Robert E. McCulloch

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

6

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8,704

SSRN CITATIONS
Rank 21,092

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Top 21,092

in Total Papers Citations

5

CROSSREF CITATIONS

33

Scholarly Papers (6)

1.

Hierarchical Bayes Models: A Practitioners Guide

Number of pages: 44 Posted: 28 Jan 2005
Greg M. Allenby, Peter E. Rossi and Robert E. McCulloch
Ohio State University (OSU) - Department of Marketing and Logistics, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago - Booth School of Business
Downloads 6,188 (1,080)
Citation 13

Abstract:

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Hiearchical models, bayes, survey research, conjoint

2.

Using Economic Theory to Build Optimal Portfolios

Number of pages: 39 Posted: 30 Apr 2008
Thomas Chevrier and Robert E. McCulloch
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,229 (16,608)
Citation 9

Abstract:

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3.

A Direct Approach to Data Fusion

Number of pages: 50 Posted: 24 May 2004
Zvi Gilula, Robert E. McCulloch and Peter E. Rossi
Hebrew University of Jerusalem - Department of Statistics, University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 494 (58,806)
Citation 3

Abstract:

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Data fusion, predictive distributions, Bayesian analysis, media planning and buying

4.

A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem

Number of pages: 68 Posted: 19 Jul 2006
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics, University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 396 (76,820)
Citation 3

Abstract:

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instrumental variables, non-parametric Bayesian inference, Dirichlet process priors

5.

On the Long Run Volatility of Stocks

The Journal of the American Statistical Association, 2018 Forthcoming
Number of pages: 42 Posted: 13 Jul 2016 Last Revised: 09 Feb 2018
Carlos M. Carvalho, Hedibert Lopes and Robert E. McCulloch
University of Texas at Austin - Red McCombs School of Business, Insper and University of Chicago - Booth School of Business
Downloads 347 (89,468)
Citation 3

Abstract:

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Bayesian Inference and Portfolio Efficiency

NBER Working Paper No. t0134
Number of pages: 47 Posted: 29 Dec 2006 Last Revised: 18 May 2008
Deceased, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 50 (410,107)

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Bayesian Inference and Portfolio Efficiency

REVIEW OF FINANCIAL STUDIES, Volume 8 Issue 1
Posted: 26 Oct 1999
Deceased, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

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