| 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 |
2 |
3 |
448 |
| Advances in Random Utility Models |
0 |
0 |
1 |
17 |
3 |
6 |
7 |
178 |
| Alternative computational approaches to inference in the multinomial probit model |
0 |
1 |
2 |
498 |
4 |
11 |
16 |
1,318 |
| An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 |
0 |
0 |
0 |
134 |
1 |
3 |
6 |
498 |
| An empirical analysis of income dynamics among men in the PSID: 1968-1989 |
0 |
1 |
1 |
179 |
3 |
9 |
11 |
635 |
| Analysis of variance for bayesian inference |
0 |
0 |
0 |
69 |
4 |
9 |
13 |
213 |
| Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 |
0 |
0 |
0 |
21 |
2 |
3 |
4 |
125 |
| Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices |
0 |
0 |
0 |
9 |
1 |
2 |
3 |
77 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
0 |
1 |
6 |
6 |
8 |
10 |
53 |
| Bayesian Inference for Hospital Quality in a Selection Model |
1 |
1 |
1 |
177 |
5 |
9 |
10 |
718 |
| Bayesian comparison of econometric models |
0 |
0 |
0 |
0 |
3 |
4 |
9 |
860 |
| Bayesian inference for dynamic choice models without the need for dynamic programming |
0 |
0 |
1 |
228 |
4 |
5 |
7 |
442 |
| Bayesian inference for linear models subject to linear inequality constraints |
0 |
0 |
0 |
119 |
5 |
7 |
14 |
305 |
| Bayesian reduced rank regression in econometrics |
0 |
1 |
1 |
192 |
5 |
18 |
25 |
544 |
| Computational Experiments and Reality |
0 |
0 |
0 |
137 |
3 |
3 |
8 |
917 |
| Econometrics: A Bird's Eye View |
0 |
0 |
0 |
380 |
4 |
9 |
12 |
687 |
| Econometrics: A Bird’s Eye View |
1 |
1 |
1 |
208 |
9 |
14 |
19 |
482 |
| Econometrics: A Bird’s Eye View |
0 |
0 |
1 |
683 |
4 |
6 |
11 |
1,283 |
| Economic Rationality, Risk Presentation, and Retirement Portfolio Choice |
0 |
0 |
0 |
20 |
2 |
4 |
5 |
126 |
| Economic Rationality, Risk Presentation, and Retirement Portfolio Choice |
0 |
0 |
0 |
70 |
4 |
6 |
8 |
178 |
| Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments |
6 |
18 |
93 |
1,784 |
35 |
88 |
330 |
5,656 |
| Financial Competence, Risk Presentation and Retirement Portfolio Preferences |
1 |
1 |
1 |
24 |
4 |
6 |
6 |
211 |
| Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns |
0 |
0 |
1 |
54 |
7 |
8 |
13 |
228 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
1 |
85 |
8 |
13 |
20 |
321 |
| Measuring the pricing error of the arbitrage pricing theory |
0 |
0 |
0 |
507 |
6 |
7 |
9 |
1,715 |
| Mixture of normals probit models |
0 |
0 |
1 |
971 |
5 |
10 |
14 |
3,823 |
| Monte Carlo simulation and numerical integration |
0 |
0 |
0 |
2,280 |
4 |
8 |
14 |
7,356 |
| Optimal Prediction Pools |
0 |
1 |
2 |
244 |
4 |
8 |
13 |
545 |
| Posterior Simulators in Econometrics |
0 |
0 |
0 |
221 |
3 |
7 |
9 |
491 |
| Posterior simulators in econometrics |
0 |
0 |
0 |
61 |
18 |
23 |
23 |
176 |
| Predicting Turning Points: Technical Paper 2000-3 |
0 |
0 |
0 |
6 |
4 |
6 |
8 |
37 |
| Predicting turning points |
1 |
2 |
2 |
452 |
3 |
9 |
14 |
943 |
| Prediction using several macroeconomic models |
0 |
0 |
0 |
231 |
1 |
2 |
3 |
495 |
| Prior density ratio class robustness in econometrics |
0 |
0 |
0 |
17 |
3 |
6 |
7 |
155 |
| Priors for macroeconomic time series and their application |
1 |
1 |
1 |
184 |
3 |
6 |
6 |
502 |
| Recursively Simulating Multinomial Multiperiod Probit Probabilities |
0 |
1 |
1 |
26 |
2 |
3 |
3 |
75 |
| Simulation Based Inference for Dynamic Multinomial Choice Models |
0 |
0 |
0 |
27 |
13 |
18 |
20 |
201 |
| Simulation-based Bayesian inference for economic time series |
0 |
1 |
1 |
149 |
4 |
7 |
9 |
343 |
| Statistical inference in the multinomial multiperiod probit model |
0 |
0 |
0 |
475 |
4 |
9 |
13 |
1,640 |
| Using Simulation Methods for Bayesian Econometric Models |
0 |
0 |
0 |
0 |
4 |
9 |
13 |
863 |
| Using simulation methods for Bayesian econometric models: inference, development, and communication |
1 |
1 |
2 |
1,201 |
6 |
11 |
15 |
3,000 |
| Variable selection and model comparison in regression |
0 |
0 |
2 |
160 |
2 |
5 |
15 |
572 |
| Total Working Papers |
12 |
31 |
118 |
12,377 |
215 |
407 |
778 |
39,435 |
| 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 |
3 |
6 |
6 |
465 |
| A fine time for monetary policy? |
0 |
0 |
1 |
34 |
3 |
6 |
8 |
130 |
| 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 |
0 |
546 |
2 |
4 |
6 |
1,032 |
| A variance screen for collusion |
3 |
7 |
17 |
554 |
4 |
21 |
46 |
1,324 |
| Alternative Computational Approaches to Inference in the Multinomial Probit Model |
0 |
0 |
1 |
344 |
4 |
10 |
16 |
1,020 |
| An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
52 |
| An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 |
1 |
3 |
6 |
227 |
4 |
11 |
18 |
471 |
| Analysis of Variance for Bayesian Inference |
0 |
0 |
0 |
36 |
2 |
3 |
6 |
122 |
| Antithetic acceleration of Monte Carlo integration in Bayesian inference |
0 |
0 |
5 |
204 |
3 |
4 |
15 |
580 |
| Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
3 |
6 |
9 |
118 |
| Bayesian Inference and Posterior Simulators |
0 |
0 |
0 |
2 |
4 |
5 |
5 |
23 |
| Bayesian Inference for Hospital Quality in a Selection Model |
0 |
0 |
0 |
91 |
6 |
7 |
7 |
476 |
| Bayesian Inference in Econometric Models Using Monte Carlo Integration |
1 |
1 |
5 |
1,273 |
6 |
14 |
29 |
3,198 |
| Bayesian Model Comparison and Validation |
0 |
0 |
0 |
87 |
4 |
7 |
10 |
299 |
| Bayesian Specification Analysis in Econometrics |
0 |
0 |
0 |
49 |
1 |
1 |
1 |
112 |
| Bayesian Treatment of the Independent Student- t Linear Model |
1 |
2 |
12 |
571 |
3 |
11 |
34 |
1,273 |
| Bayesian econometrics and forecasting |
0 |
0 |
1 |
149 |
4 |
5 |
11 |
312 |
| Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling |
0 |
0 |
1 |
205 |
2 |
4 |
12 |
452 |
| Bayesian reduced rank regression in econometrics |
0 |
0 |
2 |
260 |
3 |
8 |
13 |
729 |
| Comment |
0 |
0 |
0 |
20 |
3 |
5 |
5 |
131 |
| Comment |
0 |
0 |
0 |
8 |
3 |
5 |
5 |
44 |
| Comment on Poirer: Operational Bayesian Methods in Econometrics |
0 |
0 |
0 |
22 |
2 |
3 |
4 |
88 |
| Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" |
0 |
0 |
0 |
52 |
2 |
4 |
7 |
222 |
| Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence |
0 |
0 |
3 |
556 |
7 |
8 |
12 |
1,276 |
| Comparing and evaluating Bayesian predictive distributions of asset returns |
1 |
1 |
2 |
291 |
3 |
3 |
6 |
652 |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
1 |
48 |
5 |
8 |
10 |
144 |
| Econometric issues in using the AHEAD panel |
0 |
0 |
0 |
13 |
2 |
3 |
3 |
58 |
| Estimating Regression Models of Finite but Unknown Order |
0 |
0 |
0 |
156 |
0 |
6 |
7 |
381 |
| Estimating regression models of finite but unknown order |
0 |
0 |
0 |
72 |
3 |
6 |
10 |
212 |
| Exact Inference in the Inequality Constrained Normal Linear Regression Model |
0 |
0 |
2 |
389 |
1 |
6 |
10 |
802 |
| Exact predictive densities for linear models with arch disturbances |
1 |
1 |
3 |
131 |
3 |
9 |
12 |
319 |
| Financial Competence and Expectations Formation: Evidence from Australia |
0 |
0 |
1 |
19 |
1 |
3 |
5 |
72 |
| Forecasting time series with common seasonal patterns |
0 |
0 |
0 |
23 |
2 |
2 |
4 |
86 |
| Getting It Right: Joint Distribution Tests of Posterior Simulators |
0 |
1 |
3 |
118 |
2 |
8 |
15 |
242 |
| Hierarchical Markov normal mixture models with applications to financial asset returns |
0 |
1 |
2 |
56 |
2 |
10 |
11 |
166 |
| Inference and prediction in a multiple-structural-break model |
0 |
0 |
0 |
55 |
5 |
5 |
7 |
242 |
| Interpretation and inference in mixture models: Simple MCMC works |
0 |
0 |
0 |
153 |
3 |
4 |
4 |
369 |
| Introduction: inference and decision making |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
426 |
| Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment |
0 |
0 |
0 |
1 |
3 |
4 |
6 |
75 |
| Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis |
0 |
0 |
0 |
160 |
2 |
7 |
9 |
361 |
| Long run competition in the U.S. aluminum industry |
0 |
0 |
0 |
103 |
2 |
3 |
5 |
389 |
| Macroeconometric Modeling and the Theory of the Representative Agent |
0 |
0 |
0 |
184 |
4 |
6 |
10 |
398 |
| Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series |
0 |
0 |
1 |
368 |
4 |
4 |
8 |
1,160 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
1 |
3 |
378 |
4 |
7 |
14 |
1,524 |
| Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets |
0 |
0 |
0 |
5 |
3 |
7 |
11 |
65 |
| Mobility Indices in Continuous Time Markov Chains |
0 |
1 |
1 |
388 |
6 |
12 |
16 |
815 |
| Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments |
0 |
0 |
0 |
39 |
3 |
7 |
10 |
152 |
| Optimal prediction pools |
0 |
0 |
5 |
271 |
35 |
37 |
54 |
757 |
| Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking |
0 |
0 |
0 |
42 |
1 |
1 |
4 |
214 |
| Power of Tests in Binary Response Models: Comment |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
156 |
| Prediction with Misspecified Models |
0 |
0 |
2 |
77 |
3 |
7 |
12 |
286 |
| Prior Density-Ratio Class Robustness in Econometrics |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
130 |
| Priors for Macroeconomic Time Series and Their Application |
0 |
0 |
0 |
48 |
2 |
6 |
6 |
116 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
85 |
| Reply |
0 |
0 |
0 |
3 |
3 |
5 |
6 |
46 |
| Seminonparametric Bayesian estimation of the asymptotically ideal production model |
0 |
0 |
0 |
47 |
3 |
6 |
8 |
177 |
| Smoothly mixing regressions |
0 |
0 |
2 |
151 |
10 |
11 |
15 |
276 |
| Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange |
0 |
0 |
2 |
155 |
4 |
5 |
10 |
345 |
| Some experiments in constructing a hybrid model for macroeconomic analysis: A comment |
0 |
0 |
0 |
7 |
2 |
3 |
3 |
80 |
| Statistical inference in the multinomial multiperiod probit model |
0 |
0 |
1 |
206 |
5 |
10 |
13 |
559 |
| 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 |
1 |
3 |
3 |
127 |
| The Approximate Slopes of Econometric Tests |
0 |
0 |
0 |
26 |
1 |
4 |
6 |
134 |
| The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
236 |
| The Superneutrality of Money in the United States: An Interpretation of the Evidence |
0 |
0 |
0 |
176 |
0 |
2 |
3 |
513 |
| Using simulation methods for bayesian econometric models: inference, development,and communication |
1 |
3 |
12 |
441 |
12 |
19 |
51 |
983 |
| Total Journal Articles |
9 |
22 |
97 |
10,286 |
233 |
425 |
705 |
28,801 |
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