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 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


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 2 6 43 1,201 3 8 101 2,999
Computationally intensive methods for integration in econometrics 1 4 8 510 3 7 28 1,305
Inference and causality in economic time series models 3 4 13 432 5 11 36 1,026
Monte carlo simulation and numerical integration 0 0 6 610 1 5 22 1,910
On Specification in Simultaneous Equation Models 0 0 0 10 0 0 2 50
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 1 27 0 1 4 100
Total Chapters 6 14 71 2,790 12 32 193 7,390


Statistics updated 2021-01-03