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 4 6 452
Advances in Random Utility Models 0 0 0 17 0 1 9 181
Alternative computational approaches to inference in the multinomial probit model 0 0 1 498 1 9 24 1,328
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 0 0 0 134 0 7 13 506
An empirical analysis of income dynamics among men in the PSID: 1968-1989 0 0 1 179 0 4 16 641
Analysis of variance for bayesian inference 0 0 0 69 1 4 18 219
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 0 0 0 21 0 3 6 128
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices 0 0 0 9 0 3 7 81
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 6 3 3 16 59
Bayesian Inference for Hospital Quality in a Selection Model 0 0 1 177 0 4 15 723
Bayesian comparison of econometric models 0 0 0 0 0 3 8 863
Bayesian inference for dynamic choice models without the need for dynamic programming 0 0 1 228 0 4 13 449
Bayesian inference for linear models subject to linear inequality constraints 0 0 0 119 2 4 20 313
Bayesian reduced rank regression in econometrics 0 0 1 192 0 2 30 551
Computational Experiments and Reality 0 0 0 137 1 6 13 926
Econometrics: A Bird's Eye View 0 0 0 380 0 2 13 689
Econometrics: A Bird’s Eye View 0 0 1 208 0 5 25 490
Econometrics: A Bird’s Eye View 0 0 0 683 1 3 22 1,295
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 70 1 5 13 183
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice 0 0 0 20 1 3 9 130
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments 17 30 102 1,835 37 81 350 5,796
Financial Competence, Risk Presentation and Retirement Portfolio Preferences 0 0 1 24 1 3 10 215
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 0 54 0 4 18 236
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 2 3 88 0 6 26 333
Measuring the pricing error of the arbitrage pricing theory 0 0 1 508 0 5 13 1,721
Mixture of normals probit models 0 0 0 971 0 4 19 3,831
Monte Carlo simulation and numerical integration 0 0 1 2,281 2 5 22 7,366
Optimal Prediction Pools 1 1 2 245 1 2 13 548
Posterior Simulators in Econometrics 0 0 0 221 0 1 13 495
Posterior simulators in econometrics 0 0 0 61 0 2 25 178
Predicting Turning Points: Technical Paper 2000-3 0 0 0 6 0 1 10 39
Predicting turning points 0 0 2 452 1 3 21 951
Prediction using several macroeconomic models 0 0 0 231 1 1 4 497
Prior density ratio class robustness in econometrics 0 0 0 17 0 2 9 158
Priors for macroeconomic time series and their application 1 1 2 185 2 5 15 511
Recursively Simulating Multinomial Multiperiod Probit Probabilities 0 0 1 26 0 3 9 81
Simulation Based Inference for Dynamic Multinomial Choice Models 0 1 1 28 0 6 34 215
Simulation-based Bayesian inference for economic time series 0 0 1 149 0 1 9 344
Statistical inference in the multinomial multiperiod probit model 0 0 0 475 1 3 15 1,644
Using Simulation Methods for Bayesian Econometric Models 0 0 0 0 1 5 22 874
Using simulation methods for Bayesian econometric models: inference, development, and communication 0 0 2 1,201 1 11 26 3,013
Variable selection and model comparison in regression 0 0 1 160 0 3 9 575
Total Working Papers 19 35 127 12,436 59 236 988 39,828

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 6 12 471
A fine time for monetary policy? 0 0 1 34 1 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 2 4 113
A note on some limitations of CRRA utility 0 0 0 546 0 5 9 1,037
A variance screen for collusion 0 1 16 559 3 8 49 1,341
Alternative Computational Approaches to Inference in the Multinomial Probit Model 0 0 1 344 1 2 18 1,024
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 2 4 54
An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 0 0 4 227 0 1 14 472
Analysis of Variance for Bayesian Inference 0 0 0 36 0 4 9 127
Antithetic acceleration of Monte Carlo integration in Bayesian inference 0 0 1 204 1 5 14 587
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 1 13 123
Bayesian Inference and Posterior Simulators 0 0 0 2 0 0 6 24
Bayesian Inference for Hospital Quality in a Selection Model 0 0 0 91 0 9 18 487
Bayesian Inference in Econometric Models Using Monte Carlo Integration 1 1 3 1,274 2 13 36 3,215
Bayesian Model Comparison and Validation 0 0 0 87 0 0 10 299
Bayesian Specification Analysis in Econometrics 0 0 0 49 0 0 3 114
Bayesian Treatment of the Independent Student- t Linear Model 0 2 11 574 1 10 40 1,287
Bayesian econometrics and forecasting 0 0 1 149 0 1 13 315
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 0 205 0 2 15 458
Bayesian reduced rank regression in econometrics 0 0 1 260 0 8 22 739
Comment 0 0 0 8 0 2 7 46
Comment 0 0 0 20 0 2 8 134
Comment on Poirer: Operational Bayesian Methods in Econometrics 0 0 0 22 0 2 8 92
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 2 10 225
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence 0 0 2 556 0 0 13 1,278
Comparing and evaluating Bayesian predictive distributions of asset returns 1 2 5 294 9 15 24 670
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 0 3 15 150
Econometric issues in using the AHEAD panel 0 0 0 13 0 1 4 59
Estimating Regression Models of Finite but Unknown Order 0 0 0 156 1 3 13 387
Estimating regression models of finite but unknown order 0 0 0 72 1 3 13 216
Exact Inference in the Inequality Constrained Normal Linear Regression Model 0 0 1 389 1 3 13 806
Exact predictive densities for linear models with arch disturbances 0 0 2 131 0 1 11 320
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 0 0 3 86
Getting It Right: Joint Distribution Tests of Posterior Simulators 1 2 4 120 2 6 19 249
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 56 0 2 13 169
Inference and prediction in a multiple-structural-break model 0 0 1 56 0 4 13 248
Interpretation and inference in mixture models: Simple MCMC works 0 0 0 153 1 2 6 371
Introduction: inference and decision making 0 0 0 1 0 1 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 1 10 363
Long run competition in the U.S. aluminum industry 0 0 0 103 0 0 5 389
Macroeconometric Modeling and the Theory of the Representative Agent 0 0 0 184 0 1 10 400
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 0 368 0 2 12 1,165
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 378 1 4 15 1,530
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets 0 0 0 5 0 1 13 68
Mobility Indices in Continuous Time Markov Chains 0 0 1 388 1 4 20 820
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments 0 0 0 39 0 3 12 155
Optimal prediction pools 0 1 2 273 2 10 84 799
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking 0 0 0 42 1 1 4 216
Power of Tests in Binary Response Models: Comment 0 0 0 0 0 2 6 158
Prediction with Misspecified Models 0 0 1 77 1 2 11 288
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 3 8 134
Priors for Macroeconomic Time Series and Their Application 0 0 0 48 1 4 10 120
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 1 6 88
Reply 0 0 0 3 0 1 8 48
Seminonparametric Bayesian estimation of the asymptotically ideal production model 0 0 0 47 1 2 11 181
Smoothly mixing regressions 0 0 0 151 1 2 14 278
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange 0 0 0 155 0 3 11 348
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment 0 0 0 7 0 1 4 81
Statistical inference in the multinomial multiperiod probit model 0 0 0 206 1 4 15 563
Temporal Aggregation in the Multiple Regression Model 0 0 0 135 0 1 2 415
Testing the exogeneity specification in the complete dynamic simultaneous equation model 0 0 0 44 0 0 5 129
The Approximate Slopes of Econometric Tests 0 0 0 26 0 2 7 136
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 0 0 0 0 1 3 12 239
The Superneutrality of Money in the United States: An Interpretation of the Evidence 0 0 0 176 0 2 6 516
Using simulation methods for bayesian econometric models: inference, development,and communication 0 5 8 446 1 15 53 1,004
Total Journal Articles 3 14 70 10,308 38 207 903 29,133

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 5 19 1,351 1 12 40 3,287
Computationally intensive methods for integration in econometrics 0 0 1 530 4 6 15 1,361
Inference and causality in economic time series models 0 0 1 476 0 2 17 1,135
Monte carlo simulation and numerical integration 0 0 4 634 1 4 26 2,036
On Specification in Simultaneous Equation Models 0 0 0 14 0 3 8 65
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series 0 0 0 30 1 3 10 117
Total Chapters 0 5 25 3,035 7 30 116 8,001

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