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 |