Access Statistics for John Geweke

Author contact details at EconPapers.

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 1 1 2 447
Advances in Random Utility Models 0 0 1 17 2 2 3 174
Alternative computational approaches to inference in the multinomial probit model 1 1 2 498 5 6 11 1,312
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 2 4 5 497
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 0 178 2 2 4 628
Analysis of variance for bayesian inference 0 0 0 69 1 3 5 205
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 0 0 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 1 1 75
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 176 0 1 1 709
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 6 1 2 3 46
Bayesian comparison of econometric models 0 0 0 0 1 1 7 857
Bayesian inference for dynamic choice models without the need for dynamic programming 0 1 1 228 0 1 2 437
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 1 3 8 299
Bayesian reduced rank regression in econometrics 1 1 1 192 9 13 17 535
Computational Experiments and Reality 0 0 0 137 0 0 5 914
Econometrics: A Bird's Eye View 0 0 0 380 0 2 3 678
Econometrics: A Bird’s Eye View 0 0 0 207 2 4 7 470
Econometrics: A Bird’s Eye View 0 0 1 683 0 2 6 1,277
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 1 2 2 123
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 1 1 3 173
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 8 19 99 1,774 32 90 336 5,600
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 0 0 23 1 1 1 206
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 1 54 0 2 5 220
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 1 85 3 4 10 311
Measuring the pricing error of the arbitrage pricing theory 0 0 0 507 0 0 2 1,708
Mixture of normals probit models 0 0 1 971 2 3 6 3,815
Monte Carlo simulation and numerical integration 0 0 0 2,280 2 2 10 7,350
Optimal Prediction Pools 1 1 2 244 2 3 7 539
Posterior Simulators in Econometrics 0 0 0 221 1 2 4 485
Posterior simulators in econometrics 0 0 0 61 3 3 3 156
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 2 3 4 33
Predicting turning points 0 0 0 450 3 7 9 937
Prediction using several macroeconomic models 0 0 1 231 0 0 4 493
Prior density ratio class robustness in econometrics 0 0 0 17 2 2 3 151
Priors for macroeconomic time series and their application 0 0 0 183 0 0 0 496
Recursively Simulating Multinomial Multiperiod Probit Probabilities 1 1 1 26 1 1 1 73
Simulation Based Inference for Dynamic Multinomial Choice Models 0 0 0 27 4 6 7 187
Simulation-based Bayesian inference for economic time series 1 1 1 149 2 3 5 338
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 1 2 5 1,632
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 3 4 7 857
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 1 1,200 3 4 8 2,992
Variable selection and model comparison in regression 0 1 2 160 0 1 10 567
Total Working Papers 13 26 117 12,359 96 194 544 39,124


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 2 2 4 461
A fine time for monetary policy? 0 1 1 34 1 3 4 125
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 1 546 1 1 6 1,029
A variance screen for collusion 3 5 18 550 12 17 44 1,315
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 1 1 344 5 8 11 1,015
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 0 2 51
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 1 1 7 225 4 4 15 464
Analysis of Variance for Bayesian Inference 0 0 0 36 0 0 3 119
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 5 204 1 2 15 577
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 2 4 113
Bayesian Inference and Posterior Simulators 0 0 0 2 1 1 1 19
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 1 1 1 470
Bayesian Inference in Econometric Models Using Monte Carlo Integration 0 0 4 1,272 3 4 18 3,187
Bayesian Model Comparison and Validation 0 0 0 87 1 4 5 293
Bayesian Specification Analysis in Econometrics 0 0 0 49 0 0 0 111
Bayesian Treatment of the Independent Student- t Linear Model 1 2 13 570 4 12 31 1,266
Bayesian econometrics and forecasting 0 0 1 149 0 3 8 307
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 7 10 450
Bayesian reduced rank regression in econometrics 0 0 3 260 1 3 8 722
Comment 0 0 0 20 1 1 1 127
Comment 0 0 0 8 0 0 0 39
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 0 0 1 85
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 3 5 219
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 0 4 556 0 0 5 1,268
Comparing and evaluating Bayesian predictive distributions of asset returns 0 0 1 290 0 0 3 649
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 1 1 48 2 3 5 138
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 0 156 4 4 5 379
Estimating regression models of finite but unknown order 0 0 0 72 3 6 7 209
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 1 2 389 1 2 5 797
Exact predictive densities for linear models with arch disturbances 0 0 3 130 1 1 5 311
Financial Competence and Expectations Formation: Evidence from Australia 0 0 1 19 1 1 3 70
Forecasting time series with common seasonal patterns 0 0 0 23 0 0 2 84
Getting It Right: Joint Distribution Tests of Posterior Simulators 0 0 3 117 2 4 10 236
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 55 6 6 7 162
Inference and prediction in a multiple-structural-break model 0 0 0 55 0 1 2 237
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 1 1 2 366
Introduction: inference and decision making 0 0 0 1 2 3 4 425
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 1 3 3 72
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 160 1 2 3 355
Long run competition in the U.S. aluminum industry 0 0 1 103 1 1 5 387
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 0 1 5 392
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 1 368 0 2 4 1,156
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 377 1 3 9 1,518
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 3 6 7 61
Mobility Indices in Continuous Time Markov Chains 0 0 1 387 1 2 6 804
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 1 2 5 146
Optimal prediction pools 0 0 8 271 0 3 24 720
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 0 1 3 213
Power of Tests in Binary Response Models: Comment 0 0 0 0 1 1 1 153
Prediction with Misspecified Models 0 0 2 77 2 2 8 281
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 1 1 2 128
Priors for Macroeconomic Time Series and Their Application 0 0 0 48 2 2 2 112
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 3 83
Reply 0 0 0 3 1 1 2 42
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 2 2 4 173
Smoothly mixing regressions 0 0 3 151 0 1 5 265
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 2 155 0 3 5 340
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 1 1 1 78
Statistical inference in the multinomial multiperiod probit model 0 0 1 206 2 2 5 551
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 2 2 2 126
The Approximate Slopes of Econometric Tests 0 0 0 26 1 2 3 131
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 1 3 8 232
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 1 2 2 512
Using simulation methods for bayesian econometric models: inference, development,and communication 1 1 10 439 4 12 40 968
Total Journal Articles 6 14 102 10,270 95 173 430 28,471


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 3 7 17 1,341 9 13 30 3,263
Computationally intensive methods for integration in econometrics 0 0 1 529 1 1 5 1,349
Inference and causality in economic time series models 0 0 3 475 0 4 13 1,124
Monte carlo simulation and numerical integration 1 1 3 632 4 5 10 2,018
On Specification in Simultaneous Equation Models 0 0 0 14 0 0 0 57
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 1 1 1 108
Total Chapters 4 8 24 3,021 15 24 59 7,919


Statistics updated 2025-12-06