| 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 |