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 7 453
Advances in Random Utility Models 0 0 0 17 0 1 10 182
Alternative computational approaches to inference in the multinomial probit model 0 0 1 498 0 0 21 1,328
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 0 0 13 506
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 1 179 1 2 17 643
Analysis of variance for bayesian inference 0 0 0 69 0 0 17 219
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 0 2 8 130
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 7 81
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 6 0 1 16 60
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 177 0 0 14 723
Bayesian comparison of econometric models 0 0 0 0 0 0 7 863
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 0 228 0 0 12 449
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 0 1 18 314
Bayesian reduced rank regression in econometrics 0 1 2 193 0 1 29 552
Computational Experiments and Reality 0 0 0 137 0 0 12 926
Econometrics: A Bird's Eye View 0 0 0 380 0 2 15 691
Econometrics: A Bird’s Eye View 0 0 1 208 0 1 25 491
Econometrics: A Bird’s Eye View 0 0 0 683 0 3 22 1,298
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 0 0 8 130
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 0 1 12 184
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 4 16 91 1,851 19 61 322 5,857
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 1 2 25 0 2 12 217
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 0 54 1 1 18 237
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 3 88 0 1 27 334
Measuring the pricing error of the arbitrage pricing theory 0 0 1 508 0 1 14 1,722
Mixture of normals probit models 0 0 0 971 1 3 22 3,834
Monte Carlo simulation and numerical integration 0 0 1 2,281 1 3 21 7,369
Optimal Prediction Pools 0 0 2 245 0 3 15 551
Posterior Simulators in Econometrics 0 0 0 221 0 0 12 495
Posterior simulators in econometrics 0 0 0 61 0 0 25 178
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 0 1 10 40
Predicting turning points 0 0 2 452 1 1 21 952
Prediction using several macroeconomic models 0 0 0 231 0 2 6 499
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 9 158
Priors for macroeconomic time series and their application 0 0 2 185 1 2 17 513
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 1 26 0 0 9 81
Simulation Based Inference for Dynamic Multinomial Choice Models 0 0 1 28 0 1 35 216
Simulation-based Bayesian inference for economic time series 0 0 1 149 0 0 9 344
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 0 0 14 1,644
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 0 1 22 875
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 1 1,201 1 3 28 3,016
Variable selection and model comparison in regression 1 2 3 162 1 2 11 577
Total Working Papers 5 20 117 12,456 27 104 969 39,932

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 1 13 472
A fine time for monetary policy? 0 0 0 34 0 0 9 132
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 4 113
A note on some limitations of CRRA utility 0 1 1 547 0 1 10 1,038
A variance screen for collusion 2 2 15 561 5 7 47 1,348
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 0 344 0 1 17 1,025
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 0 3 54
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 0 3 227 0 1 13 473
Analysis of Variance for Bayesian Inference 0 0 0 36 0 0 8 127
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 1 1 205 0 4 16 591
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 12 123
Bayesian Inference and Posterior Simulators 0 0 0 2 1 2 8 26
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 0 2 20 489
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 1 3 1,275 2 7 39 3,222
Bayesian Model Comparison and Validation 0 0 0 87 0 1 11 300
Bayesian Specification Analysis in Econometrics 0 0 0 49 0 2 5 116
Bayesian Treatment of the Independent Student- t Linear Model 0 0 5 574 1 3 34 1,290
Bayesian econometrics and forecasting 0 0 0 149 1 1 12 316
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 0 205 0 1 16 459
Bayesian reduced rank regression in econometrics 0 0 0 260 0 3 23 742
Comment 0 0 0 8 0 1 8 47
Comment 0 0 0 20 0 0 8 134
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 0 1 8 93
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 2 11 227
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 0 0 556 0 0 10 1,278
Comparing and evaluating Bayesian predictive distributions of asset returns 2 2 6 296 3 7 28 677
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 0 1 16 151
Econometric issues in using the AHEAD panel 0 0 0 13 1 2 6 61
Estimating Regression Models of Finite but Unknown Order 0 1 1 157 0 1 13 388
Estimating regression models of finite but unknown order 0 0 0 72 0 1 13 217
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 0 389 0 1 11 807
Exact predictive densities for linear models with arch disturbances 0 0 1 131 2 2 12 322
Financial Competence and Expectations Formation: Evidence from Australia 0 0 0 19 0 0 4 73
Forecasting time series with common seasonal patterns 0 0 0 23 0 1 3 87
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 0 3 120 1 4 20 253
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 56 0 5 18 174
Inference and prediction in a multiple-structural-break model 0 0 1 56 0 1 12 249
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 0 1 7 372
Introduction: inference and decision making 0 0 0 1 0 0 5 427
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 0 0 7 77
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 160 0 1 11 364
Long run competition in the U.S. aluminum industry 0 0 0 103 0 0 3 389
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 1 3 12 403
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 0 368 0 0 11 1,165
Measuring the Pricing Error of the Arbitrage Pricing Theory 1 1 3 379 2 4 19 1,534
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 0 0 13 68
Mobility Indices in Continuous Time Markov Chains 0 0 1 388 0 0 18 820
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 0 1 12 156
Optimal prediction pools 0 2 4 275 4 11 92 810
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 0 4 216
Power of Tests in Binary Response Models: Comment 0 0 0 0 0 3 9 161
Prediction with Misspecified Models 0 0 0 77 0 1 10 289
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 0 7 134
Priors for Macroeconomic Time Series and Their Application 0 0 0 48 0 1 11 121
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 5 88
Reply 0 0 0 3 0 0 7 48
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 0 0 10 181
Smoothly mixing regressions 0 0 0 151 1 2 16 280
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 0 155 0 0 11 348
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 1 3 7 84
Statistical inference in the multinomial multiperiod probit model 0 0 0 206 0 2 16 565
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 0 2 4 417
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 0 1 6 130
The Approximate Slopes of Econometric Tests 0 0 0 26 0 1 8 137
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 0 0 9 239
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 1 1 7 517
Using simulation methods for bayesian econometric models: inference, development,and communication 1 1 9 447 4 16 60 1,020
Total Journal Articles 6 12 59 10,320 31 121 938 29,254

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 1 2 19 1,353 4 6 43 3,293
Computationally intensive methods for integration in econometrics 0 0 1 530 0 0 13 1,361
Inference and causality in economic time series models 0 0 1 476 1 3 16 1,138
Monte carlo simulation and numerical integration 0 0 3 634 0 1 24 2,037
On Specification in Simultaneous Equation Models 0 0 0 14 1 3 11 68
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 0 1 11 118
Total Chapters 1 2 24 3,037 6 14 118 8,015

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