Generalizing the standard product rule of probability theory and Bayes's Theorem Journal of Econometrics. 138: 14-23. DOI: 10.1016/J.Jeconom.2006.05.013  0.305
2007 Zellner A. Philosophy and objectives of econometrics Journal of Econometrics. 136: 331-339. DOI: 10.1016/J.Jeconom.2005.11.001  0.352
2006 Zellner A. S. James Press And Bayesian Analysis Macroeconomic Dynamics. 10: 667-684. DOI: 10.1017/S1365100506050383  0.302
2005 Zellner A, Israilevich G. Marshallian Macroeconomic Model: A Progress Report Macroeconomic Dynamics. 9: 220-243. DOI: 10.1017/S1365100505040186  0.353
2005 Zellner A, Israilevich G. The Marshallian macroeconomic model: A progress report International Journal of Forecasting. 21: 627-645. DOI: 10.1016/J.Ijforecast.2005.04.022  0.355
2003 Zellner A. Some Recent Developments in Econometric Inference Econometric Reviews. 22: 203-215. DOI: 10.1081/Etc-120020463  0.352
2001 Zellner A, Tobias J. Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model International Economic Review. 42: 121-139. DOI: 10.1111/1468-2354.00103  0.402
2001 Zellner A, Chen B. BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS Macroeconomic Dynamics. 5. DOI: 10.1017/S1365100501031029  0.393
1999 Zellner A. New Information-Based Econometric Methods in Agricultural Economics: Discussion American Journal of Agricultural Economics. 81: 742-746. DOI: 10.2307/1244044  0.351
1998 Zellner A. The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches Journal of Econometrics. 83: 185-212. DOI: 10.1016/S0304-4076(97)00069-9  0.352
1996 Zellner A. Past, present and future of econometrics Journal of Statistical Planning and Inference. 49: 3-8. DOI: 10.1016/0378-3758(95)00027-5  0.344
1996 Zellner A. Models, prior information, and Bayesian analysis☆ Journal of Econometrics. 75: 51-68. DOI: 10.1016/0304-4076(95)01768-2  0.379
1996 Lee JC, Johnson WO, Zellner A. Modelling and prediction : honoring Seymour Geisser Journal of the American Statistical Association. 92: 799. DOI: 10.1007/978-1-4612-2414-3  0.367
1995 Zellner A. Bayesian and non-Bayesian approaches to statistical inference and decision-making Journal of Computational and Applied Mathematics. 64: 3-10. DOI: 10.1016/0377-0427(95)00002-X  0.312
1994 Rodrigues J, Zellner A. Weighted balanced loss function and estimation of the mean time to failure Communications in Statistics-Theory and Methods. 23: 3609-3616. DOI: 10.1080/03610929408831468  0.325
1994 Zellner A. Time‐series analysis, forecasting and econometric modelling: The structural econometric modelling, time‐series analysis (SEMTSA) approach Journal of Forecasting. 13: 215-233. DOI: 10.1002/For.3980130212  0.387
1993 Min C, Zellner A. Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates Journal of Econometrics. 56: 89-118. DOI: 10.1016/0304-4076(93)90102-B  0.388
1993 Zellner A. Discussion: Seasonal BVAR models Journal of Econometrics. 55: 231-234. DOI: 10.1016/0304-4076(93)90013-U  0.304
1992 Palm FC, Zellner A. To combine or not to combine? Issues of combining forecasts Journal of Forecasting. 11: 687-701. DOI: 10.1002/For.3980110806  0.645
1991 Zellner A, Hong C, Min C. Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques Journal of Econometrics. 49: 275-304. DOI: 10.1016/0304-4076(91)90016-7  0.382
1990 Zellner A. Guy H. Orcutt: Contributions to economic statistics Journal of Economic Behavior and Organization. 14: 43-51. DOI: 10.1016/0167-2681(90)90040-K  0.335
1989 Zellner A, Hong C. Forecasting international growth rates using Bayesian shrinkage and other procedures Journal of Econometrics. 40: 183-202. DOI: 10.1016/0304-4076(89)90036-5  0.389
1988 Zellner A. Bayesian analysis in econometrics Journal of Econometrics. 37: 27-50. DOI: 10.1016/0304-4076(88)90072-3  0.364
1988 Zellner A. Causality and causal laws in economics Journal of Econometrics. 39: 7-21. DOI: 10.1016/0304-4076(88)90038-3  0.314
1988 Zellner A, Bauwens L, Dijk HKV. Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods Journal of Econometrics. 38: 39-72. DOI: 10.1016/0304-4076(88)90026-7  0.373
1987 Garcia-Ferrer A, Highfield RA, Palm FC, Zellner A. Macroeconomic Forecasting Using Pooled International Data Journal of Business & Economic Statistics. 5: 53-67. DOI: 10.1080/07350015.1987.10509560  0.609
1986 Zellner A. Bayesian Estimation and Prediction Using Asymmetric Loss Functions Journal of the American Statistical Association. 81: 446-451. DOI: 10.1080/01621459.1986.10478289  0.336
1986 Zellner A. A tale of forecasting 1001 series : The Bayesian knight strikes again International Journal of Forecasting. 2: 491-494. DOI: 10.1016/0169-2070(86)90094-4  0.35
1986 Zellner A. Biased predictors, rationality and the evaluation of forecasts Economics Letters. 21: 45-48. DOI: 10.1016/0165-1765(86)90119-9  0.323
1985 Abowd JM, Zellner A. Estimating gross labor-force flows Journal of Business and Economic Statistics. 3: 254-283. DOI: 10.1080/07350015.1985.10509457  0.606
1985 Veloce W, Zellner A. Entry and empirical demand and supply analysis for competitive industries Journal of Econometrics. 30: 459-471. DOI: 10.1016/0304-4076(85)90151-4  0.346
1985 Zellner A, Moulton BR. Bayesian regression diagnostics with applications to international consumption and income data Journal of Econometrics. 29: 187-211. DOI: 10.1016/0304-4076(85)90039-9  0.376
1984 Zellner A, Rossi PE. Bayesian analysis of dichotomous quantal response models Journal of Econometrics. 25: 365-393. DOI: 10.1016/0304-4076(84)90007-1  0.398
1984 Veloce W, Zellner A. Modeling a competitive industry with entry: Implications for demand and supply analysis Economics Letters. 16: 71-75. DOI: 10.1016/0165-1765(84)90144-7  0.327
1983 Zellner A. Applications of Bayesian Analysis in Econometrics The Statistician. 32: 23-34. DOI: 10.2307/2987589  0.43
1983 Zellner A. Statistical theory and econometrics Handbook of Econometrics. 1: 67-178. DOI: 10.1016/S1573-4412(83)01006-5  0.381
1983 Zellner A. Bayesian analysis of a simple multinomial logit model Economics Letters. 11: 133-136. DOI: 10.1016/0165-1765(83)90174-X  0.364
1981 Zellner A. Posterior odds ratios for regression hypotheses : General considerations and some specific results Journal of Econometrics. 16: 151-152. DOI: 10.1016/0304-4076(81)90082-8  0.381
1981 Palm F, Zellner A. Large sample estimation and testing procedures for dynamic equation systems Journal of Econometrics. 12: 251-283. DOI: 10.1016/0304-4076(81)90066-X  0.354
1980 Zellner A, Siow A. Posterior odds ratios for selected regression hypotheses Trabajos De Estadistica Y De Investigacion Operativa. 31: 585-603. DOI: 10.1007/Bf02888369  0.343
1979 Zellner A. An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models International Economic Review. 20: 679-692. DOI: 10.2307/2526266  0.34
1979 Zellner A. Statistical Analysis of Econometric Models: Rejoinder Journal of the American Statistical Association. 74: 650. DOI: 10.2307/2286986  0.36
1979 Zellner A. Statistical Analysis of Econometric Models Journal of the American Statistical Association. 74: 628-643. DOI: 10.1080/01621459.1979.10481660  0.415
1979 Zellner A, Park SB. Minimum expected loss (MELO) estimators for functions of parameters and structural coefficients of econometric models Journal of the American Statistical Association. 74: 185-193. DOI: 10.1080/01621459.1979.10481636  0.345
1978 Zellner A. Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach Journal of Econometrics. 8: 127-158. DOI: 10.1016/0304-4076(78)90024-6  0.346
1978 Zellner A. Jeffreys-Bayes posterior odds ratio and the Akaike information criterion for discriminating between models Economics Letters. 1: 337-342. DOI: 10.1016/0165-1765(78)90008-3  0.33
1976 Zellner A. Constraints Often Overlooked in Analyses of Simultaneous Equation Models Econometrica. 44: 619-624. DOI: 10.2307/1912072  0.34
1976 Zellner A. Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student- t Error Terms Journal of the American Statistical Association. 71: 400-405. DOI: 10.1080/01621459.1976.10480357  0.313
1974 Robinson PJ, Zellner A. An Introduction to Bayesian Inference in Econometrics Journal of Marketing Research. 11: 350. DOI: 10.2307/3151176  0.355
1974 Zellner A, Palm F. Time series analysis and simultaneous equation econometric models Journal of Econometrics. 2: 17-54. DOI: 10.1016/0304-4076(74)90028-1  0.318
1973 Zellner A, Richard J. Use Of Prior Information In The Analysis And Estimation Of Cobb-Douglas Production Function Models* International Economic Review. 14: 107-119. DOI: 10.2307/2526047  0.381
1973 Zellner A, Huang DS, Chau LC. Real Balances and the Demand for Money: Comment Journal of Political Economy. 81: 485-487. DOI: 10.1086/260045  0.349
1973 Zellner A, Williams AD. Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function Journal of Econometrics. 1: 267-299. DOI: 10.1016/0304-4076(73)90010-9  0.326
1971 Zellner A. Bayesian and Non-Bayesian Analysis of the Log-Normal Distribution and Log-Normal Regression Journal of the American Statistical Association. 66: 327-330. DOI: 10.1080/01621459.1971.10482263  0.35
1970 Zellner A. Estimation of Regression Relationships Containing Unobservable Independent Variables International Economic Review. 11: 441-454. DOI: 10.2307/2525323  0.391
1970 Zellner A, Geisel MS. Analysis of Distributed Lag Models with Application to Consumption Function Estimation Econometrica. 38: 865-888. DOI: 10.2307/1909697  0.412
1968 Zellner A, Zellner C, Karuppan V. Corrigenda: Prediction and Decision Problems in Regression Models from the Bayesian Point of View Journal of the American Statistical Association. 63: 1551. DOI: 10.2307/2285923  0.31
1966 Zellner A. On the Analysis of First Order Autoregressive Models with Incomplete Data International Economic Review. 7: 72. DOI: 10.2307/2525370  0.313
1966 Zellner A, Kmenta J, Dreze JH. Specification and estimation of Cobb-Douglas production function models Econometrica. 34: 784-795. DOI: 10.2307/1910099  0.399
1965 Zellner A, Huang DS, Chau LC. Further Analysis Of The Short-Run Consumption Function With Emphasis On The Role Of Liquid Assets' Econometrica. 33: 571. DOI: 10.2307/1911752  0.325
1965 Zellner A, Lee TH. Joint Estimation Of Relationships Involving Discrete Random Variables Econometrica. 33: 1083. DOI: 10.2307/1909796  0.334
1965 Zellner A, Chetty VK. Prediction and Decision Problems in Regression Models from the Bayesian Point of View Journal of the American Statistical Association. 60: 608-616. DOI: 10.1080/01621459.1965.10480817  0.345
1964 Tiao GC, Zellner A. On the Bayesian Estimation of Multivariate Regression Journal of the Royal Statistical Society Series B-Methodological. 26: 277-285. DOI: 10.1111/J.2517-6161.1964.Tb00560.X  0.326
1964 Tiao GC, Zellner A. Bayes's theorem and the use of prior knowledge in regression analysis Biometrika. 51: 219-230. DOI: 10.1093/Biomet/51.1-2.219  0.328
1964 Zellner A, Tiao GC. Bayesian Analysis of the Regression Model with Autocorrelated Errors Journal of the American Statistical Association. 59: 763-778. DOI: 10.1080/01621459.1964.10480726  0.352
1963 Zellner A. Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results Journal of the American Statistical Association. 58: 977-992. DOI: 10.1080/01621459.1963.10480681  0.335
1962 Zellner A. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias Journal of the American Statistical Association. 57: 348-368. DOI: 10.1080/01621459.1962.10480664  0.32
1961 Hooper JW, Zellner A. The Error of Forecast for Multivariate Regression Models Econometrica. 29: 544. DOI: 10.2307/1911803  0.322
1958 Zellner A. A Statistical Analysis of Provisional Estimates of Gross National Product and its Components, of Selected National Income Components, and of Personal Saving Journal of the American Statistical Association. 53: 54-65. DOI: 10.1080/01621459.1958.10501423  0.329
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