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 4 4 6 452
Advances in Random Utility Models 0 0 0 17 1 3 9 181
Alternative computational approaches to inference in the multinomial probit model 0 0 2 498 7 8 23 1,326
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 6 7 12 505
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 1 179 2 4 14 639
Analysis of variance for bayesian inference 0 0 0 69 3 5 17 218
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 3 3 6 128
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices 0 0 0 9 3 4 7 81
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 177 4 5 15 723
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 6 0 3 13 56
Bayesian comparison of econometric models 0 0 0 0 1 1 6 861
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 1 228 4 7 14 449
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 1 5 17 310
Bayesian reduced rank regression in econometrics 0 0 1 192 2 7 31 551
Computational Experiments and Reality 0 0 0 137 5 8 14 925
Econometrics: A Bird's Eye View 0 0 0 380 1 1 12 688
Econometrics: A Bird’s Eye View 0 0 0 683 2 11 21 1,294
Econometrics: A Bird’s Eye View 0 0 1 208 3 6 24 488
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 2 3 8 129
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 4 4 12 182
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 9 30 107 1,814 23 82 349 5,738
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 0 1 24 2 3 9 214
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 0 54 4 8 19 236
Measuring the Pricing Error of the Arbitrage Pricing Theory 1 2 3 87 4 10 28 331
Measuring the pricing error of the arbitrage pricing theory 0 1 1 508 2 3 11 1,718
Mixture of normals probit models 0 0 0 971 4 8 20 3,831
Monte Carlo simulation and numerical integration 0 1 1 2,281 2 7 20 7,363
Optimal Prediction Pools 0 0 1 244 1 2 13 547
Posterior Simulators in Econometrics 0 0 0 221 1 4 13 495
Posterior simulators in econometrics 0 0 0 61 2 2 25 178
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 1 2 10 39
Predicting turning points 0 0 2 452 2 7 20 950
Prediction using several macroeconomic models 0 0 0 231 0 1 4 496
Prior density ratio class robustness in econometrics 0 0 0 17 2 3 9 158
Priors for macroeconomic time series and their application 0 0 1 184 3 7 13 509
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 1 26 1 4 7 79
Simulation Based Inference for Dynamic Multinomial Choice Models 0 0 0 27 5 13 33 214
Simulation-based Bayesian inference for economic time series 0 0 1 149 1 1 9 344
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 1 2 14 1,642
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 3 9 22 872
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 2 1,201 6 8 23 3,008
Variable selection and model comparison in regression 0 0 2 160 2 2 12 574
Total Working Papers 10 34 131 12,411 130 287 964 39,722

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 5 5 11 470
A fine time for monetary policy? 0 0 1 34 0 1 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 1 3 3 112
A note on some limitations of CRRA utility 0 0 0 546 4 4 9 1,036
A variance screen for collusion 1 5 20 559 2 11 52 1,335
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 344 0 2 17 1,022
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 2 2 4 54
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 0 5 227 1 1 17 472
Analysis of Variance for Bayesian Inference 0 0 0 36 3 4 8 126
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 4 204 4 6 17 586
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 5 13 123
Bayesian Inference and Posterior Simulators 0 0 0 2 0 1 6 24
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 9 11 18 487
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 0 3 1,273 10 14 36 3,212
Bayesian Model Comparison and Validation 0 0 0 87 0 0 10 299
Bayesian Specification Analysis in Econometrics 0 0 0 49 0 2 3 114
Bayesian Treatment of the Independent Student- t Linear Model 1 2 12 573 4 8 39 1,281
Bayesian econometrics and forecasting 0 0 1 149 1 3 13 315
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 1 5 16 457
Bayesian reduced rank regression in econometrics 0 0 1 260 6 8 20 737
Comment 0 0 0 20 2 3 8 134
Comment 0 0 0 8 2 2 7 46
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 1 3 7 91
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 2 9 224
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 0 2 556 0 2 13 1,278
Comparing and evaluating Bayesian predictive distributions of asset returns 0 1 3 292 5 8 14 660
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 2 5 14 149
Econometric issues in using the AHEAD panel 0 0 0 13 1 1 4 59
Estimating Regression Models of Finite but Unknown Order 0 0 0 156 2 5 12 386
Estimating regression models of finite but unknown order 0 0 0 72 2 3 12 215
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 1 389 2 3 12 805
Exact predictive densities for linear models with arch disturbances 0 0 3 131 1 1 12 320
Financial Competence and Expectations Formation: Evidence from Australia 0 0 1 19 0 1 5 73
Forecasting time series with common seasonal patterns 0 0 0 23 0 0 3 86
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 0 3 118 3 4 19 246
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 56 2 3 13 169
Inference and prediction in a multiple-structural-break model 0 1 1 56 4 6 13 248
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 0 0 4 369
Introduction: inference and decision making 0 0 0 1 1 1 5 427
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 0 2 8 77
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 160 1 2 11 363
Long run competition in the U.S. aluminum industry 0 0 0 103 0 0 5 389
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 1 2 10 400
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 1 368 1 4 12 1,164
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 378 2 4 15 1,528
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 1 3 13 68
Mobility Indices in Continuous Time Markov Chains 0 0 1 388 0 1 16 816
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 2 2 11 154
Optimal prediction pools 1 2 6 273 3 35 82 792
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 1 3 215
Power of Tests in Binary Response Models: Comment 0 0 0 0 2 2 6 158
Prediction with Misspecified Models 0 0 1 77 1 1 10 287
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 3 4 8 134
Priors for Macroeconomic Time Series and Their Application 0 0 0 48 2 2 8 118
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 3 7 88
Reply 0 0 0 3 1 2 8 48
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 1 3 10 180
Smoothly mixing regressions 0 0 1 151 0 0 13 276
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 0 155 3 3 11 348
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 1 1 4 81
Statistical inference in the multinomial multiperiod probit model 0 0 1 206 3 3 15 562
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 1 2 2 415
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 0 2 5 129
The Approximate Slopes of Econometric Tests 0 0 0 26 2 2 8 136
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 2 2 12 238
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 2 3 6 516
Using simulation methods for bayesian econometric models: inference, development,and communication 4 4 10 445 7 13 56 996
Total Journal Articles 7 15 88 10,301 128 253 882 29,054

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 4 4 19 1,350 9 10 39 3,284
Computationally intensive methods for integration in econometrics 0 0 2 530 2 4 12 1,357
Inference and causality in economic time series models 0 0 1 476 2 3 17 1,135
Monte carlo simulation and numerical integration 0 2 4 634 3 7 25 2,035
On Specification in Simultaneous Equation Models 0 0 0 14 3 4 8 65
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 2 3 9 116
Total Chapters 4 6 26 3,034 21 31 110 7,992

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