Contemporary Bayesian Econometrics and Statistics

Equation of State Calculations by Fast Computing Machines

1953 • 34,935 citations

Theory of games and economic behavior

2019 • 17,685 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Theory of probability

1939 • 6,981 citations

The Calculation of Posterior Distributions by Data Augmentation

1987 • 3,679 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Practical Markov Chain Monte Carlo

1992 • 2,000 citations

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,629 citations

Matrix Analysis for Statistics.

1997 • 971 citations

A STATISTICAL PARADOX

1957 • 947 citations

Monte Carlo Sampling Methods

2003 • 845 citations

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

1978 • 595 citations

Rates of convergence of the Hastings and Metropolis algorithms

1996 • 572 citations

Optimum Monte-Carlo sampling using Markov chains

1973 • 534 citations

Dynamic Programming Under Uncertainty with a Quadratic Criterion Function

1956 • 506 citations

Stylized facts of daily return series and the hidden Markov model

1998 • 353 citations

Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

1994 • 348 citations

Experiences in elicitation [Read before The Royal Statistical Society at a meeting on 'Elicitation' on Wednesday, April 16th, 1997, the President, Professor A. F. M. Smith in the Chair]

1998 • 336 citations

Intermediate Statistics and Econometrics: A Comparative Approach

1997 • 260 citations

Markov regime models for mixed distributions and switching regressions

1978 • 235 citations

Mobility Indices in Continuous Time Markov Chains

1986 • 233 citations

Computationally Intensive Methods for Integration in Econometrics

2001 • 151 citations

Sensitivity in Bayesian Statistics: The Prior and the Likelihood

1991 • 119 citations

Multicollinearity: A Bayesian Interpretation

1973 • 108 citations

Bayesian Statisticians and Remote Clients

1963 • 78 citations

Exploring Posterior Distributions Using Markov Chains

1992 • 67 citations

Linearization of Bayesian robustness problems

1993 • 43 citations

An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces

1991 • 42 citations

An application of robust Bayesian analysis to a medical experiment

1994 • 15 citations

Prior Density-Ratio Class Robustness in Econometrics

1998 • 10 citations