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 3 448
Advances in Random Utility Models 0 0 0 17 2 6 8 180
Alternative computational approaches to inference in the multinomial probit model 0 0 2 498 0 6 16 1,318
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 0 1 6 498
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 1 1 179 0 7 11 635
Analysis of variance for bayesian inference 0 0 0 69 1 9 13 214
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 0 3 3 125
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices 0 0 0 9 1 3 4 78
Bayesian Inference for Hospital Quality in a Selection Model 0 1 1 177 1 10 11 719
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 6 0 7 10 53
Bayesian comparison of econometric models 0 0 0 0 0 3 8 860
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 1 228 2 7 9 444
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 3 9 17 308
Bayesian reduced rank regression in econometrics 0 0 1 192 5 14 30 549
Computational Experiments and Reality 0 0 0 137 3 6 10 920
Econometrics: A Bird's Eye View 0 0 0 380 0 9 12 687
Econometrics: A Bird’s Eye View 0 0 0 683 6 12 16 1,289
Econometrics: A Bird’s Eye View 0 1 1 208 3 15 22 485
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 0 5 8 178
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 1 4 6 127
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 15 25 103 1,799 36 92 342 5,692
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 1 1 24 1 6 7 212
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 1 54 1 9 14 229
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 1 85 3 13 23 324
Measuring the pricing error of the arbitrage pricing theory 1 1 1 508 1 8 10 1,716
Mixture of normals probit models 0 0 1 971 1 9 15 3,824
Monte Carlo simulation and numerical integration 0 0 0 2,280 3 9 16 7,359
Optimal Prediction Pools 0 0 2 244 1 7 14 546
Posterior Simulators in Econometrics 0 0 0 221 2 8 11 493
Posterior simulators in econometrics 0 0 0 61 0 20 23 176
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 1 5 9 38
Predicting turning points 0 2 2 452 3 9 17 946
Prediction using several macroeconomic models 0 0 0 231 1 3 4 496
Prior density ratio class robustness in econometrics 0 0 0 17 1 5 8 156
Priors for macroeconomic time series and their application 0 1 1 184 2 8 8 504
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 1 26 3 5 6 78
Simulation Based Inference for Dynamic Multinomial Choice Models 0 0 0 27 4 18 24 205
Simulation-based Bayesian inference for economic time series 0 0 1 149 0 5 8 343
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 0 8 13 1,640
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 5 11 18 868
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 1 2 1,201 1 9 16 3,001
Variable selection and model comparison in regression 0 0 2 160 0 5 12 572
Total Working Papers 16 34 127 12,393 98 409 841 39,533

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 4 6 465
A fine time for monetary policy? 0 0 1 34 1 6 9 131
A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 0 0 0 16 0 0 1 109
A note on some limitations of CRRA utility 0 0 0 546 0 3 5 1,032
A variance screen for collusion 2 6 18 556 7 16 52 1,331
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 344 0 5 16 1,020
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 1 3 52
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 2 6 227 0 7 17 471
Analysis of Variance for Bayesian Inference 0 0 0 36 1 4 6 123
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 5 204 2 5 16 582
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 4 9 13 122
Bayesian Inference and Posterior Simulators 0 0 0 2 1 5 6 24
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 1 7 8 477
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 1 5 1,273 3 14 31 3,201
Bayesian Model Comparison and Validation 0 0 0 87 0 6 10 299
Bayesian Specification Analysis in Econometrics 0 0 0 49 1 2 2 113
Bayesian Treatment of the Independent Student- t Linear Model 1 2 12 572 3 10 35 1,276
Bayesian econometrics and forecasting 0 0 1 149 2 7 12 314
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 4 14 454
Bayesian reduced rank regression in econometrics 0 0 2 260 0 7 13 729
Comment 0 0 0 8 0 5 5 44
Comment 0 0 0 20 0 4 5 131
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 2 5 6 90
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 4 8 223
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 0 2 556 0 8 11 1,276
Comparing and evaluating Bayesian predictive distributions of asset returns 0 1 2 291 1 4 7 653
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 1 7 10 145
Econometric issues in using the AHEAD panel 0 0 0 13 0 3 3 58
Estimating Regression Models of Finite but Unknown Order 0 0 0 156 2 4 9 383
Estimating regression models of finite but unknown order 0 0 0 72 1 4 10 213
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 2 389 0 5 10 802
Exact predictive densities for linear models with arch disturbances 0 1 3 131 0 8 11 319
Financial Competence and Expectations Formation: Evidence from Australia 0 0 1 19 1 3 6 73
Forecasting time series with common seasonal patterns 0 0 0 23 0 2 3 86
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 1 3 118 1 7 16 243
Hierarchical Markov normal mixture models with applications to financial asset returns 0 1 2 56 1 5 12 167
Inference and prediction in a multiple-structural-break model 0 0 0 55 0 5 7 242
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 0 3 4 369
Introduction: inference and decision making 0 0 0 1 0 1 4 426
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 1 4 7 76
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 160 1 7 10 362
Long run competition in the U.S. aluminum industry 0 0 0 103 0 2 5 389
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 0 6 9 398
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 1 368 2 6 10 1,162
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 378 0 6 12 1,524
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 2 6 13 67
Mobility Indices in Continuous Time Markov Chains 0 1 1 388 1 12 16 816
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 0 6 9 152
Optimal prediction pools 1 1 6 272 22 59 75 779
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 1 4 214
Power of Tests in Binary Response Models: Comment 0 0 0 0 0 3 4 156
Prediction with Misspecified Models 0 0 2 77 0 5 11 286
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 1 3 5 131
Priors for Macroeconomic Time Series and Their Application 0 0 0 48 0 4 6 116
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 3 6 86
Reply 0 0 0 3 1 5 7 47
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 2 6 9 179
Smoothly mixing regressions 0 0 1 151 0 11 14 276
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 2 155 0 5 10 345
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 0 2 3 80
Statistical inference in the multinomial multiperiod probit model 0 0 1 206 0 8 13 559
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 1 1 1 414
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 1 2 4 128
The Approximate Slopes of Econometric Tests 0 0 0 26 0 3 6 134
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 0 4 11 236
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 1 2 4 514
Using simulation methods for bayesian econometric models: inference, development,and communication 0 2 9 441 5 20 52 988
Total Journal Articles 4 20 93 10,290 81 411 758 28,882

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 5 18 1,346 0 11 32 3,274
Computationally intensive methods for integration in econometrics 0 1 2 530 0 4 8 1,353
Inference and causality in economic time series models 0 1 2 476 1 9 19 1,133
Monte carlo simulation and numerical integration 0 0 2 632 0 10 18 2,028
On Specification in Simultaneous Equation Models 0 0 0 14 1 5 5 62
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 1 6 7 114
Total Chapters 0 7 24 3,028 3 45 89 7,964

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