Details about Arnold Zellner

E-mail:
Homepage:	http://faculty.chicagobooth.edu/arnold.zellner/more/index.htm
Phone:	773-702-7145(O) 773-643-6992(H)
Postal address:	Booth School of Business U. of Chicago 5807 S. Woodlawn Ave. Chicago, IL 60637 USA
Workplace:	Department of Agricultural and Resource Economics, University of California-Berkeley, (more information at EDIRC) Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Arnold Zellner.

Last updated 2009-11-14. Update your information in the RePEc Author Service.

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Working Papers

2009

1. Introduction to Measurement with Theory
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in MPRA Paper, University Library of Munich, Germany (2009)
   See also Journal Article in Macroeconomic Dynamics (2009)

2005

2. A Note on Aggregation, Disaggregation and Forecasting Performance
   Staff General Research Papers, Iowa State University, Department of Economics
   Also in Staff General Research Papers, Iowa State University, Department of Economics (2004) View citations
   CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy (1998)

2004

3. Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model
   Staff General Research Papers, Iowa State University, Department of Economics View citations
   Also in CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy (1998)
   See also Journal Article in International Economic Review (2001)

2002

4. 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

2000

5. Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society
   Also in CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy (1999) View citations

1999

6. Bayesian analysis of golf
   CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy View citations
7. Discussion of papers presented at 1999 ASSA meeting in New York by (1) Foster and Whiteman, (2) Golan, Moretti and Perloff, and (3) LaFrance
   CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy
8. Keep it sophisticatedly simple
   CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy View citations

1998

9. Alternative functional forms for production, cost and returns to scale functions
   CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy
   See also Journal Article in Journal of Applied Econometrics (1998)
10. Bayesian method of moments (BMOM) analysis of parametric and semiparametric regression models
    CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy View citations
11. Forecasting turning points in countries' output growth rates: a response to Milton Friedman
    CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy
    See also Journal Article in Journal of Econometrics (1998)
12. Some recent developments in Bayesian statistics and econometrics
    CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy

1992

13. Bayesian and Non-Bayesian Estimation using Balanced Loss Functions
    Working Papers, California Irvine - School of Social Sciences View citations
14. 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)
15. Statistics, Science and Public Policy
    Working Papers, California Irvine - School of Social Sciences View citations
16. 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

1991

17. 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

1988

18. BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS
    Working Papers, Southern California - Department of Economics View citations
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1987)
    See also Journal Article in Journal of Econometrics (1988)
19. CAUSALITY AND CAUSAL LAWS IN ECONOMICS
    Working Papers, Southern California - Department of Economics View citations
    See also Journal Article in Journal of Econometrics (1988)
20. 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)
21. OPTIMAL INFORMATION-PROCESSING AND BAYES' THEOREM
    Working Papers, Southern California - Department of Economics View citations
22. TURNING POINTS IN ECONOMIC TIME SERIES, LOSS STRUCTURES AND BAYESIAN FORECASTING
    Working Papers, Southern California - Department of Economics

1978

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

1959

24. The Error of Forecast for Multivariate Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

Journal Articles

2009

1. INTRODUCTION TO MEASUREMENT WITH THEORY
   Macroeconomic Dynamics, 2009, 13, (S2), 151-168
   See also Working Paper (2009)

2007

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

2006

6. S. JAMES PRESS AND BAYESIAN ANALYSIS
   Macroeconomic Dynamics, 2006, 10, (05), 667-684

2005

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

2004

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

2003

12. AR Versus MA Disturbance Terms
    Economics Bulletin, 2003, 3, (21), 1-3

2002

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

2001

16. BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS
    Macroeconomic Dynamics, 2001, 5, (05), 673-700 View citations
17. Comments on papers by Engle, Geweke and Granger
    Journal of Econometrics, 2001, 100, (1), 93-94
18. Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model
    International Economic Review, 2001, 42, (1), 121-40 View citations
    See also Working Paper (2004)
19. Remarks on a critique of the Bayesian Method of Moments
    Journal of Applied Statistics, 2001, 28, (6), 775-778

2000

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

1998

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

1996

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

1993

25. 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 View citations
    See also Working Paper (1992)
26. Discussion: Seasonal BVAR models
    Journal of Econometrics, 1993, 55, (1-2), 231-234

1992

27. 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
28. The Cowles Commission approach, real business cycles theories, and New- Keynesian economics
    Proceedings, 1992, 133-157

1991

29. 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 View citations
30. Tribute to Dennis J.Aigner
    Journal of Econometrics, 1991, 50, (3), 231-231

1990

31. Guy H. Orcutt: Contributions to economic statistics
    Journal of Economic Behavior & Organization, 1990, 14, (1), 43-51

1989

32. Forecasting international growth rates using Bayesian shrinkage and other procedures
    Journal of Econometrics, 1989, 40, (1), 183-202 View citations
    See also Working Paper (1988)

1988

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

1986

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

1985

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

1984

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

1983

47. Bayesian analysis of a simple multinomial logit model
    Economics Letters, 1983, 11, (1-2), 133-136
48. Comment
    Econometric Reviews, 1983, 2, (2), 323-327

1981

49. Large sample estimation and testing procedures for dynamic equation systems
    Journal of Econometrics, 1981, 17, (1), 131-138
    Also in Journal of Econometrics, 1980, 12, (3), 251-283 (1980) View citations
    See also Working Paper (1978)
50. Posterior odds ratios for regression hypotheses: General considerations and some specific results
    Journal of Econometrics, 1981, 16, (1), 151-152 View citations

1980

51. 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

1979

52. 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 View citations
53. Causality and econometrics
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 9-54 View citations
54. Rejoinder to Nelson and Sims
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 109-111

1978

55. Editorial
    Journal of Econometrics, 1978, 8, (3), 267-267
56. 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 View citations
57. Folklore versus Fact in Forecasting with Econometric Methods
    Journal of Business, 1978, 51, (4), 587-93
58. Jeffreys-Bayes posterior odds ratio and the Akaike information criterion for discriminating between models
    Economics Letters, 1978, 1, (4), 337-342 View citations
59. Posterior distribution for the multiple correlation coefficient with fixed regressors
    Journal of Econometrics, 1978, 8, (3), 307-321

1976

60. Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Further Reply
    Econometrica, 1976, 44, (3), 627-28
61. Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Reply
    Econometrica, 1976, 44, (3), 619-24

1974

62. Time series analysis and simultaneous equation econometric models
    Journal of Econometrics, 1974, 2, (1), 17-54 View citations

1973

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

1972

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

1971

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

1970

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

1969

70. Generalized Production Functions
    Review of Economic Studies, 1969, 36, (106), 241-50 View citations

1958

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

Books

1979

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

Chapters

1983

1. Statistical theory and econometrics
   Chapter 02 in Handbook of Econometrics, 1983, vol. 1, pp 67-178

1979

2. Retrospect and Prospect
   A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 449-479

1957

3. International Comparison of Unemployment Rates
   A chapter in The Measurement and Behavior of Unemployment, 1957, pp 439-584

Editor

1. Journal of Econometrics
   Elsevier