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
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments 0 0 0 71 0 0 1 445
Advances in Random Utility Models 1 1 1 17 1 1 2 172
Alternative computational approaches to inference in the multinomial probit model 0 0 0 496 0 1 2 1,302
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 1 134 0 0 1 492
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 0 178 0 0 1 624
Analysis of variance for bayesian inference 0 0 0 69 1 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 1 2 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 2 2 852
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 1 43
Bayesian inference for linear models subject to linear inequality constraints 0 0 4 119 0 0 6 291
Bayesian reduced rank regression in econometrics 0 0 2 191 0 1 5 519
Computational Experiments and Reality 0 0 0 137 1 1 4 910
Econometrics: A Bird's Eye View 0 0 0 380 0 0 3 675
Econometrics: A Bird’s Eye View 1 1 2 683 1 2 10 1,273
Econometrics: A Bird’s Eye View 0 0 1 207 0 0 2 463
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 2 70 0 0 5 170
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 5 21 134 1,696 24 86 468 5,350
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 0 0 23 0 0 3 205
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 1 53 0 0 1 215
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 3 84 0 0 5 301
Measuring the pricing error of the arbitrage pricing theory 0 0 3 507 0 0 4 1,706
Mixture of normals probit models 0 0 2 970 0 0 11 3,809
Monte Carlo simulation and numerical integration 0 0 4 2,280 1 3 12 7,343
Optimal Prediction Pools 0 0 1 242 0 0 3 532
Posterior Simulators in Econometrics 0 0 0 221 0 1 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 9 929
Prediction using several macroeconomic models 0 1 3 231 0 3 6 492
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 0 148
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 1 1 181
Simulation-based Bayesian inference for economic time series 0 0 0 148 1 2 2 335
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 0 0 0 1,627
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 0 0 4 850
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 5 1,199 0 1 12 2,985
Variable selection and model comparison in regression 0 0 1 158 3 3 11 560
Total Working Papers 7 24 173 12,266 35 112 610 38,692


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 2 4 459
A fine time for monetary policy? 0 0 0 33 0 1 2 122
A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 0 0 1 16 0 0 2 108
A note on some limitations of CRRA utility 0 1 3 546 1 4 11 1,027
A variance screen for collusion 1 6 26 538 1 8 48 1,279
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 343 0 0 3 1,004
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 0 0 49
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 3 10 221 1 5 19 454
Analysis of Variance for Bayesian Inference 0 0 0 36 1 1 2 117
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 1 199 1 4 13 566
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 0 109
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 1 469
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 0 6 1,268 1 1 15 3,170
Bayesian Model Comparison and Validation 0 0 0 87 0 1 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 3 11 560 2 6 18 1,241
Bayesian econometrics and forecasting 0 0 0 148 1 3 7 302
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 2 204 0 0 7 440
Bayesian reduced rank regression in econometrics 0 1 3 258 0 2 7 716
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 1 2 215
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 1 2 8 554 1 2 11 1,265
Comparing and evaluating Bayesian predictive distributions of asset returns 0 0 6 289 0 0 14 646
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 1 2 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 1 1 2 203
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 2 387 0 0 6 792
Exact predictive densities for linear models with arch disturbances 0 1 3 128 1 2 7 308
Financial Competence and Expectations Formation: Evidence from Australia 0 0 0 18 0 0 1 67
Forecasting time series with common seasonal patterns 0 0 0 23 1 1 2 83
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 1 3 115 0 1 5 227
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 54 0 0 1 155
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 1 5 365
Introduction: inference and decision making 0 0 0 1 1 1 4 422
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 1 1 103 0 2 2 384
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 1 184 1 2 5 389
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 3 367 0 0 7 1,152
Measuring the Pricing Error of the Arbitrage Pricing Theory 1 1 3 376 2 3 11 1,512
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 0 0 0 54
Mobility Indices in Continuous Time Markov Chains 0 1 2 387 1 2 4 800
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 1 2 3 143
Optimal prediction pools 0 3 12 266 1 8 27 704
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 0 0 210
Power of Tests in Binary Response Models: Comment 0 0 0 0 0 0 0 152
Prediction with Misspecified Models 0 0 1 75 1 2 6 275
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 2 48 0 0 4 110
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 1 80
Reply 0 0 0 3 0 0 0 40
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 1 1 3 170
Smoothly mixing regressions 1 2 6 150 1 2 8 262
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 0 153 0 0 8 335
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 0 0 546
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 0 1 1 225
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 1 176 0 0 3 510
Using simulation methods for bayesian econometric models: inference, development,and communication 3 3 27 432 4 8 47 936
Total Journal Articles 8 29 149 10,197 28 83 372 28,124


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 4 22 1,328 1 9 41 3,242
Computationally intensive methods for integration in econometrics 0 0 1 528 1 1 7 1,345
Inference and causality in economic time series models 0 2 11 474 1 3 16 1,114
Monte carlo simulation and numerical integration 0 1 5 630 0 2 15 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 1 30 0 0 2 107
Total Chapters 0 7 41 3,004 3 15 82 7,875


Statistics updated 2025-03-03