Selected Bibliography for Robert E. McCulloch

Katherine Dusak Miller Professor of Econometrics and Statistics

Home page of Robert E. McCulloch


Published Works

"Comment on 'the Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach'." Robert McCulloch; The American Statistician, 2014, 68(2), pp. 87-88. 
http://dx.doi.org/10.1080/00031305.2014.904174

"Reversal of Fortune: A Statistical Analysis of Penalty Calls in the National Hockey League." Jason Abrevaya and Robert McCulloch; Journal of Quantitative Analysis in Sports, 2014, 10, pp. 207. 
http://dx.doi.org/10.1515/jqas-2013-0067

"Multi Level Categorical Data Fusion Using Partially Fused Data." Zvi Gilula and Robert McCulloch; Quantitative Marketing and Economics, 2013, 11(3), pp. 353-77. 
http://dx.doi.org/10.1007/s11129-013-9136-0

"Bayesian Treed Response Surface Models." Hugh Chipman, Edward I. George, Robert B. Gramacy and Robert McCulloch; Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery, 2013, 3(4), pp. 298-305. 
http://dx.doi.org/10.1002/widm.1094

"Discussion of "Statistical Inference: The Big Picture" by R. E. Kass." Robert McCulloch; Statistical Science, 2011, 26(1), pp. 15-16. 
http://dx.doi.org/10.1214/11-STS337D

"Bart: Bayesian Additive Regression Trees." Hugh A. Chipman, Edward I. George and Robert E. McCulloch; Annals of Applied Statistics, 2010, 4(1), pp. 266-98. 
http://dx.doi.org/10.1214/09-AOAS285

"Bayesian Flexible Modeling of Trip Durations." Hugh Chipman, Edward George, Jason Lemp and Robert McCulloch; Transportation Research Part B: Methodological, 2010, 44(5), pp. 686-98. 
http://dx.doi.org/10.1016/j.trb.2010.01.007

"Comment on Article by Monni and Tadesse." Hugh Chipman, Edward George and Robert McCulloch; Bayesian Analysis, 2009, 4(3), pp. 437-38. 
http://dx.doi.org/10.1214/09-BA416A

"On the Determination of General Scientific Models with Application to Asset Pricing." A. Ronald Gallant and Robert E. McCulloch; Journal of the American Statistical Association, 2009, 104(485), pp. 117-31. 
http://dx.doi.org/10.1198/jasa.2009.0008

"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.