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Details about Arnold Zellner

This author is deceased (2010-08-11).

Access statistics for papers by Arnold Zellner.

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Short-id: pze9


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Working Papers

2012

  1. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2014)
  2. Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy
    Working Papers, University of Pretoria, Department of Economics Downloads
    Also in Working Papers, Economic Research Southern Africa (2012) Downloads

    See also Journal Article in Econometric Reviews (2015)
  3. Modeling and Policy Analysis for the U.S. Science Sector
    Working Papers, University of Pretoria, Department of Economics Downloads
    Also in Working Papers, Economic Research Southern Africa (2012) Downloads

2011

  1. Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

2010

  1. THE USE OF A MARSHALLIAN MACROECONOMIC MODEL FOR POLICY EVALUATION: CASE OF SOUTH AFRICA
    Working Papers, University of Pretoria, Department of Economics Downloads
    Also in Working Papers, Economic Research Southern Africa (2010) Downloads

    See also Journal Article in Macroeconomic Dynamics (2012)

2009

  1. Introduction to Measurement with Theory
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (4)

    See also Journal Article in Journal of Econometrics (2011)

2004

  1. A Note on Aggregation, Disaggregation and Forecasting Performance
    Staff General Research Papers Archive, Iowa State University, Department of Economics
    Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (2000) View citations (51)

2002

  1. The ARAR Error Model for Univariate Time Series and Distributed Lag Models
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads View citations (1)

2001

  1. Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (19)
    See also Journal Article in International Economic Review (2001)

2000

  1. Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)

1992

  1. Bayesian and Non-Bayesian Estimation using Balanced Loss Functions
    Working Papers, California Irvine - School of Social Sciences View citations (9)
  2. Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates
    Working Papers, California Irvine - School of Social Sciences
    See also Journal Article in Journal of Econometrics (1993)
  3. Statistics, Science and Public Policy
    Working Papers, California Irvine - School of Social Sciences View citations (19)
  4. Time Series Analysis, Forecasting and Econometric Modeling: The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach
    Working Papers, California Irvine - School of Social Sciences View citations (1)

1991

  1. To combine or not to combine? issues of combining forecasts
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)

1988

  1. BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS
    Working Papers, Southern California - Department of Economics View citations (23)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1987)
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Journal of Econometrics (1988)
  2. CAUSALITY AND CAUSAL LAWS IN ECONOMICS
    Working Papers, Southern California - Department of Economics View citations (39)
    See also Journal Article in Journal of Econometrics (1988)
  3. FORECASTING INTERNATIONAL GROWTH RATES USING BAYESIAN SHRINKAGE AND OTHER PROCEDURES
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Journal of Econometrics (1989)
  4. OPTIMAL INFORMATION-PROCESSING AND BAYES' THEOREM
    Working Papers, Southern California - Department of Economics View citations (26)
  5. TURNING POINTS IN ECONOMIC TIME SERIES, LOSS STRUCTURES AND BAYESIAN FORECASTING
    Working Papers, Southern California - Department of Economics View citations (1)

1978

  1. Large sample estimation and testing procedures for dynamic equation systems
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
    See also Journal Article in Journal of Econometrics (1981)

1959

  1. The Error of Forecast for Multivariate Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)

Undated

  1. Specification and estimation of Cobb-Douglas production function models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (42)
  2. Time series analysis and simultaneous equation econometric models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Econometrics (1974)
  3. Time series and structural analysis of monetary models of the U.S. economy
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
  4. Use of prior information in the analysis and estimation of Cobb-Douglas production function models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in International Economic Review (1973)

Journal Articles

2015

  1. Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy
    Econometric Reviews, 2015, 34, (1-2), 56-81 Downloads View citations (1)
    See also Working Paper (2012)

2014

  1. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Econometric Reviews, 2014, 33, (1-4), 3-35 Downloads View citations (13)
    See also Working Paper (2012)

2012

  1. THE USE OF A MARSHALLIAN MACROECONOMIC MODEL FOR POLICY EVALUATION: CASE OF SOUTH AFRICA
    Macroeconomic Dynamics, 2012, 16, (03), 423-448 Downloads View citations (3)
    See also Working Paper (2010)

2011

  1. Introduction to measurement with theory
    Journal of Econometrics, 2011, 161, (1), 1-5 Downloads View citations (2)
    Also in Macroeconomic Dynamics, 2009, 13, (S2), 151-168 (2009) Downloads View citations (3)

    See also Working Paper (2009)
  2. The economics and econometrics of risk: An introduction to the special issue
    Journal of Econometrics, 2011, 162, (1), 1-5 Downloads

2010

  1. A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
    Journal of Econometrics, 2010, 159, (1), 33-45 Downloads View citations (6)
  2. Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
    International Journal of Forecasting, 2010, 26, (2), 413-434 Downloads View citations (3)
  3. Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes
    Economic Modelling, 2010, 27, (6), 1392-1397 Downloads View citations (5)
  4. Introduction: P.A.V.B. Swamy's contribution to Econometrics
    Economic Modelling, 2010, 27, (6), 1338-1344 Downloads
  5. Rejoinder
    International Journal of Forecasting, 2010, 26, (2), 439-442 Downloads View citations (1)

2009

  1. Comments on “Limits of Econometrics” by David Freedman
    International Econometric Review (IER), 2009, 1, (1), 28-32 Downloads
  2. Honorary Lecture on S. James Press and Bayesian Analysis
    Review of Economic Analysis, 2009, 1, (1), 98-118 Downloads

2007

  1. Erratum to "Generalizing the standard product rule of probability theory and Bayes's Theorem": [J. Econometrics 138 (1) (2007) 14-23]
    Journal of Econometrics, 2007, 141, (2), 1417-1419 Downloads
  2. Generalizing the standard product rule of probability theory and Bayes's Theorem
    Journal of Econometrics, 2007, 138, (1), 14-23 Downloads View citations (1)
  3. Philosophy and objectives of econometrics
    Journal of Econometrics, 2007, 136, (2), 331-339 Downloads View citations (5)
  4. Some aspects of the history of Bayesian information processing
    Journal of Econometrics, 2007, 138, (2), 388-404 Downloads View citations (1)

2006

  1. S. JAMES PRESS AND BAYESIAN ANALYSIS
    Macroeconomic Dynamics, 2006, 10, (05), 667-684 Downloads View citations (1)

2005

  1. MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT
    Macroeconomic Dynamics, 2005, 9, (02), 220-243 Downloads View citations (8)
  2. The Marshallian macroeconomic model: A progress report
    International Journal of Forecasting, 2005, 21, (4), 627-645 Downloads View citations (10)

2004

  1. Bayesian solutions to graduate admissions and related selection problems
    Journal of Econometrics, 2004, 121, (1-2), 405-426 Downloads View citations (1)
  2. The ARAR Error Model for Univariate Time Series and Distributed Lag
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (1), 1-44 Downloads View citations (1)
  3. To test or not to test and if so, how?: Comments on "size matters"
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2004, 33, (5), 581-586 Downloads View citations (4)

2003

  1. AR Versus MA Disturbance Terms
    Economics Bulletin, 2003, 3, (21), 1-3 Downloads
  2. Some Recent Developments in Econometric Inference
    Econometric Reviews, 2003, 22, (2), 203-215 Downloads View citations (1)

2002

  1. Comments on 'The state of macroeconomic forecasting'
    Journal of Macroeconomics, 2002, 24, (4), 499-502 Downloads View citations (2)
  2. Information processing and Bayesian analysis
    Journal of Econometrics, 2002, 107, (1-2), 41-50 Downloads View citations (17)
  3. My Experiences with Nonlinear Dynamic Models in Economics
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (2), 1-18 Downloads View citations (3)

2001

  1. Avant-propos à la session frontière « Les méthodes Chaîne de Markov et Monte Carlo: un guide d'utilisateur en économie agro-alimentaire »
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2001, 49, (3), 267-268 Downloads
  2. BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS
    Macroeconomic Dynamics, 2001, 5, (05), 673-700 Downloads View citations (19)
  3. Comments on papers by Engle, Geweke and Granger
    Journal of Econometrics, 2001, 100, (1), 93-94 Downloads View citations (1)
  4. Foreword for Frontier Session, “Markov Chain Monte Carlo Methods: A User's Guide for Agricultural Economics”
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2001, 49, (3), 265-266 Downloads
  5. Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model
    International Economic Review, 2001, 42, (1), 121-40 View citations (22)
    See also Working Paper (2001)
  6. Remarks on a 'critique' of the Bayesian Method of Moments
    Journal of Applied Statistics, 2001, 28, (6), 775-778 Downloads View citations (2)

2000

  1. Correction
    Econometrica, 2000, 68, (5), 1293-1294 View citations (1)

1999

  1. New Information-Based Econometric Methods in Agricultural Economics: Discussion
    American Journal of Agricultural Economics, 1999, 81, (3), 742-746 Downloads View citations (3)

1998

  1. Alternative functional forms for production, cost and returns to scale functions
    Journal of Applied Econometrics, 1998, 13, (2), 101-127 Downloads View citations (21)
  2. Forecasting turning points in countries' output growth rates: A response to Milton Friedman
    Journal of Econometrics, 1998, 88, (2), 203-206 Downloads View citations (6)
  3. The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches
    Journal of Econometrics, 1998, 83, (1-2), 185-212 Downloads View citations (24)

1996

  1. Models, prior information, and Bayesian analysis
    Journal of Econometrics, 1996, 75, (1), 51-68 Downloads View citations (11)

1993

  1. Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
    Journal of Econometrics, 1993, 56, (1-2), 89-118 Downloads View citations (126)
    See also Working Paper (1992)
  2. Discussion: Seasonal BVAR models
    Journal of Econometrics, 1993, 55, (1-2), 231-234 Downloads

1992

  1. Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Comments
    Journal of Business & Economic Statistics, 1992, 10, (4), 470-71
  2. The Cowles Commission approach, real business cycles theories, and New- Keynesian economics
    Proceedings, 1992, 133-157 View citations (4)

1991

  1. Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques
    Journal of Econometrics, 1991, 49, (1-2), 275-304 Downloads View citations (41)
  2. Tribute to Dennis J.Aigner
    Journal of Econometrics, 1991, 50, (3), 231-231 Downloads

1990

  1. Guy H. Orcutt: Contributions to economic statistics
    Journal of Economic Behavior & Organization, 1990, 14, (1), 43-51 Downloads View citations (1)
  2. Some Properties of the Durations of Economic Expansions and Contractions
    The American Economist, 1990, 34, (2), 20-27 Downloads View citations (2)

1989

  1. Forecasting international growth rates using Bayesian shrinkage and other procedures
    Journal of Econometrics, 1989, 40, (1), 183-202 Downloads View citations (43)
    See also Working Paper (1988)
  2. Interviewed by Peter E. Rossi
    Econometric Theory, 1989, 5, (02), 287-317 Downloads

1988

  1. Bayesian analysis in econometrics
    Journal of Econometrics, 1988, 37, (1), 27-50 Downloads View citations (20)
  2. Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
    Journal of Econometrics, 1988, 38, (1-2), 39-72 Downloads View citations (27)
    See also Working Paper (1988)
  3. Calculation of maximum entropy distributions and approximation of marginalposterior distributions
    Journal of Econometrics, 1988, 37, (2), 195-209 Downloads View citations (45)
  4. Causality and causal laws in economics
    Journal of Econometrics, 1988, 39, (1-2), 7-21 Downloads View citations (37)
    See also Working Paper (1988)
  5. Editors' introduction
    Journal of Econometrics, 1988, 39, (1-2), 1-5 Downloads

1987

  1. Science, Economics and Public Policy
    The American Economist, 1987, 31, (2), 3-7 Downloads

1986

  1. A tale of forecasting 1001 series: The Bayesian knight strikes again
    International Journal of Forecasting, 1986, 2, (4), 491-494 Downloads View citations (13)
  2. Biased predictors, rationality and the evaluation of forecasts
    Economics Letters, 1986, 21, (1), 45-48 Downloads View citations (30)
  3. Evaluating the methodology of social experiments
    Conference Series ; [Proceedings], 1986, 30, 131-166 Downloads View citations (1)

1985

  1. Bayesian Econometrics
    Econometrica, 1985, 53, (2), 253-69 Downloads View citations (20)
  2. Bayesian regression diagnostics with applications to international consumption and income data
    Journal of Econometrics, 1985, 29, (1-2), 187-211 Downloads View citations (5)
  3. Entry and empirical demand and supply analysis for competitive industries
    Journal of Econometrics, 1985, 30, (1-2), 459-471 Downloads View citations (13)
  4. Estimating Gross Labor-Force Flows
    Journal of Business & Economic Statistics, 1985, 3, (3), 254-83 View citations (171)

1984

  1. Bayesian analysis of dichotomous quantal response models
    Journal of Econometrics, 1984, 25, (3), 365-393 Downloads View citations (20)
  2. Modeling a competitive industry with entry: Implications for demand and supply analysis
    Economics Letters, 1984, 16, (1-2), 71-75 Downloads View citations (1)

1983

  1. Bayesian analysis of a simple multinomial logit model
    Economics Letters, 1983, 11, (1-2), 133-136 Downloads

1982

  1. Basic Issues in Econometrics: Past and Present
    The American Economist, 1982, 26, (2), 5-10 Downloads

1981

  1. Large sample estimation and testing procedures for dynamic equation systems
    Journal of Econometrics, 1981, 17, (1), 131-138 Downloads
    Also in Journal of Econometrics, 1980, 12, (3), 251-283 (1980) Downloads View citations (3)

    See also Working Paper (1978)
  2. Posterior odds ratios for regression hypotheses: General considerations and some specific results
    Journal of Econometrics, 1981, 16, (1), 151-152 Downloads View citations (3)

1980

  1. A Note on the Relationship of Minimum Expected Loss (MELO) and Other Structural Coefficient Estimates
    The Review of Economics and Statistics, 1980, 62, (3), 482-84 Downloads View citations (2)

1979

  1. An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models
    International Economic Review, 1979, 20, (3), 679-92 Downloads
  2. Causality and econometrics
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 9-54 Downloads View citations (37)
  3. Rejoinder to Nelson and Sims
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 109-111 Downloads

1978

  1. Editorial
    Journal of Econometrics, 1978, 8, (3), 267-267 Downloads
  2. Estimation of functions of population means and regression coefficients including structural coefficients: A minimum expected loss (MELO) approach
    Journal of Econometrics, 1978, 8, (2), 127-158 Downloads View citations (21)
  3. Folklore versus Fact in Forecasting with Econometric Methods
    The Journal of Business, 1978, 51, (4), 587-93 Downloads
  4. Jeffreys-Bayes posterior odds ratio and the Akaike information criterion for discriminating between models
    Economics Letters, 1978, 1, (4), 337-342 Downloads View citations (5)
  5. Posterior distribution for the multiple correlation coefficient with fixed regressors
    Journal of Econometrics, 1978, 8, (3), 307-321 Downloads View citations (5)

1976

  1. Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Further Reply
    Econometrica, 1976, 44, (3), 627-28 Downloads View citations (3)
  2. Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Reply
    Econometrica, 1976, 44, (3), 619-24 Downloads View citations (3)

1974

  1. Time series analysis and simultaneous equation econometric models
    Journal of Econometrics, 1974, 2, (1), 17-54 Downloads View citations (114)
    See also Working Paper

1973

  1. Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function
    Journal of Econometrics, 1973, 1, (3), 267-299 Downloads View citations (1)
  2. Real Balances and the Demand for Money: Comment
    Journal of Political Economy, 1973, 81, (2), 485-87 Downloads
  3. Use of Prior Information in the Analysis and Estimation of Cobb-Douglas Production Function Models
    International Economic Review, 1973, 14, (1), 107-19 Downloads
    See also Working Paper

1972

  1. Constraints Often Overlooked in Analyses of Simultaneous Equation Models
    Econometrica, 1972, 40, (5), 849-53 Downloads View citations (5)

1971

  1. A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses
    The Review of Economics and Statistics, 1971, 53, (4), 335-42 Downloads View citations (17)

1970

  1. Analysis of Distributed Lag Models with Application to Consumption Function Estimation
    Econometrica, 1970, 38, (6), 865-88 Downloads View citations (18)
  2. Estimation of Regression Relationships Containing Unobservable Independent Variables
    International Economic Review, 1970, 11, (3), 441-54 Downloads View citations (70)

1969

  1. Generalized Production Functions
    Review of Economic Studies, 1969, 36, (2), 241-250 Downloads View citations (28)

1962

  1. War and peace: a fantasy in game theory?
    Journal of Conflict Resolution, 1962, 6, (1), 39-41 Downloads

1961

  1. Rejoinder to Professor Bolino's Note
    The Journal of Economic History, 1961, 21, (01), 81-84 Downloads

1959

  1. Sequential Growth, the Labor-Safety-Valve Doctrine and the Development of American Unionism
    The Journal of Economic History, 1959, 19, (03), 402-421 Downloads
  2. The Analysis of Multiple Time-Series, M. H. Quenouille. New York: Hafner Publishing Company, 1957. Pp. 105. $4.75
    American Journal of Agricultural Economics, 1959, 41, (3), 682-684 Downloads

1958

  1. The Corporate Income Tax in the Long Run: A Comment
    Journal of Political Economy, 1958, 66, 444 Downloads
  2. The Corporate Income Tax in the Long Run: Rejoinder
    Journal of Political Economy, 1958, 66, 448 Downloads

Books

2004

  1. Statistics, Econometrics and Forecasting
    Cambridge Books, Cambridge University Press View citations (2)
    Also in Cambridge Books, Cambridge University Press (2004) View citations (2)

1997

  1. Bayesian Analysis in Econometrics and Statistics
    Books, Edward Elgar Publishing Downloads View citations (3)

1979

  1. Seasonal Analysis of Economic Time Series
    NBER Books, National Bureau of Economic Research, Inc View citations (4)
    Also in NBER Books, National Bureau of Economic Research, Inc (1978) View citations (4)

Edited books

2011

  1. The Structural Econometric Time Series Analysis Approach
    Cambridge Books, Cambridge University Press

2009

  1. Simplicity, Inference and Modelling
    Cambridge Books, Cambridge University Press

2004

  1. The Structural Econometric Time Series Analysis Approach
    Cambridge Books, Cambridge University Press View citations (12)

2003

  1. The Economics of Marine Resources and Conservation Policy
    University of Chicago Press Economics Books, University of Chicago Press

2002

  1. Simplicity, Inference and Modelling
    Cambridge Books, Cambridge University Press

Chapters

1983

  1. Statistical theory and econometrics
    Chapter 02 in Handbook of Econometrics, 1983, vol. 1, pp 67-178 Downloads View citations (1)

1979

  1. Retrospect and Prospect
    A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 449-479 Downloads
    Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 451-458 (1978) Downloads

1957

  1. International Comparison of Unemployment Rates
    A chapter in The Measurement and Behavior of Unemployment, 1957, pp 439-584 Downloads View citations (3)

Editor

  1. Journal of Econometrics
    Elsevier
 
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