September 11, 2008
List of Recent and Current Books and Papers·
HGB Alexander Research Foundation
Graduate
Recent
Books:
1. D.A. Berry, K. Chaloner and
J.F. Geweke (eds.), Bayesian Analysis in
Statistics and Econometrics: Essays in Honor of
2. A.Zellner, Bayesian Analysis in Econometrics and
Statistics: The Zellner View and Papers, invited contribution to Economists of the Twentieth Century
Series, M. Perlman and M. Blaugh, eds., Edward Elgar Publ. Co.,
3. A.Zellner, H. Kuezenkamp and
M.McAleer (eds.), Simplicity, Inference
and Modeling (Keeping it Sophisticatedly Simple), Cambridge University
Press, 2001.
4. J. Crutchfield and A. Zellner, Economics of Marine Resources and
Conservation Policy, reprint of the study of the International Pacific
Halibut Conservation Program, Economic
Aspects of the Pacific Halibut Industry, by J. Crutchfield and A. Zellner (with current commentary by D.
Zilberman, A. Scott, J.E. Wilen, F.R. Homans and D. MacCaughran),
5. A.Zellner and F.C. Palm
(eds.), The Structural Econometric
Modeling, Time Series Analysis (SEMTSA) Approach,
Chinese simplified language edition published by
Current and
Recent Papers
9601 A. Zellner, “Models, Prior
Information, and Bayesian Analysis,” Journal
of Econometrics, 75, 1, 1996, 51-68.
9602 A.Zellner, “Past, Present
and Future of Econometrics,” Journal of
Statistical Planning and Inference, 49, 1996, 3-8, reprinted with
commentary in Medium Econometrische
Toepassingen (MET), 14, 2, 2006, 2-9.
9701 A.Zellner, “The Bayesian
Method of Moments (BMOM): Theory and Applications,” Advances in Econometrics, 12, 1997, 85-105.
9702 A.Zellner, J. Tobias and H.
Ryu, “Bayesian Method of Moments (BMOM) Analysis of Parametric and
Semiparametric Regression Models,” 1997
Proceedings of the Section on Bayesian
Statistical Science of the American Statistical Association, 211-216, and
in South African Statistical Journal,
31, 1999, 41-69.
9703 R.A.L. Carter and A.
Zellner, “The ARAR Model for Time Series,”
August 1997 in 1996 Proceedings of Section of the Bayesian Statistical
Science of the American Statistical Association, 226-331
9704 A.Zellner and J. Tobias,
“Further Results on Bayesian Method of Moments Analysis of the Multiple
Regression Model,” April 1997. Paper presented at the Econometric Society
Meeting, Caltech, June 1997 and published in the International Economic Review, 42, No. 1, February, 2001, 121-140.
9705 A.Zellner, “Remarks on a
‘Critique’ of the Bayesian Method of Moments (BMOM),” June 1997, published in Journal of Applied Statistics, 28, No.
6, 2001, 775-778.
9706 A.Zellner, J. Tobias and H.
Ryu, “Bayesian Method of Moments Analysis of Time Series Models with an
Application to Forecasting Turning Points in Output Growth,” February 1997, and
in Estadistica, Journal of the
InterAmerican Statistical Institute, with discussion, 49-51, 152-157, 1997-1999,
3-63.
9801 A.Zellner, “The Finite
Sample Properties of Simultaneous Equations’ Estimates and Estimators: Bayesian
and Non-Bayesian Approaches,” invited paper presented at conference honoring
Carl F. Christ and published in L.R. Klein (ed.), Annals Issue, Journal of Econometrics, 83, 1998, 185-212.
9802 A.Zellner, “Past and Recent
Results on Maximal Data Information Priors,” Journal of Statistical Research, 32, No.1, 1998, 1-22.
9803 A.Zellner, “Some Recent
Developments in Bayesian Statistics and Econometrics,” September 1998. Summary of presentation to Maxent 1998
Meeting, Max Planck Institute for Plasma Physics, Garching b.Munich, Germany,
July 27-31, 1998, and published in the Conference volume honoring Edwin T.
Jaynes, W. van der Linden, V. Dose, R.
Fischer and R. Preuss (eds.), Maximum
Entropy and Bayesian Methods, Kluwer Academic Publishers, 1999, 207-216.
9804 A.Zellner and H. Ryu,
“Alternative Functional Forms for Production, Cost and Returns to Scale
Functions," Journal of Applied
Econometrics, 13, 1998, 101-127.
9805 A.Zellner, “A Bayesian Era:
Special Invited Article,” Newsletter of
Indian Chapter of ISBA, III, No.1, 1998, 2-5.
9806 A.Zellner, “On Order
Invariance of Maximum Entropy Procedures,” ms., May, 1998, Appendix to A.
Zellner, “Some Aspects of the History of Bayesian Information Processing,” in
Annals Issue of the Journal of
Econometrics, “Information and Entropy Econometrics – A Volume in Honor of
Arnold Zellner,” Vol. 138, 2, 2007, 388-404.
9807 A.Zellner,
“Report of Official Visitor to the South African Statistical Association,”
November 1998.
9808 A.Zellner, “Keep It
Sophisticatedly Simple,” 1998, Invited paper presented to the Tilburg
Conference on Simplicity and
published in A. Zellner, H. Kuezenkamp and M. McAleer (eds.), Simplicity, Inference and Econometric
Modeling, Cambridge University Press, 2001, 242-262.
9809 A.Zellner and A.
García-Ferrer , “Professor Zellner: An Interview for the International Journal
of Forecasting,” International Journal of
Forecasting, 14, 1998, 303-312.
9810 A.Zellner,
“The Importance and Uses of Econometrics and Statistics,” July 1998.
9901 A.Zellner, “New
Information-Based Econometric Methods in Agricultural Economics: Discussion,” American Journal of Agricultural Economics,
81, 1999, 742-746.
9902 A.Zellner, “Time Series
Analysis of non-Gaussian Observations Based on State Space Models from Both
Classical and Bayesian Perspectives: Discussion,” Journal of the Royal Statistical Society, Series B, 1999.
9903 A.Zellner, “Bayesian Analysis of Golf,” May 1999, presented at Research Conference honoring George J. Judge, U. of Illinois, Champaign-Urbana, and available for downloading at http://faculty.chicagogsb.edu/arnold.zellner/more/index.htm
9904 A.Zellner and C. Min,
“Forecasting Turning Points in Countries’ Output Growth Rates: A Response to
Milton Friedman,” Journal of
Econometrics, 88, 1999, 203-206.
9905 L. Marsh and A. Zellner,
“Bayesian Optimization Procedures for Firms Facing Discrete Demand with
Economic Random Utility Models in a Competitive Equilibrium,” June 1999.
9906 A. Zellner and M. Wiper,
(Joint Authors) “
9907 A.Zellner and F.C. Palm,
“Correction to Cointegration and Dynamic Simultaneous Equations Model by Cheng Hsiao.”
1999, and Econometrica, 68, Sept.,
2000, 1293.
9908 A.Zellner and J. Tobias, “A
Note on Aggregation, Disaggregation and Forecasting Performance,” June 1999,
published in the Journal of Forecasting,
19 (2000), 457-469.
9909 A.Zellner, “Jeffreys, Sir
Harold (1891-1989),” 1999 published in N.J. Smelser and Paul B. Baltes (eds.), International Encyclopedia of the Social and
Behavioral Sciences, Pergamon Press, 2001, 7960-7963.
9910 A. Zellner and J.Tobias,
"Further Results on Bayesian Method of Moments Analysis of the Multiple
Regression Model," August 1999, revised version of ms. 9704, published in International Economic Review, 42,
1(2001), 121-140.
9911 A.Zellner, “Bayesian and
Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and
Econometrics,” invited keynote address, presented at Research Conference in
Honor of Professor Tong Hun Lee,
0001 A. Zellner and B. Chen,
"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,
0002 A. Zellner,
"Information Processing and Bayesian Analysis," August 2000,
presented to the ASA August 2001 meeting and published in Annals Issue of the Journal
of Econometrics, edited by A. Golan, 107 (2002), 41-50.
0003 A. Zellner, "The
Marshallian Macroeconomic Model," September 2000, published in T. Nagishi,
R.V. Ramachandran and K. Mino (eds.), Economic
Theory, Dynamics and Markets: Essays in Honor of Ryuzo Sato, Kluwer Academic Publishers, 19-29.
0004 A.Zellner, "Comments on
'The State of Macroeconomic Forecasting' by Robert Fildes and H.O.
Stekler" November 2000 and published in Journal of Macroeconomics 24, 4 (December 2002), 499-502.
0005 A. Zellner, "ISBA
History and Meetings," November 2000, invited contribution for the International Society for Bayesian Analysis
(ISBA) Bulletin, and included on ISBA website, http://www.bayesian.org
0101 A. Zellner, "My
Interactions with Indian Graduate Students Over the Years," prepared for
the invited Soumitra Kumar Chakravarti Memorial Lecture, sponsored by the
Calcutta Statistical Association, December 2000, Calcutta, published in Indian Bayesians' News Letter, Vol. VI,
No. 2, November 2001, 4-9.
0102 A.Zellner,
“Some Recent Developments in Econometric Inference,” November
2001, invited paper for volume honoring Robert L.
Basmann, published in Econometric Reviews,
22 (2003), 203-215.
0103 A.Zellner, "Comments on
Papers by Engle, Geweke and Granger," Journal
of Econometrics, 100 1 (2001), 93-94.
0104 A.Zellner, "Foreword
for Frontier Session, 'Markov Chain
Economics, 49 (2001), 1-2. Also published in French as
"Avant-propos à la session frontière « Les méthodes Chaîne de Markov et
0105 A.J.
van der Merwe, A.L. Pretorius, J. Hugo and A. Zellner, "Traditional Bayes
and the Bayesian Method of Moment Analysis for the
Mixed Linear Model with an Application to Animal Breeding," South African Statistical Journal,
(2001), 35, 19-68.
0106 A.Zellner, “Remarks on a
‘critique’ of the Bayesian Method of Moments,” Journal of Applied Statistics, Vol. 28, No. 6, 2001, 775-778.
0201 A.Zellner, “My Experiences
with Nonlinear Dynamic Models in Economics,” invited keynote address to the
Society for Nonlinear Dynamics in Economics meeting,
0202 R.A.L. Carter
and A. Zellner, “Autoregressive Versus Moving Average Disturbance Terms,” May
2002.
0203 A.Zellner,
“Econometric and Statistical Data Mining, Prediction and Policy-Making,”
invited paper presented at
0204 A.Zellner,
“Bayesian Shrinkage Estimates and Forecasts of Individual and Total or
Aggregate Outcomes,” paper presented at American Statistical Association
Meeting,
0205 A.Zellner,
“Welcoming Message to the JIRSS,” Journal
of the Iranian Statistical Society, Vol. 1, No. 1, 2002, 1-5.
0206 A.Zellner,
“Econometric Models and Forecasting,” invited paper published in Bulletin of E.U. and U.S. Inflation and
Macroeconomic Analysis, 2003.
0301 Annotated
Bibliography for course, “The New Econometrics”, presented at
0302 A.Zellner
and G. Israilevich, “The Marshallian Macroeconomic Model: A Progress Report,”
May 2003, invited paper presented at the Conference in Honor of Victor
Zarnowitz, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Essen,
Germany, June 27-28, 2003, published in Macroeconomic
Dynamics, Vol. 9, 2005, 220-243 and reprinted in International Journal of Forecasting, 21 2005, 627-645, with discussion
by A. Espasa.
0303 A.Zellner,
“Some Aspects of the History of Bayesian Information Processing,” July 2003,
presented at the American Statistical Association’s meeting,
0401 R.A.L.
Carter and A. Zellner, “The ARAR Error Model for Univariate Time Series and
Distributed Lag Models,” December 2003, published in Studies in Nonlinear Dynamics and Econometrics, Vol. 8, Issue 1,
2004, 1-42.
0402 R.
Carter and A. Zellner, “AR Versus MA Disturbance Terms,” Economics Bulletin, Vol. 3, No. 21, 2004, 1-3.
0403 A.Zellner,
“Comments on Size Matters: The Standard Error of Regressions in The American Economic Review,” January
2004, presented at the American Economic Association meeting, San Diego, CA and
published in The Journal of
Socio-Economics, 33 (2004), 581-586, under the title “To test or not to
test and if so, how? Comments on “size matters.”
0404 L. Marsh and
A. Zellner, “Bayesian Solutions to Graduate Admissions and Related Selection
Problems,” April 2004, published in Journal
of Econometrics Annals Issue, 121
(2004), 405-426, “The Econometrics of Higher Education.”
0405 A.Zellner,
“Generalizing the Standard Product Rule of Probability Theory,” July, 2004.,
revised December, 2005, published in Journal
of Econometrics Annals Issue, 138, 1 (2007), 14-23.
0501 A.Zellner,
“Honorary Lecture on S. James Press and Bayesian Analysis.” Invited keynote
address presented to the Retirement Conference for Professor S. James Press,
University of California at Riverside, May 2005. Published in Macroeconomic Dynamics, 10 (2006),
667-684.
0502 A. Zellner,
“Bayesian Analysis and Information Theory,” Summary of invited paper presented
at the 2nd Conference on Information and Entropy Econometrics (IEE),
September 23-25, 2005 to be published in American Statistical Association’s
Business and Economics Statistics Section’s Proceedings Publication.
0503 A.Zellner,
“Philosophy and Objectives of Econometrics.” Reprinted from Macroeconomic Analysis: Essays in
Macroeconomics and Econometrics, D. Currie, R. Nobay, and D. Peels, eds.
(London: Croom Helm, 1981), pp. 24-34 with the kind permission of Croom Helm,
Ltd. An Addendum [2005]has been added to
the original paper reprinted in the Journal
of Econometrics, 136 (2007), 331-339.
0601 A.Zellner,
“Seemingly Unrelated Regressions.” Invited contribution prepared for the International Encyclopedia of Social
Sciences.
0602 A.Zellner,
“Past, Present and Future of Econometrics: Questions and Answers,” Questions by Michael Furtado, General
Editor, Medium for Econometric Applications (MET). Prepared for celebration of
the 50th Anniversary of the founding of the Econometric Institute,
0603 A.Zellner,
“Theoretical and Applied Bayesian Information Processing.” Paper presented at
International Conference on Bayesian Methods,
0604 K-H
Kim, “To Aggregate or Disaggregate? Empirical Evidence of Forecasting
Improvements by Data Disaggregation,” (Approved by PhD Thesis Committee and the
Department of Economics, University of Chicago. PhD in Economics awarded to Kim
in 2007).
0605 A.
Zellner and K. Morrissey, “Interview with
0606 A.
Zellner and U. Sankar, “On Errors in the Variables,” in G. Mythili and R. Hema,
(eds.), Topics in Applied Economics:
Tools, Issues and Institutions,
0607 A.
Zellner, “Bayesian Econometrics: Past, Present and Future.” Invited keynote
address presented at the Bank of Sweden’s Research Conference on Bayesian
Econometric Methodology,
0608 A.Zellner,
“Theoretical and Applied Bayesian Information Processing,”in S.K. Upadhyay, U.
Singh, and D.T. Dey (eds.), Bayesian
Statistics and Its Applications New Delhi: Anamaya Publishers, 2006.
0701 A.
Zellner, “In Memory of Milton Friedman, A Great Economic Scientist and Person,”
January 2007. published in Medium Econometrische
Toepassingen (MET), vol. 15,
issue 1, 2007, 2-5 and Indian Journal of
Quantitative Economics, June, 2007
0801 A.Zellner
and T. Ando, “A Direct Monte Carlo Approach for Bayesian Analysis of the
Seemingly Unrelated Regression Model,” March 2008.
0802 A.Zellner
and T. Ando, “A Direct Monte Carlo Approach for Bayesian Analysis of the
Simultaneous Equation Model,” June 2008.
0803 A.Zellner,
“Bayesian Econometrics: Past, Present and Future,” April 2008. Invited revised
version of 0602 to appear in Advances in
Econometrics, William R. Griffiths,
ed.
0804 A.Zellner,
“Comments on ‘Mixtures of g-priors for Bayesian Variable Selection,’ by F.
Liang, R. Paulo, G. Molina, M.A. Clyde and J.O. Berger,” July 2008.
0805 J.K
Ngoie and A.Zellner, “Some Policy Experiments Using a Marshallian
Macroeconometric Model: Case of South Africa,” July 2008.
0806 J.K.
Ngoie and A. Zellner, The Effects of
Freedom Reforms on the Growth Rate of The South African Economy,” July 2008.
0807 A.Zellner
and T. Ando, “Bayesian and Non-Bayesian Analysis of Seemingly Unrelated Regression
Model with Student-t Errors, August
2008.
· Research financed in large part by grants from the U.S. National Science Foundation and income from the H.G.B. Alexander Endowment Fund, Graduate School of Business, University of Chicago.
Some of the current papers listed below can be downloaded from http://faculty.chicagogsb.edu/arnold.zellner/more/index.htm