Complete and Incomplete Econometric Models

By John Geweke | Go to book overview

References

Bacharach, J. 1974. Bayesian dialogues. Unpublished manuscript, Christ Church College, Oxford University.

Bates, J. M., and C. W. J. Granger. 1969. The combination of forecasts. Operational Research Quarterly 20:451−68.

Berger, J. O. 2000. Bayesian analysis: a look at today and thoughts of tomorrow. Journal of the American Statistical Association 95: 1,269−76.

Bernardo, J. M. 1979. Expected information as expected utility. Annals of Statistics 7:686−90.

Bollerslev, T. 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31:307−27.

____. 1988. On the correlation structure for the generalized autoregressive conditional heteroskedastic process. Journal of Time Series Analysis 9:121−31.

Box, G. E. P. 1980. Sampling and Bayes inference in scientific modeling and robustness. Journal of the Royal Statistical Society A 143:383−430.

Breiman, L. 1996. Bagging predictors. Machine Learning 26:123– 40.

Bremmes, J. B. 2004. Probabilistic forecasts of precipitation in terms of quantiles using NWP model output. Monthly Weather Review 132:338−47.

Brier, G. W. 1950. Verification of forecasts expressed in terms of probability. Monthly Weather Review 78:1−3.

Casella, G., and R. E. Berger. 2002. Statistical Inference, 2nd edn. Pacific Grove, CA: Duxbury.

Chong, Y. Y., and D. F. Hendry. 1986. Econometric evaluation of linear macro-economic models. Review of Economic Studies 53: 671−90.

Christiano, L. J., and M. Eichenbaum. 1992. Current real-businesscycle theories and aggregate labor-market fluctuations. American Economic Review 82:430−50.

Christoffersen, P. F. 1998. Evaluating interval forecasts. International Economic Review 39:841−62.

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Complete and Incomplete Econometric Models
Table of contents

Table of contents

  • Title Page iii
  • Contents v
  • Series Editors' Introduction vii
  • Preface ix
  • 1: Introduction 1
  • 2: The Bayesian Paradigm 7
  • 3: Prior Predictive Analysis and Model Evaluation 34
  • 4: Incomplete Structural Models 86
  • 5: An Incomplete Model Space 122
  • References 161
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