Bayesian analysis in econometrics

Estimating the Dimension of a Model

1978 • 43,634 citations

Theory of probability

1939 • 6,981 citations

The theory and practice of econometrics

1986 • 4,551 citations

Bayesian Inference in Statistical Analysis.

1975 • 3,994 citations

Optimal Statistical Decisions.

1972 • 3,636 citations

Principles of Econometrics

1973 • 3,349 citations

Essays in Positive Economics.

1954 • 3,297 citations

The Utility Analysis of Choices Involving Risk

1948 • 3,029 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Applied Statistical Decision Theory

1962 • 2,252 citations

Principles of Econometrics.

1972 • 2,215 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Optimal Statistical Decisions.

1971 • 2,047 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

Applied Statistical Decision Theory.

1962 • 1,341 citations

Essays in Positive Economics

1954 • 1,328 citations

Bayesian Inference in Statistical Analysis

1974 • 1,151 citations

Papers on probability, statistics and statistical physics

1990 • 908 citations

A Theory of the Consumption Function

1958 • 893 citations

Statistical Prediction Analysis

1975 • 829 citations

Statistical Methods of Econometrics

1970 • 828 citations

Bayesian Estimation and Prediction Using Asymmetric Loss Functions

1986 • 824 citations

Testing Statistical Hypothesis.

1960 • 769 citations

International Portfolio Diversification with Estimation Risk

1985 • 705 citations

Readings in the Philosophy of Science

1954 • 648 citations

The Foundation of Statistics

1956 • 563 citations

1. Bayesian Statistics a Review

1972 • 540 citations

The Algebra of Probable Inference

1962 • 516 citations

Statistical Decision Theory

1989 • 503 citations

A foundation for statistics

2003 • 484 citations

Posterior odds ratios for selected regression hypotheses

1980 • 468 citations

Algebra of Probable Inference

1961 • 449 citations

Statistical Decision Theory

1980 • 443 citations

The Grammar of Science

1892 • 417 citations

Econometric models, techniques, and applications

1978 • 404 citations

The Expected-Utility Hypothesis and the Measurability of Utility

1952 • 381 citations

Forecasting with Bayesian Vector Autoregressions: Five Years of Experience

1986 • 343 citations

Estimation Risk and Optimal Portfolio Choice.

1981 • 326 citations

Estimation Risk and Optimal Portfolio Choice.

1980 • 307 citations

Econometric Models, Techniques, and Applications.

1979 • 289 citations

Seasonal Analysis of Economic Time Series

1978 • 285 citations

The theory and practice of econometrics

1986 • 269 citations

Bayesian Analysis of Linear Models

2017 • 227 citations

Prediction and Decision Problems in Regression Models from the Bayesian Point of View

1965 • 222 citations

Bayesian analysis of dichotomous quantal response models

1984 • 190 citations

Bayesian Analysis of Linear Models.

1986 • 188 citations

Basic Issues in Econometrics

1985 • 174 citations

Studies in Bayesian Econometrics and Statistics (In Honor of Leonard J. Savage)

1975 • 166 citations

Basic Issues in Econometrics

1986 • 158 citations

Bayesian Econometrics

1985 • 148 citations

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts

1986 • 147 citations

Fully Bayesian analysis of ARMA time series models

1983 • 133 citations

Estimation of functions of population means and regression coefficients including structural coefficients

1978 • 110 citations

Posterior probabilities of alternative linear models

1971 • 109 citations

Chapter 9 Bayesian analysis of simultaneous equation systems

1983 • 103 citations

Further experience in Bayesian analysis using Monte Carlo integration

1980 • 102 citations

Judging the Performance of Econometric Models of the U.S. Economy

1975 • 97 citations

Francis Ysidro Edgeworth, Statistician

1978 • 92 citations

Theory of Probability Harold Jeffreys (Third edition, 447 + ix pp., Oxford Univ. Press, 84s.)

1962 • 91 citations

Bayesian and Non-Bayesian Analysis of the Log-Normal Distribution and Log-Normal Regression

1971 • 90 citations

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts

1986 • 76 citations

Statistical methods of econometrics

1972 • 64 citations

A Bayesian analysis of classical hypothesis testing

1980 • 63 citations

Model Selection when There is "Minimal" Prior Information

1984 • 56 citations

A tale of forecasting 1001 series

1986 • 54 citations

Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models

1979 • 49 citations

Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage

1976 • 47 citations

Estimation in the Linear Decision Model

1962 • 44 citations

The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios

1978 • 43 citations

Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo

1984 • 42 citations

Posterior and Predictive Densities for Simultaneous Equation Models

1973 • 42 citations

Prediction and Decision Problems in Regression Models from the Bayesian Point of View

1965 • 35 citations

F.Y. Edgeworth's Contributions to Mathematical Statistics

1972 • 35 citations

Some sampling properties of minimum expected loss (MELO) estimators of structural coefficients

1982 • 33 citations

Bayesian Full Information Structural Analysis

1971 • 27 citations

Bayesian Econometrics and How to Get Rid of Those Wrong Signs

1988 • 26 citations

A comparison of estimators for undersized samples

1980 • 25 citations

Estimators without moments

1981 • 25 citations

Statistics as psychometrics

1980 • 20 citations

A Complete Class Theorem for the Control Problem and Further Results on Admissibility and Inadmissibility

1981 • 17 citations

Bayesian and Non-Bayesian Analysis of the Log-Normal Distribution and Log-Normal Regression

1971 • 13 citations

Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models

1979 • 13 citations

Further Results on Zellner's Minimum Expected Loss and Full Information Maximum Likelihood Estimators for Undersized Samples

1983 • 12 citations

An Analytical Comparison of Certainty Equivalence and Sequential Updating

1975 • 6 citations

Stochastic Optimization in Recursive Equation Systems with Random Parameters with an Application to Control of the Money Supply

1972 • 5 citations

Measuring the Precision of Statistical Cost Allocations

1983 • 4 citations

Further Results on Zellner's Minimum Expected Loss and Full Information Maximum Likelihood Estimators for Undersized Samples

1983 • 4 citations

Portfolio analysis of international equity investments

1983 • 4 citations

An Analytical Comparison of Certainty Equivalence and Sequential Updating

1975 • 2 citations

[A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization]: Reply

1986 • 1 citations

Measuring the Precision of Statistical Cost Allocations

1983 • 1 citations