Access Statistics for John Geweke

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments 0 0 0 71 0 1 2 446
Advances in Random Utility Models 0 1 1 17 0 1 2 172
Alternative computational approaches to inference in the multinomial probit model 0 0 0 496 0 1 3 1,303
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 1 134 0 1 2 493
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 0 178 0 1 2 625
Analysis of variance for bayesian inference 0 0 0 69 0 1 2 201
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 0 1 2 122
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices 0 0 0 9 0 0 0 74
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 176 0 0 1 708
Bayesian comparison of econometric models 0 0 0 0 1 4 5 855
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 0 227 0 0 1 435
Bayesian inference for hospital quality in a selection model 0 0 0 5 0 0 0 43
Bayesian inference for linear models subject to linear inequality constraints 0 0 2 119 0 2 5 293
Bayesian reduced rank regression in econometrics 0 0 2 191 0 1 6 520
Computational Experiments and Reality 0 0 0 137 0 2 5 911
Econometrics: A Bird's Eye View 0 0 0 380 0 1 4 676
Econometrics: A Bird’s Eye View 0 0 1 207 0 1 3 464
Econometrics: A Bird’s Eye View 0 1 2 683 0 1 10 1,273
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 0 0 3 170
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 0 0 2 121
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 6 16 123 1,707 20 63 411 5,389
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 0 0 23 0 0 1 205
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 1 2 54 0 2 3 217
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 84 1 2 6 303
Measuring the pricing error of the arbitrage pricing theory 0 0 2 507 0 1 4 1,707
Mixture of normals probit models 0 1 2 971 1 2 7 3,811
Monte Carlo simulation and numerical integration 0 0 2 2,280 0 1 7 7,343
Optimal Prediction Pools 1 1 2 243 2 2 5 534
Posterior Simulators in Econometrics 0 0 0 221 0 0 1 482
Posterior simulators in econometrics 0 0 0 61 0 0 0 153
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 0 0 0 29
Predicting turning points 0 0 2 450 0 1 9 930
Prediction using several macroeconomic models 0 0 2 231 0 0 5 492
Prior density ratio class robustness in econometrics 0 0 0 17 0 1 1 149
Priors for macroeconomic time series and their application 0 0 1 183 0 0 3 496
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 0 25 0 0 1 72
Simulation Based Inference for Dynamic Multinomial Choice Models 0 0 0 27 0 0 1 181
Simulation-based Bayesian inference for economic time series 0 0 0 148 0 1 2 335
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 0 1 1 1,628
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 0 0 2 850
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 4 1,199 0 0 8 2,985
Variable selection and model comparison in regression 0 0 1 158 1 5 13 562
Total Working Papers 7 21 154 12,280 26 101 551 38,758

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 0 4 459
A fine time for monetary policy? 0 0 0 33 0 0 1 122
A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 0 0 1 16 1 1 2 109
A note on some limitations of CRRA utility 0 0 3 546 0 1 10 1,027
A variance screen for collusion 0 2 24 539 3 5 46 1,283
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 343 0 1 3 1,005
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 1 1 1 50
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 1 7 222 0 2 14 455
Analysis of Variance for Bayesian Inference 0 0 0 36 0 2 3 118
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 1 2 200 0 4 13 569
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 1 1 110
Bayesian Inference and Posterior Simulators 0 0 0 2 0 0 0 18
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 0 0 0 469
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 2 6 1,270 2 7 17 3,176
Bayesian Model Comparison and Validation 0 0 0 87 0 0 1 289
Bayesian Specification Analysis in Econometrics 0 0 0 49 0 0 2 111
Bayesian Treatment of the Independent Student- t Linear Model 1 2 7 561 1 3 14 1,242
Bayesian econometrics and forecasting 0 0 0 148 0 1 7 302
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 0 204 1 1 2 441
Bayesian reduced rank regression in econometrics 0 1 3 259 0 1 7 717
Comment 0 0 0 8 0 0 0 39
Comment 0 0 0 20 0 0 0 126
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 0 0 0 84
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 0 1 215
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 1 5 554 0 1 8 1,265
Comparing and evaluating Bayesian predictive distributions of asset returns 0 0 4 289 0 0 8 646
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 1 2 135
Econometric issues in using the AHEAD panel 0 0 0 13 0 0 0 55
Estimating Regression Models of Finite but Unknown Order 0 0 1 156 0 0 1 374
Estimating regression models of finite but unknown order 0 0 0 72 0 1 2 203
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 1 3 388 0 1 5 793
Exact predictive densities for linear models with arch disturbances 0 0 3 128 0 1 6 308
Financial Competence and Expectations Formation: Evidence from Australia 0 0 0 18 1 1 1 68
Forecasting time series with common seasonal patterns 0 0 0 23 0 1 2 83
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 0 2 115 0 0 4 227
Hierarchical Markov normal mixture models with applications to financial asset returns 0 1 2 55 0 1 2 156
Inference and prediction in a multiple-structural-break model 0 0 0 55 0 0 1 235
Interpretation and inference in mixture models: Simple MCMC works 0 0 1 153 0 0 4 365
Introduction: inference and decision making 0 0 0 1 0 1 3 422
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 0 0 0 69
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 1 160 0 0 2 352
Long run competition in the U.S. aluminum industry 0 0 1 103 0 0 2 384
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 1 184 1 2 6 390
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 3 367 0 0 5 1,152
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 376 1 3 9 1,513
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 0 1 1 55
Mobility Indices in Continuous Time Markov Chains 0 0 1 387 0 1 3 800
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 0 1 3 143
Optimal prediction pools 1 1 11 267 6 7 31 710
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 2 2 212
Power of Tests in Binary Response Models: Comment 0 0 0 0 0 0 0 152
Prediction with Misspecified Models 1 1 2 76 1 3 7 277
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 0 0 126
Priors for Macroeconomic Time Series and Their Application 0 0 1 48 0 0 3 110
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 1 2 81
Reply 0 0 0 3 0 0 0 40
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 0 1 2 170
Smoothly mixing regressions 0 1 6 150 1 2 9 263
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 1 2 2 155 1 2 8 337
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 0 0 1 77
Statistical inference in the multinomial multiperiod probit model 0 0 0 205 0 1 1 547
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 0 0 0 413
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 0 0 3 124
The Approximate Slopes of Econometric Tests 0 0 0 26 0 0 0 128
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 1 1 2 226
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 0 0 2 510
Using simulation methods for bayesian econometric models: inference, development,and communication 1 6 19 435 2 8 40 940
Total Journal Articles 5 24 125 10,213 24 76 342 28,172

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 2 3 19 1,331 2 4 34 3,245
Computationally intensive methods for integration in econometrics 0 0 0 528 0 1 4 1,345
Inference and causality in economic time series models 1 1 11 475 1 5 18 1,118
Monte carlo simulation and numerical integration 0 0 3 630 0 0 10 2,010
On Specification in Simultaneous Equation Models 0 0 1 14 0 0 1 57
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 0 0 1 107
Total Chapters 3 4 34 3,008 3 10 68 7,882

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Statistics updated 2025-05-12