Edit Profile (opens in new tab) Shiller, Robert James Co-Author Distance Author ID: shiller.robert-j Published as: Shiller, Robert J.; Shiller, R. J. External Links: MGP · Wikidata · Twitter · GND · IdRef Documents Indexed: 7 Publications since 1973 2 Further Contributions Biographic References: 1 Publication Co-Authors: 4 Co-Authors with 4 Joint Publications 47 Co-Co-Authors all top 5 Co-Authors 3 single-authored 1 Athanasoulis, Stefano G. 1 Backus, David K. 1 Baillie, Richard T. 1 Bowmann, H. W. 1 Box, George Edward Pelham 1 Campbell, John Y. 1 Chetty, V. K. 1 Chow, Gregory C. 1 Cleveland, William S. 1 Cyert, Richard M. 1 Dagenais, M. C. 1 DeGroot, Morris H. 1 Dickey, James M. 1 Drèze, Jacques H. 1 Fienberg, E. 1 Fienberg, Stephen Elliot 1 Geisel, Martin S. 1 Gregory, Allan W. 1 Hill, Bruce M. 1 Hogarth, Robin M. 1 Holland, Paul W. 1 Kadane, Joseph Born 1 Kaufmann, Gordon M. 1 Laporte, A. M. 1 Mekta, J. S. 1 Mishkin, Frederic S. 1 Modigliani, Franco 1 Perron, Pierre 1 Pratt, John W. 1 Prescott, Edward Christian 1 Press, S. James 1 Roberts, Harry V. 1 Rothenburg, T. J. 1 Savage, Leonard Jimmie 1 Scott, Alastair John 1 Sutherland, M. 1 Swamy, Paravastu A. V. B. 1 Tiao, George C. 1 Turnovski, J. 1 Vandaele, Walter H. 1 Varian, Hal R. 1 Wickens, Michael R. 1 Zellner, Arnold all top 5 Serials 1 Econometrica 1 Journal of the American Statistical Association 1 Econometric Reviews 1 Journal of Economic Dynamics & Control 1 Economics Letters 1 Econometric Theory 1 Journal of Financial Economics Fields 6 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 91 times in 89 Documents Cited by ▼ Year ▼ Studies in Bayesian econometrics and statistics. In honor of Leonard J. Savage. Zbl 0365.62114 100 1975 A distributed lag estimator derived from smoothness priors. Zbl 0305.62070 Shiller, Robert J. 35 1973 Testing the random walk hypothesis: power versus frequency of observation. Zbl 1273.91383 Shiller, Robert J.; Perron, Pierre 35 1985 Smoothness priors and nonlinear regression. Zbl 0548.62044 Shiller, Robert J. 15 1984 Econometric tests of rationality and market efficiency (with comments by D. K. Backus and A. W. Gregory, F. S. Mishkin, R. J. Shiller, M. R. Wickens and reply). Zbl 0718.62284 Baillie, Richard T. 9 1989 Interpreting cointegrated models. Zbl 0709.62528 Campbell, John Y.; Shiller, Robert J. 4 1988 The significance of the market portfolio: Theory and evidence. Zbl 0959.91032 Athanasoulis, Stefano; Shiller, Robert J. 1 1999 The ET interview: Professor James Tobin. Zbl 0979.01023 Shiller, Robert J. 1 1999 The significance of the market portfolio: Theory and evidence. Zbl 0959.91032 Athanasoulis, Stefano; Shiller, Robert J. 1 1999 The ET interview: Professor James Tobin. Zbl 0979.01023 Shiller, Robert J. 1 1999 Econometric tests of rationality and market efficiency (with comments by D. K. Backus and A. W. Gregory, F. S. Mishkin, R. J. Shiller, M. R. Wickens and reply). Zbl 0718.62284 Baillie, Richard T. 9 1989 Interpreting cointegrated models. Zbl 0709.62528 Campbell, John Y.; Shiller, Robert J. 4 1988 Testing the random walk hypothesis: power versus frequency of observation. Zbl 1273.91383 Shiller, Robert J.; Perron, Pierre 35 1985 Smoothness priors and nonlinear regression. Zbl 0548.62044 Shiller, Robert J. 15 1984 Studies in Bayesian econometrics and statistics. In honor of Leonard J. Savage. Zbl 0365.62114 100 1975 A distributed lag estimator derived from smoothness priors. Zbl 0305.62070 Shiller, Robert J. 35 1973 all cited Publications top 5 cited Publications all top 5 Cited by 136 Authors 3 Kuran, Özge 3 Özbay, Nimet 3 Özkale, M. Revan 3 Perron, Pierre 2 Baillie, Richard T. 2 Bollerslev, Tim 2 Ghysels, Eric 2 Hassler, Uwe 2 Kitagawa, Genshiro 2 Li, Guoying 2 Otero, Jesús 2 Polasek, Wolfgang 2 Shi, Peide 2 Toker, Selma 1 Ahmed, Syed Ejaz 1 Altaf, Saima 1 Andreou, Elena 1 Aslam, Muhammad 1 Aydin, Dursun 1 Baharumshah, Ahmad Zubaidi 1 Bao, Li 1 Bataa, Erdenebat 1 Baumeister, Christiane 1 Brown, Lawrence David 1 Campbell, John Y. 1 Chambers, Marcus J. 1 Chen, Gemai 1 Chiarella, Carl 1 Chow, K. Victor 1 Corradi, Corrado 1 Costa, Pedro C. S. 1 Crowder, William J. 1 de Melo, Fernando 1 Demetriou, Ioannis C. 1 Denning, Karen C. 1 Dew-Becker, Ian 1 Dominici, Francesca 1 Dudziński, Marcin 1 Fan, Yanqin 1 Feng, Lijuan 1 Furmańczyk, Konrad 1 Gersch, Will 1 Geweke, John F. 1 Guasoni, Paolo 1 Gungor, Sermin 1 Gunst, Richard F. 1 Gutierrez, Luciano 1 Hamilton, James D. 1 Han, Xiaoyi 1 Hansson, Jesper 1 Hartley, Michael J. 1 Haug, Alfred A. 1 Herzer, Dierk 1 Higuchi, Tomoyuki 1 Holmes, Thomas P. 1 Hu, Wanhong 1 Huang, Tai-Hsin 1 Iwata, Shigeru 1 Jin, Sainan 1 Kaçıranlar, Selahattin 1 Kao, Lie-Jane 1 Kashiwagi, Nobuhisa 1 Keane, Michael P. 1 Kishino, Hirohisa 1 Kondo, Fumiyo N. 1 Koop, Gary 1 Lahiri, Kajal 1 Lau, Sau-Him Paul 1 Laurent, Sébastien-Yves 1 Lee, Lung-Fei 1 LeSage, James P. 1 Li, Qi 1 Liew, Venus Khim-Sen 1 Liu, Zhenjuan 1 Lu, Xuewen 1 Luger, Richard 1 MacDonald, Ronald 1 Majid, Abdul 1 Mamingi, Nlandu 1 McCullough, B. D. 1 Mehta, Jatinder Singh 1 Mikkelsen, Hans Ole 1 Munkin, Murat K. 1 Nathanson, Charles G. 1 Neudecker, Heinz 1 Ng, Serena 1 Onishi, Haruo 1 Orłowski, Arkadiusz 1 Pagan, Adrian R. 1 Pagano, Marcello 1 Panagiotidis, Theodore 1 Papapanagiotou, Georgios 1 Pedroni, Peter L. 1 Peng, Roger D. 1 Phillips, Peter Charles Bonest 1 Pierse, R. G. 1 Plagborg-Møller, Mikkel 1 Poirier, Dale J. 1 Portugal, Renato 1 Prestemon, Jeffrey P. ...and 36 more Authors all top 5 Cited in 37 Serials 19 Journal of Econometrics 10 Economics Letters 6 Communications in Statistics. Theory and Methods 5 Econometric Theory 3 Journal of Statistical Planning and Inference 3 Journal of Economic Dynamics & Control 3 Computational Statistics and Data Analysis 3 Journal of Applied Statistics 2 Annals of the Institute of Statistical Mathematics 2 Statistische Hefte. Neue Folge 2 Statistics & Probability Letters 2 Econometric Reviews 2 Communications in Statistics. Simulation and Computation 2 Statistical Papers 1 Mathematical Biosciences 1 Automatica 1 Biometrics 1 International Economic Review 1 Journal of Economic Theory 1 Theoretical Computer Science 1 Statistics 1 Annals of Operations Research 1 Linear Algebra and its Applications 1 Open Economies Review 1 Journal of Nonparametric Statistics 1 Finance and Stochastics 1 Studies in Nonlinear Dynamics and Econometrics 1 Natural Resource Modeling 1 Journal of Economic Growth 1 Quantitative Finance 1 AStA. Allgemeines Statistisches Archiv 1 Quantum Information Processing 1 Journal of Forecasting 1 Bulletin of Economic Research 1 Quantitative Economics 1 Cogent Mathematics & Statistics 1 Stat all top 5 Cited in 8 Fields 74 Statistics (62-XX) 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.