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 0 6 452
Advances in Random Utility Models 0 0 0 17 0 0 9 181
Alternative computational approaches to inference in the multinomial probit model 0 0 1 498 0 2 24 1,328
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 0 1 13 506
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 1 179 0 2 16 641
Analysis of variance for bayesian inference 0 0 0 69 0 1 18 219
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 1 1 7 129
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 1 177 0 0 15 723
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 6 1 4 17 60
Bayesian comparison of econometric models 0 0 0 0 0 2 7 863
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 1 228 0 0 13 449
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 0 3 18 313
Bayesian reduced rank regression in econometrics 0 0 1 192 0 0 30 551
Computational Experiments and Reality 0 0 0 137 0 1 13 926
Econometrics: A Bird's Eye View 0 0 0 380 0 1 13 689
Econometrics: A Bird’s Eye View 0 0 0 683 0 1 20 1,295
Econometrics: A Bird’s Eye View 0 0 1 208 0 2 24 490
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 0 1 13 183
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 0 1 9 130
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 7 28 98 1,842 20 78 335 5,816
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 1 1 2 25 1 2 11 216
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 0 54 0 0 18 236
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 3 88 0 2 26 333
Measuring the pricing error of the arbitrage pricing theory 0 0 1 508 0 3 13 1,721
Mixture of normals probit models 0 0 0 971 0 0 19 3,831
Monte Carlo simulation and numerical integration 0 0 1 2,281 0 3 21 7,366
Optimal Prediction Pools 0 1 2 245 0 1 13 548
Posterior Simulators in Econometrics 0 0 0 221 0 0 13 495
Posterior simulators in econometrics 0 0 0 61 0 0 25 178
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 0 0 9 39
Predicting turning points 0 0 2 452 0 1 21 951
Prediction using several macroeconomic models 0 0 0 231 1 2 5 498
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 9 158
Priors for macroeconomic time series and their application 0 1 2 185 0 2 15 511
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 1 26 0 2 9 81
Simulation Based Inference for Dynamic Multinomial Choice Models 0 1 1 28 0 1 34 215
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 2 15 1,644
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 1 3 22 875
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 1 1,201 1 6 26 3,014
Variable selection and model comparison in regression 0 0 1 160 0 1 9 575
Total Working Papers 8 33 123 12,444 26 132 969 39,854

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 13 472
A fine time for monetary policy? 0 0 1 34 0 1 10 132
A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 0 0 0 16 0 1 4 113
A note on some limitations of CRRA utility 0 0 0 546 0 1 9 1,037
A variance screen for collusion 0 0 14 559 0 6 45 1,341
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 344 0 2 18 1,024
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 0 4 54
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 0 4 227 0 0 13 472
Analysis of Variance for Bayesian Inference 0 0 0 36 0 1 8 127
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 1 204 1 2 14 588
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 1 7 25
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 1 1 19 488
Bayesian Inference in Econometric Models Using Monte Carlo Integration 1 2 3 1,275 3 6 36 3,218
Bayesian Model Comparison and Validation 0 0 0 87 0 0 10 299
Bayesian Specification Analysis in Econometrics 0 0 0 49 1 1 4 115
Bayesian Treatment of the Independent Student- t Linear Model 0 1 8 574 1 7 37 1,288
Bayesian econometrics and forecasting 0 0 0 149 0 0 11 315
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 0 205 1 2 16 459
Bayesian reduced rank regression in econometrics 0 0 0 260 2 4 22 741
Comment 0 0 0 20 0 0 8 134
Comment 0 0 0 8 1 1 8 47
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 1 2 8 93
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 2 3 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 0 2 4 294 1 11 24 671
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 1 2 16 151
Econometric issues in using the AHEAD panel 0 0 0 13 1 1 5 60
Estimating Regression Models of Finite but Unknown Order 1 1 1 157 1 2 13 388
Estimating regression models of finite but unknown order 0 0 0 72 1 2 14 217
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 1 389 0 1 12 806
Exact predictive densities for linear models with arch disturbances 0 0 1 131 0 0 10 320
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 1 1 3 87
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 2 3 120 2 5 20 251
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 56 2 2 15 171
Inference and prediction in a multiple-structural-break model 0 0 1 56 1 1 14 249
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 1 3 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 8 77
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 160 0 0 10 363
Long run competition in the U.S. aluminum industry 0 0 0 103 0 0 4 389
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 0 0 9 400
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 0 368 0 1 12 1,165
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 378 2 4 17 1,532
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 4 20 820
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 1 2 13 156
Optimal prediction pools 2 2 4 275 3 10 87 802
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 1 4 216
Power of Tests in Binary Response Models: Comment 0 0 0 0 2 2 8 160
Prediction with Misspecified Models 0 0 1 77 0 1 10 288
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 1 3 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 1 11 181
Smoothly mixing regressions 0 0 0 151 1 3 15 279
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 1 5 82
Statistical inference in the multinomial multiperiod probit model 0 0 0 206 1 2 15 564
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 1 1 3 416
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 1 1 6 130
The Approximate Slopes of Econometric Tests 0 0 0 26 1 1 8 137
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 0 1 10 239
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 0 0 6 516
Using simulation methods for bayesian econometric models: inference, development,and communication 0 1 8 446 6 14 56 1,010
Total Journal Articles 4 11 61 10,312 49 128 910 29,182

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 1 18 1,351 1 4 39 3,288
Computationally intensive methods for integration in econometrics 0 0 1 530 0 4 15 1,361
Inference and causality in economic time series models 0 0 1 476 1 1 18 1,136
Monte carlo simulation and numerical integration 0 0 3 634 0 1 25 2,036
On Specification in Simultaneous Equation Models 0 0 0 14 0 0 8 65
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 0 1 10 117
Total Chapters 0 1 23 3,035 2 11 115 8,003

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Statistics updated 2026-08-07