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Papers
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BMOM Analysis of Parametric and Semiparametric
Regression Models (with J. Tobias and H. Ryu, 1998)
Keep
It Sophisticatedly Simple, (1998 MS Word)
Downloadable
.pdf Papers
BMOM
Analysis of Parametric and Semiparametric Regression Models (with J. Tobias and
H. Ryu, 1998)
BMOM
Analysis of Time Series Models With an Application to Forecasting Turning
Points in Output Growth Rates (With J. Tobias and H. Ryu, 1998)
A
Note on Aggregation, Disaggregation and Forecasting Performance (With J.
Tobias, 1999)
Bayesian Analysis of Golf (1999)
Further Results on the BMOM Analysis of the Multiple
Regression Model (with J. Tobias, 1999)
Bayesian Modeling of Economies and Data
Requirements (With Bin Chen, 2000)
Information Processing and Bayesian Analysis
In Memory of Professor B. Peter Pashigian
Professor Ryuzo Sato Research Conference Paper,
Sept., 2000: The Marshallian Macroeconomic Model
My Experiences
with Nonlinear Dynamic Models in Economics, March 2001
Econometric
and Statistical Data Mining, Prediction and Policymaking, June 2002
Marshallian
Macroeconomic Model: A Progress Report, May 2003
Some Aspects
of the History of Bayesian Information Processing, July 2003
The ARAR Error
Model for Univariate Time Series and Distributed Lag Models, December 2003
Interview
with Arnold Zellner, by Kathy Morrissey, November 2004
Bayesian
Analysis and Information Theory, December 2005
Generalizing
the Standard Product Rule of Probability Theory and Bayes’s Theorem, January
2006
Some
Thoughts about S. James Press and Bayesian Analysis, May 2005
Seemingly
Unrelated Regressions, February 2006
Laudatio
for doctorate honoris causa for professor Arnold Zellner, June 2006
Bayesian Econometrics: Past, Present and Future, June 2007
In
Memory of Milton Friedman, A Great Economic Scientist and Person, January 2007
Bayesian Econometrics: Past, Present and
Future, April 2008
A Direct Monte Carlo Approach for Bayesian Analysis of the Simultaneous Equation Model, June 2008
Other Papers
1. "Models, Prior Information, and Bayesian Analysis," Journal of Econometrics, 1996, 75(1), 51-68.
2. "Past, Present and Future of Econometrics," Journal of Statistical Planning and Inference, 1996, 49, 3-8.
3. "The Bayesian Method of Moments (BMOM): Theory and Applications," Advances in Econometrics, 1997, 12, 85-105.
4. "Remarks on a 'Critique' of the Bayesian Method of Moments (BMOM)," June 1997.
5. "The Finite Sample Properties of Simultaneous Equations' Estimates and Estimators: Bayesian and Non-Bayesian Approaches," Journal of Econometrics, 1998, 83, 185-212.
6. "Past and Recent Results on Maximal Data Information Priors," Journal of Statistical Research, 1998, 32(1), 1-22.
7. "Some Recent Developments in Bayesian Statistics and Econometrics," Summary of presentation to Maxent 1998 Meeting, Max Planck Institute for Plasma Physics, and to be published in the Conference volume honoring Edwin T. Jaynes.
8. "Alternative Functional Forms for Production, Cost and Returns to Scale Functions" with H. Ryu, Journal of Applied Econometrics, 1998, 13, 101-127.
9. "Report of Official Visitor to the South African Statistical Association," November 1998.
10. "On Order Invariance of Maximum Entropy Procedures," May 1998.
11. "New Information-Based Econometric Methods in Agricultural Economics: Discussion," American Journal of Agricultural Economics, 1999,81,742-746.
12. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives: Discussion," To Appear in the Journal of the Royal Statistical Society, Series B, 1999.
13. "Bayesian Analysis of Golf," May 1999.
14. "Forecasting Turning Points in Countries' Output Growth Rates: A Response to Milton Friedman" with C-k Min, Journal of Econometrics, 1999,88,203-206.
15. "Bayesian Optimization Procedures for Firms Facing Discrete Demand With Economic Random Utility Models in a Competitive Equilibrium," June 1999.
16. "Jeffreys, Sir Harold (1891-1989)," 1999 to appear in the International Encyclopedia of the Social and Behavioral Sciences.
17. "Bayesian and Non Bayesian Approaches to Scientific Modeling and
Inference in Economics and Econometrics," paper presented at Research
Conference,
18."Bayesian Modeling of Economies and Data Requirements, May 2000, paper presented as an invited keynote address at the June 2000 meeting of the International Institute of Forecasters and the International Journal of Forecasting and to appear in Macroeconomic Dynamics.
19."Information Processing and Bayesian Analysis," August 2000, to appear in Annals Issue of the Journal of Econometrics.
20. "Professor Ryuzo Sato Research Conference Paper, Sept., 2000; The Marshallian Macroeconomic Model," September 2000 to appear in conference volume.
21. "Comments on 'The State of Macroeconomic Forecasting' by Robert Fildes and H.O. Stekler," November 2000, to appear in Journal of Macroeconomics.
22. ":ISBA History and Meetings," November 2000, invited contribution for the International Society for Bayesian Analysis (ISBA) Bulletin.