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Title: Timing Structural Change: A Conditional Probabilistic Approach
(Co)Authors:
D. DeJong and R. Liesenfeld
Citation:
The Journal of Applied Econometrics, 21, 2006, 175-190.
Title: Simulation Techniques for Panels: Efficient Importance Sampling
Citation:
Forthcoming in The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice. (Chapter 12), edited by L. Matyas and P. Sevestre (3rd edition), Kluwer, Boston, in press, 2006.
Title: The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market
(Co)Authors:
R. C. Marshall, M. E. Raiff, and S. P. Schulenberg
Citation:
Berkeley Electronic Journal of Economic Analysis & Policy, 6, 2006.
Title: A Non-Linear Forecasting Model of GDP Growth
(Co)Authors:
D. DeJong and R. Liesenfeld
Citation:
The Review of Economics and Statistics, 87, 2005, 697-708.
Title: Economic Development, Legality, and the Transplant Effect
(Co)Authors:
D. Berkowitz and K. Pistor
Citation:
European Economic Review, 47, 2003, 165-95.
Title: Monte Carlo Methods and Bayesian Computation: Importance Sampling
(Co)Authors:
R. Liesenfeld
Citation:
Encyclopedia of the Social and Behavioral Sciences, Elsevier Science Ltd., 2003.
Title: Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
(Co)Authors:
R. Liesenfeld
Citation:
The Journal of Empirical Finance, 10, 2003, 505-531.
Title: The Transplant Effect
(Co)Authors:
D. Berkowitz and K. Pistor
Citation:
The American Journal of Comparative Law, LI, 2003, 163-204.
Title: Super-Experienced Bidders in First-Price Common Value Auctions: Rules of Thumb, Nash Equilibrium Bidding and the Winner`s Curse
(Co)Authors:
J. Kagel
Citation:
The Review of Economics and Statistics, 83, 2001, 408-19.
Title: Empirical Game Theoretic Models: Computational Issues
(Co)Authors:
O. Armantier
Citation:
Computational Economics, 15, 2000, 3-24.
Title: Estimation of Dynamic Bivariate Mixture Models: Comment on Watanabe (2000)
(Co)Authors:
R. Liesenfeld
Citation:
The Journal of Business and Economic Statistics, 21, 2003, 570-576.
Title: Accelerated Monte Carlo Integration: An Application to Dynamic Latent Variables Models
(Co)Authors:
W. Zhang
Citation:
Chapter 2 in Simulation-Based Inference in Econometrics: Methods and Applications, edited by R. Mariano, M. Weeks and T. Schuermann, Cambridge University Press, 1999.
Title: Bidder Collusion at Forest Service Timber Sales
(Co)Authors:
L.H. Baldwin and R.C. Marshall
Citation:
Journal of Political Economy, 4, 1997,657-699.
Title: Game Theory Econometric Models: Application to Procurements in the Space Industry
(Co)Authors:
J.P. Florens and M.A. Hugo
Citation:
The European Economic Review, 41, 1997, 951-959.
Title: Simulation Techniques
Citation:
in The Econometrics of Panel Data: Handbook of Theory and Application (chapter 23), edited by L. Matyas and P. Sevestre (2nd edition), Kluwer, Boston, 1996.
Title: Encompassing and Specificity
(Co)Authors:
J.P. Florens and D.F. Hendry
Citation:
The Journal of Econometric Theory, 12, 1996, 620-56.
Title: Revenue Effects and Information Processing in English Common Value Auctions
(Co)Authors:
J.H. Kagel and D. Levin
Citation:
The American Economic Review, 86, 1996, 442-60.
Title: Encompassing in Regression Models: Parametric and Nonparametric Procedures
(Co)Authors:
C. Bontempts and J. P. Florens
Citation:
in Progressive Modelling: Readings on Encompassing, edited by G. Mizon, Oxford University Press, 1996.
Title: Liftlining
(Co)Authors:
D. A. Graham and R. C. Marshall
Citation:
in Advances in Applied Microeconomics (vol. 6) edited by M. R. Baye, JAI Press Greenwich, 1996.
Title: Econometric Modelling of UK House Prices Using Accelerated Importance Sampling
(Co)Authors:
W. Zhang
Citation:
The Oxford Bulletin of Economics and Statistics, 58, 1996, 601-13.
Title: Discussion of `Bayesian Model Selection and Prediction with Empirical Applications` by P. Phillips
Citation:
The Journal of Econometrics, 1995, 337-349.
Title: Encompassing in Stationary Linear Dynamic Models
(Co)Authors:
B. Govaerts and D.F. Hendry
Citation:
The Journal of Econometrics, 63, 1994, 245-270.
Title: Litigation Settlement and Collusion
(Co)Authors:
R.C. Marshall and M.F. Meurer
Citation:
The Quarterly Journal of Economics, 109, 1994, 211-240.
Title: Curbing Agency Problems in the Procurement Process by Protest Oversight
(Co)Authors:
R.C. Marshall and M.J. Meurer
Citation:
The RAND Journal of Economics, 25, 1994, 297-318.
Title: Numerical Analysis of Asymmetric First Price Auctions
(Co)Authors:
R.C. Marshall, M.J. Meurer and W. Stromquist
Citation:
Games and Economic Behavior, 7, 1994, 193-220.
Title: Multiple Litigants with a Public Good Remedy
(Co)Authors:
R.C. Marshall and M.J. Meurer
Citation:
Research in Law and Economics, 16, 1994, 151-173.
Title: Incentive-Based Procurement Oversight by Protest
(Co)Authors:
R.C. Marshall and M.J. Meurer
Citation:
in Incentives in Procurement Contracting, edited by J. Leitzel and J. Tirole, Westview Press, 1993.
Title: Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models
(Co)Authors:
J. Danielsson
Citation:
The Journal of Applied Econometrics, 8, 1993, 153-73.
Title: Likelihood Evaluation for Dynamic Latent Variables Models
(Co)Authors:
D.F. Hendry
Citation:
in Computational Economics and Econometrics, (Chapter 1) edited by H.M. Amman, D.A. Belsley and C.F. Pau, Kluwer, 1992, 3-17.
Title: Posterior Probabilities of the Independence Axiom with Non-experimental Data (or Buckle up and Fan out)
(Co)Authors:
R.C. Marshall and G.A. Zarkin
Citation:
The Journal of Business and Economic Statistics, 10, 1992, 31-49.
Title: Bayesian Multivariate Exogeneity Analysis: an Application to a UK Money Demand Equation
(Co)Authors:
M. Steel
Citation:
The Journal of Econometrics, 49, 1991, 239-274.
Title: The Private Attorney General Meets Public Contract Law: Procurement Oversight by Protest
(Co)Authors:
with R.C. Marshall and M.J. Meurer
Citation:
Hofstra Law Review, 20, 1991, 1-71.
Title: Phantom Bidding against Heterogeneous Bidders
(Co)Authors:
D.A. Graham and R.C. Marshall
Citation:
Economics Letters, 32, 1990, 13-17.
Title: Differential Payments within a Bidder Coalition and the Shapley Value
(Co)Authors:
D.A. Graham and R.C. Marshall
Citation:
The American Economic Review, 80, 1990, 493-510.
Title: Recent Developments in the Theory of Encompassing
(Co)Authors:
D.F. Hendry
Citation:
in Contributions to Operation Research and Economics, (Chapter 12), edited by B.Cornet and H. Tulkens, MIT Press, 1989.
Title: A Dynamic Oligopoly Model with Demand Inertia and Inventories
(Co)Authors:
L. Philips
Citation:
Mathematical Social Sciences, 18, 1989, 1-32.
Title: Bayesian Analysis on Systems of Seemingly Unrelated Regression Equations under a Recursive Extended Natural Conjugate Prior Density
(Co)Authors:
M. Steel
Citation:
The Journal of Econometrics, 38, 1988, 7-37.
Title: Dynamic Error-in-Variables Models and Limited Information Analysis
(Co)Authors:
M. Mouchart and J.P. Florens
Citation:
Annales d Economie et de Statistique, 6/7, 1987, 289-310.
Title: The Encompassing Principle and its Application to Non-Nested Hypotheses
(Co)Authors:
G. Mizon
Citation:
Econometrica, 54, 1986, 657-678.
Title: Structural Time Series Modeling: A Bayesian Approach
(Co)Authors:
J.P. Florens and M. Mouchart
Citation:
The Journal of Applied Mathematics and Computation, 1986, 365-400.
Title: Exogeneity and Control in Econometric Time Series Modelling
Citation:
in Developments of Control Theory for Economic Analysis, (Chapter 18), edited by C. Carraro and D. Sartore, Martinus Nijhoff, 1986, 327-339.
Title: Stability of a UK Money Demand Equation: A Bayesian Approach to Testing Exogeneity
(Co)Authors:
M. Lubrano and R.G. Pierse
Citation:
The Review of Economic Studies, 53, 1986, 603-634.
Title: A 1-1 Poly-t Random Variable Generator, with Application to Monte Carlo Integration
(Co)Authors:
L. Bauwens
Citation:
Journal of Econometrics, 29, 1985, 19-46.
Title: Classical and Bayesian Inference in Incomplete Simultaneous Equation Models
Citation:
in Econometrics and Quantitative Economics, (Chapter 4), edited by D.F. Hendry and K.F. Wallis, Basil Blackwell, 1984, 61-102.
Title: Exogeneity
(Co)Authors:
R.F. Engle and D.F. Hendry
Citation:
Econometrica, 51, 1983, 277-304.
Title: The Econometric Analysis of Economic Time Series
(Co)Authors:
D.F. Hendry
Citation:
The International Statistical Review, 51, 1983, 111-163.
Title: Bayesian Analysis of Simultaneous Equation Systems
(Co)Authors:
J. Dreze
Citation:
The Handbook of Econometrics, Volume 1, (Chapter 9), edited by Z. Griliches and M.D. Intriligator, North Holland, 1983, 519-598.
Title: The Econometric Analysis of Economic Time Series
(Co)Authors:
D.F. Hendry
Citation:
The International Statistical Review, 51, 1983, 111-163.
Title: Comments on `Model Specification Tests Against Non-Nested Alternatives,` by J.G. MacKinnon,
(Co)Authors:
G. Mizon
Citation:
Econometric Reviews, 2, 1983, 131-136.
Title: Comments on ``Econometric Disequilibrium Models`` by D. Quandt
Citation:
Econometric Reviews, 1, 1982, 81-87.
Title: On the Formulation of Empirical Models in Dynamic Econometrics
(Co)Authors:
D.F. Hendry
Citation:
Journal of Econometrics, 20, 1982, 3-33.
Title: Exogeneity, Causality and Structural Invariance in Econometric Modelling
Citation:
in Evaluating the Reliability of Macro-Economic Models, (Chapter 7), edited by G.C. Chow and P. Corsi, Wiley and Sons, 1982, 105-112.
Title: On the Evaluation of Poly-t Density Functions
(Co)Authors:
H. Tompa
Citation:
Journal of Econometrics, 12, 1980, 335-351.
Title: Models with Several Regimes and Changes in Exogeneity
Citation:
Review of Economic Studies, XLVII, 1980, 1-20.
Title: Can Policy Instruments Be Treated as Exogenous Variables?
Citation:
HIS-Journal, 4, 1980, 123-130.
Title: Bayesian Analysis of the Regression Model when the Disturbances are Generated by an Autoregressive Process
Citation:
in New Developments in the Applications of Bayesian Methods, (Chapter 11), edited by Aykac, A. and C. Brumat, North Holland, 1977, 185-210.
Title: Bayesian Analysis of the Regression Model when the Disturbances are Generated by an Autoregressive Process
Citation:
in New Developments in the Applications of Bayesian Methods, (Chapter 11), edited by Aykac, A. and C. Brumat, North Holland, 1977, 185-210.
Title: A Note on the Information Matrix of the Multivariate Normal Distribution
Citation:
Journal of Econometrics, 3, 1975, 57-60.
Title: Bayesian Analysis of Simultaneous Equation Models
Citation:
in Theorie de la Decision et Applications, CNIPE Edition, 1975, 15-26.
Title: Bayesian Inference in Error-in-Variables Models
(Co)Authors:
J.P. Florens and M. Mouchart
Citation:
Journal of Multivariate Analysis, 1974, 419-452.
Title: Production Planning over Time: Some Generalizations
Citation:
in Mathematical Programs for Activity Analysis, (Chapter 14), edited by P. Van Moeseke, North Holland, 1974, 181-211.
Title: Use of Prior Information in the Analysis and Estimation of Cobb-Douglas Production Function Models
(Co)Authors:
A. Zellner
Citation:
International Economic Review, 14(1), 1973, 107-119.
Title: Approches Classiques et Bayésienne des Systemes Interdependants
Citation:
Recherches Economiques de Louvain, 3, 1973,327-341.
Title: Optimal Pricing and Inventory Decisions for Non-Seasonal Items
(Co)Authors:
H. Kunreuther
Citation:
Econometrica 39(1), 1971, 173-75.
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