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Further results on Bayesian method of moments analysis of the multiple regression model
Zellner, Arnold; Tobias, Justin L. - In: International economic review 42 (2001) 1, pp. 121-140
Persistent link: https://www.econbiz.de/10001562209
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Econometric estimation with temporally dependent disturbance terms
Zellner, Arnold - In: International economic review 2 (1961) 2, pp. 164-178
Persistent link: https://www.econbiz.de/10003029577
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An error-components procedure (ECP) for introducing prior information about covariance matrices and analysis of multivariate regression models
Zellner, Arnold - In: International economic review 20 (1979) 3, pp. 679-692
Persistent link: https://www.econbiz.de/10003029610
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Estimation of regression relationship containing unobservable independent variables
Zellner, Arnold - In: International economic review 11 (1970) 3, pp. 441-454
Persistent link: https://www.econbiz.de/10003029656
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Further properties of efficient estimators for seemingly unrelated regression equations
Zellner, Arnold; Huang, David S. - In: International economic review 3 (1962) 3, pp. 300-313
Persistent link: https://www.econbiz.de/10003029705
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Use of prior information in the analysis and estimation of Cobb-Douglas production function models
Zellner, Arnold; Richard, Jean F. - In: International economic review 14 (1973) 1, pp. 107-119
Persistent link: https://www.econbiz.de/10003029994
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Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model
Zellner, Arnold; Tobias, Justin - In: International economic review 42 (2001) 1, pp. 121-140
Persistent link: https://www.econbiz.de/10006041138