| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Alternative computational approaches to inference in the multinomial probit model |
0 |
2 |
7 |
420 |
2 |
11 |
33 |
1,087 |
| An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 |
1 |
1 |
5 |
116 |
3 |
7 |
28 |
387 |
| An empirical analysis of income dynamics among men in the PSID: 1968-1989 |
1 |
3 |
8 |
144 |
1 |
8 |
27 |
528 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
1 |
6 |
169 |
1 |
9 |
29 |
640 |
| Bayesian comparison of econometric models |
0 |
0 |
0 |
0 |
0 |
6 |
22 |
679 |
| Bayesian inference for dynamic choice models without the need for dynamic programming |
2 |
4 |
21 |
181 |
3 |
7 |
42 |
310 |
| Bayesian inference for hospital quality in a selection model |
0 |
0 |
5 |
211 |
2 |
6 |
26 |
507 |
| Bayesian inference for linear models subject to linear inequality constraints |
2 |
4 |
14 |
77 |
4 |
7 |
27 |
162 |
| Bayesian reduced rank regression in econometrics |
1 |
3 |
14 |
92 |
3 |
9 |
48 |
210 |
| Comparing and evaluating Bayesian predictive distributions of asset returns |
2 |
3 |
20 |
121 |
3 |
11 |
60 |
253 |
| Computational Experiments and Reality |
0 |
0 |
0 |
137 |
4 |
13 |
40 |
789 |
| Econometrics: A Bird's Eye View |
3 |
5 |
18 |
355 |
4 |
10 |
37 |
553 |
| Econometrics: A Bird’s Eye View |
5 |
17 |
40 |
569 |
11 |
37 |
91 |
794 |
| Econometrics: A Bird’s Eye View |
0 |
1 |
4 |
177 |
3 |
7 |
27 |
296 |
| Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments |
1 |
6 |
48 |
522 |
5 |
20 |
152 |
1,442 |
| Hierarchical Markov normal mixture models with applications to financial asset returns |
0 |
5 |
15 |
187 |
2 |
11 |
47 |
402 |
| Measuring the pricing error of the arbitrage pricing theory |
2 |
5 |
18 |
460 |
8 |
18 |
78 |
1,443 |
| Mixture of normals probit models |
0 |
2 |
13 |
870 |
1 |
10 |
71 |
3,369 |
| Monte Carlo simulation and numerical integration |
7 |
18 |
61 |
2,120 |
24 |
75 |
247 |
6,625 |
| Optimal Prediction Pools |
0 |
1 |
6 |
106 |
3 |
18 |
50 |
343 |
| Optimal Prediction Pools |
1 |
1 |
15 |
143 |
5 |
21 |
58 |
255 |
| Posterior Simulators in Econometrics |
1 |
1 |
6 |
212 |
1 |
3 |
21 |
432 |
| Posterior simulators in econometrics |
1 |
1 |
5 |
46 |
1 |
3 |
13 |
93 |
| Predicting turning points |
1 |
5 |
25 |
411 |
4 |
26 |
68 |
767 |
| Prior density ratio class robustness in econometrics |
0 |
0 |
1 |
11 |
2 |
6 |
13 |
95 |
| Priors for macroeconomic time series and their application |
2 |
3 |
16 |
137 |
2 |
10 |
37 |
373 |
| Simulation-based Bayesian inference for economic time series |
0 |
1 |
5 |
116 |
1 |
4 |
22 |
242 |
| Statistical inference in the multinomial multiperiod probit model |
1 |
1 |
11 |
443 |
4 |
11 |
46 |
1,410 |
| Using Simulation Methods for Bayesian Econometric Models |
0 |
0 |
0 |
0 |
3 |
4 |
25 |
731 |
| Using simulation methods for Bayesian econometric models: inference, development, and communication |
4 |
16 |
69 |
897 |
16 |
42 |
191 |
2,110 |
| Variable selection and model comparison in regression |
1 |
2 |
6 |
109 |
2 |
5 |
19 |
315 |
| Total Working Papers |
39 |
112 |
482 |
9,559 |
128 |
435 |
1,695 |
27,642 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series |
0 |
0 |
0 |
0 |
0 |
3 |
16 |
398 |
| A fine time for monetary policy? |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
74 |
| A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 |
0 |
0 |
1 |
8 |
1 |
2 |
3 |
62 |
| A note on some limitations of CRRA utility |
3 |
7 |
24 |
413 |
5 |
10 |
40 |
744 |
| A variance screen for collusion |
5 |
20 |
123 |
221 |
7 |
31 |
239 |
472 |
| Alternative Computational Approaches to Inference in the Multinomial Probit Model |
0 |
3 |
12 |
297 |
2 |
12 |
28 |
856 |
| An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
35 |
| An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 |
0 |
1 |
11 |
95 |
1 |
5 |
26 |
203 |
| Antithetic acceleration of Monte Carlo integration in Bayesian inference |
0 |
1 |
6 |
145 |
4 |
6 |
25 |
401 |
| Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
79 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
1 |
9 |
79 |
1 |
7 |
39 |
326 |
| Bayesian Inference in Econometric Models Using Monte Carlo Integration |
1 |
5 |
30 |
1,053 |
7 |
33 |
93 |
2,563 |
| Bayesian Model Comparison and Validation |
0 |
0 |
13 |
64 |
0 |
2 |
23 |
192 |
| Bayesian Treatment of the Independent Student- t Linear Model |
7 |
19 |
61 |
358 |
17 |
47 |
115 |
814 |
| Bayesian econometrics and forecasting |
2 |
5 |
16 |
101 |
5 |
9 |
25 |
188 |
| Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling |
1 |
8 |
27 |
149 |
4 |
15 |
50 |
282 |
| Bayesian reduced rank regression in econometrics |
0 |
3 |
7 |
175 |
5 |
12 |
22 |
489 |
| Comment |
1 |
1 |
5 |
17 |
2 |
2 |
10 |
45 |
| Comment |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
13 |
| Comment on Poirer: Operational Bayesian Methods in Econometrics |
0 |
0 |
1 |
18 |
2 |
2 |
4 |
55 |
| Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" |
0 |
0 |
6 |
39 |
0 |
3 |
32 |
115 |
| Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence |
4 |
9 |
42 |
356 |
8 |
33 |
104 |
829 |
| Comparing and evaluating Bayesian predictive distributions of asset returns |
0 |
6 |
32 |
86 |
2 |
15 |
67 |
172 |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
3 |
40 |
0 |
0 |
8 |
100 |
| Econometric issues in using the AHEAD panel |
0 |
0 |
0 |
10 |
1 |
2 |
3 |
35 |
| Estimating Regression Models of Finite but Unknown Order |
1 |
3 |
13 |
127 |
1 |
5 |
26 |
269 |
| Estimating regression models of finite but unknown order |
0 |
1 |
4 |
44 |
1 |
2 |
12 |
108 |
| Exact Inference for Continuous Time Markov Chain Models |
1 |
2 |
7 |
83 |
1 |
4 |
17 |
199 |
| Exact Inference in the Inequality Constrained Normal Linear Regression Model |
0 |
4 |
30 |
278 |
0 |
8 |
45 |
564 |
| Exact predictive densities for linear models with arch disturbances |
1 |
2 |
7 |
92 |
4 |
6 |
24 |
213 |
| Forecasting time series with common seasonal patterns |
0 |
0 |
2 |
19 |
1 |
2 |
6 |
53 |
| Getting It Right: Joint Distribution Tests of Posterior Simulators |
1 |
5 |
14 |
84 |
1 |
6 |
19 |
141 |
| Interpretation and inference in mixture models: Simple MCMC works |
2 |
4 |
11 |
131 |
3 |
10 |
37 |
284 |
| Introduction: inference and decision making |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
376 |
| Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
53 |
| Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis |
0 |
3 |
22 |
105 |
2 |
10 |
46 |
217 |
| Long run competition in the U.S. aluminum industry |
0 |
1 |
4 |
93 |
0 |
4 |
21 |
343 |
| Macroeconometric Modeling and the Theory of the Representative Agent |
0 |
1 |
15 |
127 |
0 |
4 |
27 |
251 |
| Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series |
0 |
3 |
16 |
301 |
2 |
6 |
39 |
990 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
1 |
2 |
6 |
345 |
1 |
6 |
27 |
1,392 |
| Mobility Indices in Continuous Time Markov Chains |
1 |
3 |
13 |
305 |
2 |
6 |
22 |
617 |
| Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking |
0 |
0 |
0 |
40 |
0 |
1 |
3 |
188 |
| Power of Tests in Binary Response Models: Comment |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
127 |
| Prior Density-Ratio Class Robustness in Econometrics |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
113 |
| Priors for Macroeconomic Time Series and Their Application |
1 |
4 |
7 |
27 |
3 |
6 |
14 |
42 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
65 |
| Reply |
0 |
1 |
2 |
3 |
0 |
2 |
3 |
15 |
| Seminonparametric Bayesian estimation of the asymptotically ideal production model |
0 |
1 |
2 |
40 |
1 |
3 |
7 |
136 |
| Smoothly mixing regressions |
1 |
1 |
10 |
87 |
2 |
4 |
23 |
153 |
| Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange |
1 |
1 |
3 |
125 |
1 |
3 |
9 |
233 |
| Some experiments in constructing a hybrid model for macroeconomic analysis: A comment |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
43 |
| Statistical inference in the multinomial multiperiod probit model |
0 |
2 |
9 |
168 |
3 |
13 |
27 |
404 |
| Temporal Aggregation in the Multiple Regression Model |
1 |
1 |
12 |
96 |
1 |
2 |
23 |
318 |
| Testing the exogeneity specification in the complete dynamic simultaneous equation model |
1 |
4 |
5 |
38 |
3 |
6 |
9 |
79 |
| The Approximate Slopes of Econometric Tests |
1 |
1 |
1 |
19 |
2 |
2 |
4 |
98 |
| The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
178 |
| The Superneutrality of Money in the United States: An Interpretation of the Evidence |
0 |
2 |
5 |
122 |
1 |
13 |
28 |
351 |
| Using simulation methods for bayesian econometric models: inference, development,and communication |
3 |
8 |
42 |
200 |
8 |
25 |
89 |
390 |
| Total Journal Articles |
41 |
149 |
693 |
6,858 |
124 |
423 |
1,629 |
18,545 |