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Selected Bibliography for Robert E. McCulloch
Katherine Dusak Miller Professor of Econometrics and Statistics



Accessing Articles

"A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem." Timothy G. Conley, Christian B. Hansen, Robert E. McCulloch and Peter E. Rossi; Journal of Econometrics, 2008, 144(1), pp. 276-305.

http://dx.doi.org/10.1016/j.jeconom.2008.01.007

"Bayesian Ensemble Learning " Hugh A. Chipman, Edward I. George and Robert E. McCulloch, Twentieth Annual Conference on Neural Information Processing Systems, Vancouver, B.C.: 2006

"A Direct Approach to Data Fusion." Zvi Gilula, Robert E. McCulloch and Peter E. Rossi; Journal of Marketing Research, 2006, 43(1), pp. 73-83.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=19625414

Bayesian Statistics and Marketing Peter E. Rossi, Greg M. Allenby and Robert E. McCulloch; Hoboken, NJ: Wiley, 2005

"Bayesian Treed Models." Hugh Chipman, Edward I George and Robert McCulloch; Machine Learning, 2002, 48(1-3), pp. 299-320.

http://springerlink.metapress.com/link.asp?id=qb0agq0cr8a4axnj

"Comment on 'Spline Adaptation in Extended Linear Models'." Hugh A. Chipman, Edward I. George and Robert E. McCulloch; Statistical Science, 2002, 17(1), pp. 20-22.

http://projecteuclid.org/Dienst/UI/1.0/Summarize/euclid.ss/1023798997

"Practical Implementation of Bayesian Model Selection," Hugh Chipman, Edward I George and Robert McCulloch, in P. Lahiri: Model Selection. Beachwood, Ohio: Institute of Mathematical Statistics, 2001, pp. 67-116

"Nonlinearity in High-Frequency Financial Data and Hierarchical Models." Robert E. McCulloch and Ruey S. Tsay; Studies in Nonlinear Dynamics and Econometrics, 2001, 5(1), pp. 1-17.

http://www.bepress.com/snde/vol5/iss1/art1

"Hierarchical Priors for Bayesian Cart Shrinkage." Hugh Chipman and Robert E. McCulloch; Statistics and Computing, 2000, 10(1), pp. 17-24.

http://www.springerlink.com/link.asp?id=n855626517838463

"Modeling Covariance Matrices in Terms of Standard Deviations and Correlations, with Application to Shrinkage." John Barnard, Robert McCulloch and Xiao-Li Meng; Statistica Sinica, 2000, 10(4), pp. 1281-311.

http://www3.stat.sinica.edu.tw/statistica/j10n4/j10n416/j10n416.htm

"Reply to Nobile." Robert E. McCulloch and Peter E. Rossi; Journal of Econometrics, 2000, 99(2), pp. 347-48.

http://dx.doi.org/10.1016/S0304-4076(00)00036-1

"A Bayesian Analysis of the Multinomial Probit Model with Fully Identified Parameters." Robert E. McCulloch, Nicholas G. Polson and Peter E. Rossi; Journal of Econometrics, 2000, 99(1), pp. 173-93.

http://dx.doi.org/10.1016/S0304-4076(00)00034-8

"Bayesian Analysis of the Multinomial Probit Model," Robert E. McCulloch and Peter E. Rossi, in R. Mariano, T. Schuermann and M. J. Weeks: Simulation-Based Inference in Econometrics. Cambridge; New York and Melbourne: Cambridge University Press, 2000, pp. 158-75

"Account-Level Modeling for Trade Promotion: An Application of a Constrained Parameter Hierarchical Model." Peter Boatwright, Robert McCulloch and Peter Rossi; Journal of the American Statistical Association, 1999, 94(448), pp. 1063-73.

http://links.jstor.org/sici?sici=0162-1459%28199912%2994%3A448%3C1063%3AAMFTPA%3E2.0.CO%3B2-Y

"Bayesian Inference on Network Traffic Using Link Count Data: Comment." Robert McCulloch; Journal of the American Statistical Association, 1998, 93(442), pp. 575.

http://links.jstor.org/sici?sici=0162-1459%28199806%2993%3A442%3C575%3ABIONTU%3E2.0.CO%3B2-T

"Bayesian Cart Model Search: Rejoinder." Hugh A. Chipman, Edward I. George and Robert E. McCulloch; Journal of the American Statistical Association, 1998, 93(443), pp. 957-60.

http://links.jstor.org/sici?sici=0162-1459%28199809%2993%3A443%3C957%3ABCMSR%3E2.0.CO%3B2-V

"Bayesian Cart Model Search." Hugh A. Chipman, Edward I. George and Robert E. McCulloch; Journal of the American Statistical Association, 1998, 93(443), pp. 935-48.

http://links.jstor.org/sici?sici=0162-1459%28199809%2993%3A443%3C935%3ABCMS%3E2.0.CO%3B2-3

"Bayesian Inference for Periodic Regime-Switching Models." Eric Ghysels, Robert E. McCulloch and Ruey S. Tsay; Journal of Applied Econometrics, 1998, 13(2), pp. 129-43.

http://links.jstor.org/sici?sici=0883-7252%28199803%2F04%2913%3A2%3C129%3ABIFPRM%3E2.0.CO%3B2-9

"Making Sense of a Forest of Trees," Hugh A. Chipman, Edward I. George and Robert E. McCulloch, in S. Weisberg: Computing Science and Statistics. Dimension Reduction, Computational Complexity and Information. Proceedings of the 30th Symposium on the Interface. Fairfax Station, VA: Interface Foundation of North America, 1998, pp. 84-92 "Comment on 'Bayesian Inference on Network Traffic Using Link Count Data'." Robert McCulloch; Journal of the American Statistical Association, 1998, 93(442), pp. 575-75.

http://links.jstor.org/sici?sici=0162-1459%28199806%2993%3A442%3C575%3ABIONTU%3E2.0.CO%3B2-T

"A Unified Approach to Estimating and Modeling Linear and Nonlinear Time Series." C. W. S. Chen, R. E. McCulloch and R. S. Tsay; Statistica Sinica, 1997, 7(2), pp. 451-72.

http://www3.stat.sinica.edu.tw/statistica/j7n2/j7n211/j7n211.htm

"Approaches for Bayesian Variable Selection." E. I. George and R. E. McCulloch; Statistica Sinica, 1997, 7(2), pp. 339-74.

http://www3.stat.sinica.edu.tw/statistica/j7n2/j7n26/j7n26.htm

"Adaptive Bayesian Wavelet Shrinkage." Hugh A. Chipman, Eric D. Kolaczyk and Robert E. McCulloch; Journal of the American Statistical Association, 1997, 92(440), pp. 1413-21.

http://links.jstor.org/sici?sici=0162-1459%28199712%2992%3A440%3C1413%3AABWS%3E2.0.CO%3B2-3

Elementary Bayesian Statistics Gordon Antelman, Albert Madansky and Robert E. McCulloch; Cheltenham, UK: Lyme NH, 1997

"Two Approaches to Bayesian Model Selection with Applications," Edward I George, Robert E. McCulloch and Ruey S. Tsay, in D. A. Berry, K. M. Chaloner and J. K. Geweke: Bayesian Analysis in Statistics and Econometrics: Essays in Honor of Arnold Zellner. New York: John Wiley, 1996, pp.

"Stochastic Search Variable Selection," Edward I George and Robert McCulloch, in W. R. Gilks, S. Richardson and D. J. Spiegelhalter: Markov Chain Monte Carlo in Practice. Boca Raton, Fla.: Chapman & Hall, 1996, pp. 203-14

"Bayesian Cart," Hugh Chipman, Edward I. George and Robert E. McCulloch, in L. Billard and N. I. Fisher: Computing Science and Statistics. Graph -- Image -- Vision. Proceedings of the 28th Symposium on the Interface. Fairfax Station, VA: Interface Foundation of North America, 1996, pp. 199-208

"Bayes Factors for Testing the Equality of Covariance Matrix Eigenvalues," Robert E. McCulloch and Peter Rossi, in J. C. Lee, W. O. Johnson and A. Zellner: Modelling and Prediction : Honoring Seymour Geisser. New York: Springer, 1996, pp. 305-14

"The Value of Purchase History Data in Target Marketing." Peter E. Rossi, Robert E. McCulloch and Greg M. Allenby; Marketing Science, 1996, 15(4), pp. 321-40.

http://links.jstor.org/sici?sici=0732-2399%281996%2915%3A4%3C321%3ATVOPHD%3E2.0.CO%3B2-7

"Bayesian Inference and Portfolio Efficiency." Shmuel Kandel, Robert McCulloch and Robert F. Stambaugh; Review of Financial Studies, 1995, 8(1), pp. 1-53.

http://links.jstor.org/sici?sici=0893-9454%28199521%298%3A1%3C1%3ABIAPE%3E2.0.CO%3B2-T

"Hierarchical Modelling of Consumer Heterogeneity: An Application to Target Marketing," Greg M. Allenby, Robert E. McCulloch and Peter Rossi, in Kass and Singpurwalla: Case Studies in Bayesian Statistics. New York: Springer Verlag, 1995, pp. 323-50

"Bayesian Inference of Trend- and Difference-Stationarity." Robert E. McCulloch and Ruey S. Tsay; Econometric Theory, 1994, 10(3-4), pp. 596-608.

Bayesian Inference for Periodic Regime-Switching Models Eric Ghysels, Ruey S. Tsay and Robert E. McCulloch; Série Scientifique = Scientific Series,; No. 94s-15; Montréal: CIRANO, 1994

"Statistical Analysis of Economic Time Series Via Markov Switching Models." Robert E. McCulloch and Ruey S. Tsay; Journal of Time Series Analysis, 1994, 15, pp. 523-39.

"Bayesian Analysis of Autoregressive Time Series Via the Gibbs Sampler." Robert E. McCulloch and Ruey S. Tsay; Journal of Time Series Analysis, 1994, 15, pp. 235-50.

Is Household-Specific Targeting Worth It? Peter E. Rossi, Robert E. McCulloch and Greg M. Allenby; Report ;; No. 94-118; Cambridge, Mass.: Marketing Science Institute, 1994

"An Exact Likelihood Analysis of the Multinomial Probit Model." Robert E. McCulloch and Peter E. Rossi; Journal of Econometrics, 1994, 64(1-2), pp. 207-40.

http://dx.doi.org/10.1016/0304-4076(94)90064-7

"Variable Selection Via Gibbs Sampling." Edward I. George and Robert E. McCulloch; Journal of the American Statistical Association, 1993, 88(423), pp. 881-89.

http://links.jstor.org/sici?sici=0162-1459%28199309%2988%3A423%3C881%3AVSVGS%3E2.0.CO%3B2-M

"Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series." Robert E. McCulloch and Ruey S. Tsay; Journal of the American Statistical Association, 1993, 88(423), pp. 968-78.

http://links.jstor.org/sici?sici=0162-1459%28199309%2988%3A423%3C968%3ABIAPFM%3E2.0.CO%3B2-6

Bayesian Inference and Portfolio Efficiency; Shmuel Kandel, Robert McCulloch and Robert F. Stambaugh; NBER Technical Working Paper No. t0134; Cambridge: National Bureau of Economic Research, 1993.

http://papers.nber.org/papers/t0134

"Bayesian Analysis of Threshold Autoregressive Processes with a Random Number of Regimes," Robert E. McCulloch and Ruey S. Tsay, in M. E. Tarter and M. D. Lock: Computing Science and Statistics. Proceedings of the 25th Symposium on the Interface. Fairfax Station, VA: Interface Foundation of North America, 1993, pp. 253-62

"On Obtaining Invariant Prior Distributions." Edward I. George and Robert McCulloch; Journal of Statistical Planning and Inference, 1993, 37(2), pp. 169-79.

http://dx.doi.org/10.1016/0378-3758(93)90086-L

Bayes Factors for Nonlinear Hypotheses and Likelihood Distributions; Robert E. McCulloch and Peter E. Rossi; Working paper series.; Economics and econometrics ;; 91-97;; Chicago: University of Chicago Graduate School of Business, 1992.

An Exact Likelihood Analysis of the Multinomial Probit Model; Robert E. McCulloch and Peter E. Rossi; Working paper series.; Economics and econometrics ;; 91-102;; Chicago: University of Chicago Graduate School of Business, 1992.

"Bayes Factors for Nonlinear Hypotheses and Likelihood Distributions." Robert E. McCulloch and Peter E. Rossi; Biometrika, 1992, 79(4), pp. 663-76.

http://links.jstor.org/sici?sici=0006-3444%28199212%2979%3A4%3C663%3ABFFNHA%3E2.0.CO%3B2-H

Bayesian Inference and Portfolio Efficiency; Shmuel Kandel, Robert E. McCulloch and Robert F. Stambaugh; Working paper series.; Economics and econometrics ;; 91-99;; Chicago: University of Chicago Graduate School of Business, 1991.

Bayesian Inference and Portfolio Efficiency; Shmuel Kandel, Robert E. McCulloch and Robert F. Stambaugh; Working paper series no. 320.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1991.

"A Bayesian Approach to Testing the Arbitrage Pricing Theory." Robert McCulloch and Peter E. Rossi; Journal of Econometrics, 1991, 49(1-2), pp. 141-68.

http://dx.doi.org/10.1016/0304-4076(91)90012-3

"A Multivariate Generalization of Quantile-Quantile Plots." George S. Easton and Robert E. McCulloch; Journal of the American Statistical Association, 1990, 85(410), pp. 376-86.

http://links.jstor.org/sici?sici=0162-1459%28199006%2985%3A410%3C376%3AAMGOQP%3E2.0.CO%3B2-4

"Posterior, Predictive, and Utility-Based Approaches to Testing the Arbitrage Pricing Theory." Robert McCulloch and Peter E. Rossi; Journal of Financial Economics, 1990, 28(1-2), pp. 7-38.

http://dx.doi.org/10.1016/0304-405X(90)90046-3

"Local Model Influence." Robert E. McCulloch; Journal of the American Statistical Association, 1989, 84(406), pp. 473-78.

http://links.jstor.org/sici?sici=0162-1459%28198906%2984%3A406%3C473%3ALMI%3E2.0.CO%3B2-O

"Fuzzy Quantile-Quantile Plots for Multivariate Data," George S. Easton and Robert E. McCulloch, in Asa Proceedings of the Business and Economic Statistics Section. Alexandria, VA: American Statistical Association, 1989, pp. 30-39

A Bayesian Approach to Testing the Arbitrage Pricing Theory; Robert E. McCulloch and Peter E. Rossi; Working paper series.; Economics and econometrics ;; 89-74;; Chicago: H.G.B. Alexander Foundation, 1989.

Posterior, Predictive, and Utility-Based Approaches to Testing the Arbitrage Pricing Theory; Robert E. McCulloch and Peter E. Rossi; Working paper series ;; W.P. 269; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1989.

"Information and the Likelihood Function in Exponential Families." Robert E. McCulloch; American Statistician, 1988, 42(1), pp. 73-75.

http://links.jstor.org/sici?sici=0003-1305%28198802%2942%3A1%3C73%3AIATLFI%3E2.0.CO%3B2-3

Testing the Arbitrage Pricing Theory : Predictive Distributions, Posterior Distributions and Odds Ratios; Robert E. McCulloch and Peter E. Rossi; Working paper series no. 251.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1988.

Local Model Influence; Robert E. McCulloch; Working paper series.; Economics and econometrics ;; 87-51;; Chicago: H.G.B. Alexander Foundation, 1987.

"Added-Variable Plots in Linear Regression." Bradford W. Johnson and Robert E. McCulloch; Technometrics, 1987, 29(4), pp. 427-33.

http://links.jstor.org/sici?sici=0040-1706%28198711%2929%3A4%3C427%3AAPILR%3E2.0.CO%3B2-9

"Some Remarks on Allocatory and Separatory Linear Discrimination." Robert E. McCulloch; Journal of Statistical Planning and Inference, 1986, 14(2-3), pp. 323-30.

http://dx.doi.org/10.1016/0378-3758(86)90170-9

Model Influence in Bayesian Statistics (Information Theory, Local Influence, Prediction); Robert Edward McCulloch; Ph.D Dissertation, University Of Minnesota, 1985.

 

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