Statistical analysis of econometric models (1979)

Author:

Zellner Arnold,Belsley David A.,Kuh Edwin,Christ Carl F.,Robinson Peter M.,Rothenberg Thomas J.

Publisher

Cambridge University Press

Reference135 articles.

1. The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model

2. Plosser, C. F. (1976b), “Time series analysis and seasonality in econometric models,” Paper presented to the NBER–CENSUS Conference on Seasonal Analysis of Economic Time Series, September; published in A. Zellner (ed.), Seasonal Analysis of Economic Time Series (Washington, DC: US Government Printing Office 1978), 365–407; chapter 9 in this volume

3. Kadane, J. B. (1975), “The role of identification in Bayesian theory,” in S. E. Fienberg and A. Zellner (eds.), Studies in Bayesian Econometrics and Statistics (Amsterdam, North-Holland), 175–91

4. Stochastic Specification in an Aggregate Demand Model of the United Kingdom

5. Rational Expectations and the Estimation of Econometric Models

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