Publisher
Springer International Publishing
Reference84 articles.
1. Garcia-Ferrer, A., R.A. Highfield, F.C. Palm and A. Zellner (1987). ‘Macroeconomic Forecasting Using Pooled International Data’. Journal of Business & Economic Statistics, 5(1): 53–67. Reprinted as Chapter 13 in A. Zellner and F.C. Palm (eds) (2004) The Structural Econometric Time Series Analysis Approach. Cambridge: Cambridge University Press: 457–484.
2. Lee, T.C., G.G. Judge and A. Zellner (1970). Estimating the Parameters of the Markov Probability Model from Aggregate Time Series Data. Amsterdam: North-Holland.
3. Min, C. and A. Zellner (1993). ‘Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates’. Journal of Econometrics, 56(1/2): 89–118. Reprinted as Chapter 17 in A. Zellner and F.C. Palm (eds) (2004) The Structural Econometric Time Series Analysis Approach. Cambridge: Cambridge University Press: 559–589.
4. Palm, F.C. and A. Zellner (1992). ‘To Combine or Not to Combine? Issues of Combining Forecasts’. Journal of Forecasting, 11(8): 687–701. Reprinted as Chapter 31 in A. Zellner (1997) Bayesian Analysis in Econometrics and Statistics: The Zellner View and Papers. Cheltenham: Elgar: 503–517.
5. Zellner, A. (1957). ‘An Empirical and Theoretical Analysis of Short-Run Consumption Functions’. PhD Dissertation, University of California, Berkeley.