Access Statistics for John Geweke

Author contact details at EconPapers.

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


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 6 15 81 868 12 52 278 2,222
Computationally intensive methods for integration in econometrics 2 9 25 368 11 26 84 889
Inference and causality in economic time series models 0 3 26 295 0 9 59 693
Monte carlo simulation and numerical integration 3 11 48 485 16 41 143 1,349
On Specification in Simultaneous Equation Models 0 1 2 8 0 1 4 21
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 3 6 22 0 4 31 60
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 2 13 0 1 7 32
Total Chapters 11 42 190 2,059 39 134 606 5,266


Statistics updated 2013-06-03