| 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 |
1 |
70 |
1 |
1 |
6 |
435 |
| Advances in Random Utility Models |
0 |
0 |
0 |
15 |
0 |
1 |
5 |
106 |
| Alternative computational approaches to inference in the multinomial probit model |
0 |
1 |
2 |
495 |
1 |
3 |
9 |
1,274 |
| An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 |
0 |
0 |
0 |
131 |
0 |
1 |
7 |
457 |
| An empirical analysis of income dynamics among men in the PSID: 1968-1989 |
0 |
1 |
2 |
177 |
0 |
1 |
7 |
613 |
| Analysis of variance for bayesian inference |
1 |
1 |
1 |
67 |
1 |
1 |
8 |
192 |
| Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 |
0 |
0 |
0 |
20 |
0 |
2 |
8 |
64 |
| Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices |
0 |
0 |
0 |
8 |
0 |
2 |
8 |
48 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
0 |
0 |
176 |
0 |
0 |
2 |
698 |
| Bayesian comparison of econometric models |
0 |
0 |
0 |
0 |
2 |
4 |
24 |
823 |
| Bayesian inference for dynamic choice models without the need for dynamic programming |
0 |
0 |
0 |
222 |
1 |
3 |
8 |
407 |
| Bayesian inference for hospital quality in a selection model |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
34 |
| Bayesian inference for linear models subject to linear inequality constraints |
0 |
0 |
3 |
97 |
2 |
6 |
19 |
244 |
| Bayesian reduced rank regression in econometrics |
0 |
2 |
4 |
179 |
0 |
5 |
22 |
488 |
| Computational Experiments and Reality |
0 |
0 |
0 |
137 |
0 |
1 |
12 |
890 |
| Econometrics: A Bird's Eye View |
1 |
2 |
4 |
378 |
1 |
6 |
15 |
656 |
| Econometrics: A Bird’s Eye View |
0 |
0 |
1 |
204 |
4 |
10 |
18 |
445 |
| Econometrics: A Bird’s Eye View |
1 |
5 |
16 |
660 |
3 |
15 |
47 |
1,176 |
| Economic Rationality, Risk Presentation, and Retirement Portfolio Choice |
0 |
0 |
1 |
17 |
0 |
1 |
12 |
109 |
| Economic Rationality, Risk Presentation, and Retirement Portfolio Choice |
0 |
0 |
0 |
67 |
0 |
1 |
7 |
159 |
| Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments |
11 |
22 |
109 |
875 |
37 |
100 |
386 |
2,795 |
| Financial Competence, Risk Presentation and Retirement Portfolio Preferences |
0 |
0 |
0 |
23 |
0 |
0 |
10 |
185 |
| Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns |
1 |
1 |
1 |
50 |
2 |
4 |
6 |
200 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
1 |
9 |
58 |
3 |
11 |
41 |
206 |
| Measuring the pricing error of the arbitrage pricing theory |
0 |
0 |
2 |
502 |
2 |
3 |
11 |
1,686 |
| Mixture of normals probit models |
0 |
0 |
2 |
948 |
1 |
4 |
13 |
3,676 |
| Monte Carlo simulation and numerical integration |
0 |
2 |
11 |
2,250 |
7 |
16 |
58 |
7,222 |
| Optimal Prediction Pools |
1 |
2 |
6 |
234 |
1 |
4 |
26 |
511 |
| Posterior Simulators in Econometrics |
0 |
0 |
0 |
221 |
0 |
1 |
5 |
473 |
| Posterior simulators in econometrics |
0 |
1 |
1 |
61 |
1 |
2 |
2 |
143 |
| Predicting Turning Points: Technical Paper 2000-3 |
0 |
0 |
0 |
5 |
2 |
2 |
4 |
20 |
| Predicting turning points |
0 |
0 |
1 |
438 |
0 |
2 |
10 |
886 |
| Prediction using several macroeconomic models |
2 |
3 |
8 |
221 |
3 |
4 |
17 |
459 |
| Prior density ratio class robustness in econometrics |
0 |
0 |
0 |
17 |
0 |
2 |
7 |
137 |
| Priors for macroeconomic time series and their application |
0 |
0 |
1 |
176 |
0 |
0 |
7 |
478 |
| Recursively Simulating Multinomial Multiperiod Probit Probabilities |
1 |
1 |
2 |
23 |
1 |
4 |
11 |
66 |
| Simulation Based Inference for Dynamic Multinomial Choice Models |
0 |
0 |
0 |
24 |
0 |
2 |
17 |
100 |
| Simulation-based Bayesian inference for economic time series |
0 |
0 |
1 |
134 |
1 |
1 |
11 |
297 |
| Statistical inference in the multinomial multiperiod probit model |
0 |
0 |
2 |
473 |
0 |
1 |
13 |
1,558 |
| Using Simulation Methods for Bayesian Econometric Models |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
829 |
| Using simulation methods for Bayesian econometric models: inference, development, and communication |
3 |
5 |
17 |
1,163 |
9 |
17 |
56 |
2,860 |
| Variable selection and model comparison in regression |
1 |
1 |
6 |
145 |
2 |
5 |
30 |
502 |
| Total Working Papers |
23 |
51 |
214 |
11,163 |
88 |
252 |
998 |
34,607 |
| 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 |
1 |
2 |
5 |
448 |
| A fine time for monetary policy? |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
113 |
| A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
103 |
| A note on some limitations of CRRA utility |
1 |
4 |
15 |
516 |
2 |
7 |
30 |
975 |
| A variance screen for collusion |
1 |
5 |
13 |
419 |
6 |
17 |
66 |
1,028 |
| Alternative Computational Approaches to Inference in the Multinomial Probit Model |
0 |
1 |
2 |
338 |
0 |
4 |
15 |
983 |
| An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
47 |
| An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 |
1 |
5 |
9 |
174 |
1 |
8 |
20 |
363 |
| Analysis of Variance for Bayesian Inference |
0 |
0 |
1 |
31 |
0 |
1 |
7 |
97 |
| Antithetic acceleration of Monte Carlo integration in Bayesian inference |
1 |
2 |
6 |
177 |
2 |
3 |
18 |
508 |
| Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
101 |
| Bayesian Inference and Posterior Simulators |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
15 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
0 |
0 |
91 |
2 |
5 |
11 |
450 |
| Bayesian Inference in Econometric Models Using Monte Carlo Integration |
2 |
8 |
30 |
1,223 |
7 |
25 |
80 |
3,047 |
| Bayesian Model Comparison and Validation |
0 |
0 |
1 |
87 |
0 |
1 |
6 |
278 |
| Bayesian Specification Analysis in Econometrics |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
103 |
| Bayesian Treatment of the Independent Student- t Linear Model |
0 |
2 |
8 |
522 |
2 |
6 |
22 |
1,168 |
| Bayesian econometrics and forecasting |
0 |
0 |
2 |
139 |
0 |
0 |
11 |
278 |
| Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling |
0 |
0 |
4 |
195 |
1 |
2 |
13 |
410 |
| Bayesian reduced rank regression in econometrics |
0 |
4 |
9 |
235 |
0 |
7 |
27 |
646 |
| Comment |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
122 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
36 |
| Comment on Poirer: Operational Bayesian Methods in Econometrics |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
83 |
| Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" |
0 |
0 |
0 |
52 |
1 |
3 |
13 |
210 |
| Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence |
0 |
2 |
12 |
511 |
0 |
4 |
20 |
1,184 |
| Comparing and evaluating Bayesian predictive distributions of asset returns |
1 |
6 |
21 |
231 |
10 |
20 |
71 |
499 |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
131 |
| Econometric issues in using the AHEAD panel |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
| Estimating Regression Models of Finite but Unknown Order |
0 |
0 |
3 |
153 |
0 |
1 |
10 |
352 |
| Estimating regression models of finite but unknown order |
0 |
0 |
5 |
65 |
0 |
1 |
15 |
178 |
| Exact Inference in the Inequality Constrained Normal Linear Regression Model |
1 |
1 |
7 |
372 |
3 |
6 |
16 |
750 |
| Exact predictive densities for linear models with arch disturbances |
1 |
1 |
4 |
123 |
2 |
2 |
12 |
290 |
| Financial Competence and Expectations Formation: Evidence from Australia |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
50 |
| Forecasting time series with common seasonal patterns |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
79 |
| Getting It Right: Joint Distribution Tests of Posterior Simulators |
0 |
0 |
3 |
106 |
0 |
1 |
7 |
204 |
| Hierarchical Markov normal mixture models with applications to financial asset returns |
1 |
1 |
1 |
47 |
1 |
1 |
5 |
137 |
| Inference and prediction in a multiple-structural-break model |
0 |
0 |
0 |
47 |
0 |
2 |
10 |
213 |
| Interpretation and inference in mixture models: Simple MCMC works |
0 |
0 |
1 |
149 |
0 |
0 |
9 |
349 |
| Introduction: inference and decision making |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
408 |
| Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
68 |
| Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis |
0 |
0 |
4 |
155 |
0 |
0 |
8 |
338 |
| Long run competition in the U.S. aluminum industry |
0 |
0 |
3 |
100 |
0 |
0 |
9 |
376 |
| Macroeconometric Modeling and the Theory of the Representative Agent |
0 |
0 |
5 |
171 |
0 |
0 |
8 |
366 |
| Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series |
0 |
0 |
1 |
351 |
0 |
0 |
7 |
1,105 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
1 |
1 |
370 |
2 |
5 |
9 |
1,485 |
| Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
44 |
| Mobility Indices in Continuous Time Markov Chains |
0 |
3 |
11 |
366 |
1 |
10 |
29 |
757 |
| Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
128 |
| Optimal prediction pools |
1 |
6 |
24 |
204 |
4 |
15 |
71 |
532 |
| Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
209 |
| Power of Tests in Binary Response Models: Comment |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
152 |
| Prediction with Misspecified Models |
0 |
1 |
1 |
70 |
1 |
5 |
15 |
258 |
| Prior Density-Ratio Class Robustness in Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
124 |
| Priors for Macroeconomic Time Series and Their Application |
0 |
1 |
3 |
44 |
0 |
1 |
6 |
92 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
78 |
| Reply |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
29 |
| Seminonparametric Bayesian estimation of the asymptotically ideal production model |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
160 |
| Smoothly mixing regressions |
0 |
0 |
0 |
126 |
0 |
0 |
5 |
225 |
| Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange |
0 |
0 |
1 |
151 |
0 |
2 |
10 |
317 |
| Some experiments in constructing a hybrid model for macroeconomic analysis: A comment |
0 |
0 |
0 |
7 |
0 |
0 |
7 |
76 |
| Statistical inference in the multinomial multiperiod probit model |
0 |
0 |
4 |
197 |
0 |
3 |
13 |
508 |
| Temporal Aggregation in the Multiple Regression Model |
0 |
0 |
2 |
133 |
1 |
4 |
12 |
404 |
| Testing the exogeneity specification in the complete dynamic simultaneous equation model |
0 |
0 |
0 |
44 |
1 |
1 |
5 |
117 |
| The Approximate Slopes of Econometric Tests |
0 |
0 |
0 |
26 |
0 |
3 |
3 |
128 |
| The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
220 |
| The Superneutrality of Money in the United States: An Interpretation of the Evidence |
1 |
1 |
4 |
164 |
2 |
6 |
22 |
482 |
| Using simulation methods for bayesian econometric models: inference, development,and communication |
2 |
6 |
22 |
349 |
7 |
17 |
63 |
744 |
| Total Journal Articles |
14 |
61 |
245 |
9,401 |
62 |
213 |
882 |
26,012 |
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