This paper extends the conventional Bayesian mixture of normals model by permitting state probabilities to depend on observed covariates. The dependence is captured by a simple multinomial probit model. A conventional and rapidly mixing MCMC algorithm provides access to the posterior distribution at modest computational cost. This model is competitive with existing econometric models, as docume...

We study the problem of identi cation of the long regression E(y jx; z) when the short conditional distributions P (y jx) and P (z jx) are known but the long conditional distribution P (y jx; z) is not known. This problem often arises when a researcher utilizes data from two separate data sets. (A leading example is the ecological inference problem of political science, where voting behavior ac...

Abstract Empirical relationships for estimating Uniaxial Compressive Strength (UCS) of rock from other properties are numerous in literature. This is because the laboratory procedure determination UCS compression tests cumbersome, time consuming, and often considered expensive, especially small to medium-sized mining engineering projects. However, these empirical models scattered literature, ma...

This article considers the seemingly unrelated regression (SUR) model first analyzed by Zellner (1962). We describe estimators used in the basic model as well as recent extensions.

This paper proposes a new method for combining forecasts based on complete subset regressions. For a given set of potential predictor variables we combine forecasts from all possible linear regression models that keep the number of predictors fixed. We explore how the choice of model complexity, as measured by the number of included predictor variables, can be used to trade off the bias and var...

A new procedure is developed for modelling and testing nonlinearity of a smooth transition form, allowing the possibility that the transition variable is a weighted function of lagged observations. This is achieved through use of a beta function and requires speci…cation of only the maximum permissable lag. Nonlinearity testing uses a search over the beta function parameters, with inference exp...