| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Infinite Hidden Markov Vector Autoregressive Model |
0 |
0 |
0 |
60 |
0 |
1 |
5 |
66 |
| A Bayesian approach to two-mode clustering |
0 |
0 |
0 |
53 |
5 |
8 |
12 |
130 |
| A Dynamic Utility Maximization Model for Product Category Consumption |
0 |
0 |
0 |
209 |
1 |
2 |
4 |
801 |
| A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes |
0 |
0 |
0 |
107 |
7 |
9 |
13 |
394 |
| A Joint Framework for Category Purchase and Consumption Behavior |
0 |
0 |
0 |
130 |
4 |
8 |
8 |
530 |
| A Multivariate Model for Multinomial Choices |
0 |
0 |
0 |
66 |
4 |
5 |
7 |
133 |
| A hierarchical Bayes error correction model to explain dynamic effects |
0 |
0 |
0 |
16 |
5 |
10 |
12 |
96 |
| A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity |
0 |
0 |
1 |
23 |
7 |
12 |
14 |
56 |
| A nonlinear long memory model for US unemployment |
0 |
0 |
0 |
45 |
3 |
3 |
6 |
104 |
| A rank-ordered logit model with unobserved heterogeneity in ranking capabilities |
0 |
1 |
1 |
174 |
4 |
6 |
18 |
631 |
| A simple test for GARCH against a stochastic volatility |
0 |
0 |
0 |
35 |
3 |
5 |
6 |
106 |
| An Alternative Bayesian Approach to Structural Breaks in Time Series Models |
0 |
0 |
0 |
77 |
14 |
18 |
19 |
197 |
| An Empirical Study of Cash Payments |
0 |
0 |
0 |
149 |
5 |
6 |
6 |
392 |
| Analyzing the effects of past prices on reference price formation |
0 |
0 |
0 |
21 |
3 |
4 |
7 |
99 |
| Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income |
0 |
0 |
0 |
128 |
5 |
7 |
8 |
551 |
| Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income |
0 |
0 |
0 |
17 |
4 |
7 |
9 |
107 |
| Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts |
0 |
0 |
0 |
10 |
4 |
4 |
4 |
64 |
| Bayesian Forecasting of Federal Funds Target Rate Decisions |
0 |
0 |
0 |
27 |
5 |
5 |
7 |
401 |
| Bayesian Model Averaging in the Presence of Structural Breaks |
0 |
0 |
0 |
35 |
2 |
7 |
8 |
137 |
| Censored latent effects autoregression, with an application to US unemployment |
0 |
0 |
0 |
18 |
7 |
8 |
9 |
66 |
| Common large innovations across nonlinear time series |
0 |
0 |
0 |
5 |
2 |
2 |
4 |
51 |
| Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
9 |
4 |
4 |
4 |
94 |
| Deriving Target Selection Rules from Endogenously Selected Samples |
0 |
0 |
0 |
124 |
0 |
4 |
10 |
595 |
| Do Experts incorporate Statistical Model Forecasts and should they? |
0 |
0 |
0 |
28 |
2 |
6 |
8 |
109 |
| Do experts incorporate statistical model forecasts and should they? |
0 |
0 |
0 |
18 |
3 |
3 |
4 |
93 |
| Do leading indicators lead peaks more than troughs? |
0 |
0 |
0 |
92 |
5 |
9 |
10 |
255 |
| Do the US and Canada have a common nonlinear cycle in unemployment? |
0 |
0 |
0 |
6 |
4 |
5 |
6 |
62 |
| Does Africa grow slower than Asia and Latin America? |
0 |
0 |
0 |
12 |
6 |
10 |
13 |
66 |
| Dynamics in clickthrough and conversion probabilities of paid search advertisements |
0 |
0 |
0 |
17 |
4 |
6 |
7 |
45 |
| Econometric Analysis of the Market Share Attraction Model |
0 |
1 |
5 |
1,331 |
7 |
10 |
22 |
3,814 |
| Estimating Loss Functions of Experts |
0 |
0 |
2 |
35 |
0 |
3 |
6 |
80 |
| Estimating Loss Functions of Experts |
0 |
0 |
1 |
13 |
1 |
3 |
4 |
46 |
| Explaining individual response using aggregated data |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
71 |
| Financial Development and Convergence Clubs |
0 |
0 |
0 |
54 |
4 |
6 |
8 |
162 |
| Forecasting with periodic autoregressive time series models |
1 |
2 |
2 |
72 |
3 |
7 |
11 |
156 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
44 |
44 |
64 |
68 |
329 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
1 |
435 |
4 |
14 |
26 |
1,440 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
160 |
4 |
5 |
10 |
800 |
| Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach |
0 |
0 |
0 |
30 |
7 |
12 |
16 |
60 |
| Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice |
0 |
0 |
0 |
149 |
2 |
6 |
6 |
532 |
| Incorporating responsiveness to marketing efforts in brand choice modelling |
0 |
0 |
0 |
22 |
6 |
13 |
18 |
100 |
| Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
30 |
1 |
3 |
5 |
95 |
| Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
76 |
1 |
8 |
10 |
292 |
| Modeling Dynamic Effects of the Marketing Mix on Market Shares |
0 |
1 |
1 |
385 |
8 |
15 |
21 |
1,161 |
| Modeling Potentially Time-Varying Effects of Promotions on Sales |
0 |
0 |
1 |
289 |
2 |
3 |
6 |
868 |
| Modeling Unobserved Consideration Sets for Household Panel Data |
0 |
0 |
0 |
203 |
4 |
6 |
6 |
1,042 |
| Modeling and Estimation of Synchronization in Multistate Markov-Switching Models |
0 |
0 |
0 |
89 |
4 |
4 |
9 |
230 |
| Modeling and forecasting outliers and level shifts in absolute returns |
0 |
0 |
0 |
16 |
5 |
12 |
14 |
67 |
| Modeling category-level purchase timing with brand-level marketing variables |
0 |
0 |
0 |
23 |
6 |
7 |
9 |
150 |
| Modeling charity donations: target selection, response time and gift size |
0 |
0 |
0 |
133 |
5 |
7 |
13 |
379 |
| Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
0 |
24 |
7 |
8 |
12 |
114 |
| Modeling purchases as repeated events |
0 |
0 |
0 |
27 |
3 |
6 |
9 |
109 |
| Modeling regional house prices |
0 |
0 |
0 |
159 |
4 |
13 |
14 |
303 |
| Modeling the impact of forecast-based regime switches on macroeconomic time series |
0 |
0 |
0 |
126 |
4 |
10 |
11 |
119 |
| Modelling asymmetric persistence over the business cycle |
0 |
0 |
0 |
13 |
1 |
5 |
5 |
58 |
| Modelling latent and actual entrepreneurship |
0 |
0 |
0 |
107 |
2 |
4 |
4 |
271 |
| New Misspecification Tests for Multinomial Logit Models |
0 |
0 |
0 |
42 |
4 |
6 |
12 |
55 |
| Panel Forecasting with Asymmetric Grouping |
0 |
0 |
0 |
32 |
3 |
5 |
6 |
60 |
| Parameter Estimation in Multivariate Logit models with Many Binary Choices |
0 |
0 |
0 |
45 |
5 |
6 |
8 |
99 |
| Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results |
0 |
0 |
0 |
29 |
4 |
5 |
8 |
150 |
| Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
0 |
2 |
50 |
4 |
9 |
12 |
166 |
| Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
1 |
38 |
6 |
8 |
9 |
161 |
| Random-Coefficient periodic autoregression |
0 |
0 |
0 |
28 |
5 |
9 |
11 |
128 |
| Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
0 |
73 |
6 |
9 |
10 |
170 |
| Real-time inflation forecasting in a changing world |
0 |
0 |
1 |
80 |
4 |
9 |
17 |
287 |
| Real-time inflation forecasting in a changing world |
0 |
0 |
0 |
37 |
2 |
5 |
8 |
190 |
| Retrieving unobserved consideration sets from household panel data |
0 |
0 |
0 |
62 |
5 |
10 |
13 |
167 |
| Structural Differences in Economic Growth |
0 |
0 |
0 |
121 |
5 |
6 |
8 |
274 |
| Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog |
0 |
0 |
0 |
46 |
5 |
6 |
6 |
161 |
| The Bayesian Score Statistic |
0 |
0 |
0 |
11 |
5 |
9 |
9 |
86 |
| The Bayesian Score Statistic |
0 |
0 |
0 |
134 |
3 |
5 |
6 |
1,224 |
| The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
1 |
113 |
1 |
2 |
4 |
326 |
| The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
1 |
267 |
5 |
10 |
14 |
772 |
| Trade Policy Options of Ukraine: East or West |
0 |
0 |
0 |
60 |
4 |
5 |
7 |
58 |
| What Do Professional Forecasters Actually Predict? |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
112 |
| Total Working Papers |
1 |
5 |
21 |
7,077 |
337 |
563 |
765 |
23,925 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES |
0 |
0 |
0 |
0 |
7 |
10 |
10 |
171 |
| A Simple Test for GARCH Against a Stochastic Volatility Model |
0 |
0 |
0 |
55 |
6 |
8 |
8 |
142 |
| A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables |
0 |
0 |
8 |
1,045 |
8 |
11 |
23 |
2,890 |
| A nonlinear long memory model, with an application to US unemployment |
0 |
0 |
0 |
134 |
4 |
6 |
10 |
354 |
| An Empirical Study of Cash Payments |
0 |
0 |
0 |
12 |
3 |
5 |
8 |
74 |
| Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
264 |
| Bayesian analysis of seasonal unit roots and seasonal mean shifts |
0 |
0 |
0 |
25 |
7 |
9 |
15 |
123 |
| Bayesian forecasting of federal funds target rate decisions |
0 |
0 |
0 |
16 |
2 |
4 |
12 |
207 |
| Common large innovations across nonlinear time series |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
39 |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
1 |
48 |
5 |
8 |
10 |
144 |
| Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
8 |
3 |
5 |
6 |
104 |
| Deriving target selection rules from endogenously selected samples |
0 |
0 |
0 |
0 |
9 |
10 |
11 |
21 |
| Deriving target selection rules from endogenously selected samples |
0 |
0 |
0 |
56 |
7 |
9 |
12 |
262 |
| Do Leading Indicators Lead Peaks More Than Troughs? |
0 |
0 |
0 |
58 |
11 |
14 |
20 |
256 |
| Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method |
0 |
1 |
1 |
167 |
6 |
11 |
18 |
403 |
| Does Seasonality Influence the Dating of Business Cycle Turning Points? |
0 |
0 |
0 |
35 |
1 |
2 |
7 |
145 |
| Estimating loss functions of experts |
0 |
0 |
0 |
4 |
6 |
6 |
7 |
22 |
| Explaining individual response using aggregated data |
0 |
0 |
0 |
19 |
2 |
3 |
5 |
133 |
| Forecasting carbon emissions using asymmetric grouping |
0 |
0 |
1 |
1 |
2 |
3 |
6 |
7 |
| Forecasting unemployment using an autoregression with censored latent effects parameters |
0 |
0 |
0 |
58 |
9 |
14 |
14 |
203 |
| Generalized reduced rank tests using the singular value decomposition |
3 |
4 |
20 |
1,067 |
13 |
38 |
103 |
2,666 |
| Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling |
0 |
0 |
0 |
17 |
1 |
4 |
5 |
99 |
| Introduction to the special issue on new econometric models in marketing |
0 |
0 |
0 |
6 |
5 |
8 |
9 |
57 |
| John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 |
0 |
0 |
0 |
113 |
5 |
6 |
6 |
291 |
| MODEL SELECTION IN PERIODIC AUTOREGRESSIONS |
0 |
0 |
0 |
9 |
3 |
5 |
8 |
38 |
| Mean shifts, unit roots and forecasting seasonal time series |
0 |
0 |
0 |
23 |
3 |
3 |
4 |
144 |
| Measuring and predicting heterogeneous recessions |
0 |
0 |
0 |
16 |
3 |
6 |
9 |
109 |
| Model Selection in Periodic Autoregressions |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
182 |
| Modeling Purchases as Repeated Events |
0 |
0 |
0 |
39 |
4 |
6 |
8 |
174 |
| Modeling and estimation of synchronization in size-sorted portfolio returns |
0 |
0 |
0 |
1 |
6 |
7 |
7 |
8 |
| Modeling category‐level purchase timing with brand‐level marketing variables |
0 |
0 |
0 |
3 |
3 |
5 |
6 |
52 |
| Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
0 |
10 |
3 |
5 |
6 |
89 |
| Modeling the impact of forecast-based regime switches on US inflation |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
42 |
| Modelling and forecasting level shifts in absolute returns |
0 |
0 |
0 |
111 |
9 |
10 |
14 |
500 |
| Modelling day-of-the-week seasonality in the S&P 500 index |
0 |
0 |
1 |
202 |
6 |
7 |
11 |
735 |
| Modelling regional house prices |
0 |
0 |
1 |
38 |
3 |
6 |
16 |
134 |
| Moving average filters and periodic integration |
0 |
0 |
0 |
2 |
9 |
12 |
14 |
32 |
| New misspecification tests for multinomial logit models |
0 |
0 |
0 |
0 |
1 |
6 |
12 |
12 |
| On trends and constants in periodic autoregressions |
0 |
0 |
0 |
11 |
3 |
4 |
11 |
123 |
| One size does not fit all: Selling firms to private equity versus strategic acquirers |
1 |
3 |
11 |
81 |
9 |
17 |
38 |
266 |
| Parameter estimation in multivariate logit models with many binary choices |
0 |
0 |
1 |
8 |
0 |
2 |
6 |
75 |
| Priors, posteriors and bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
1 |
80 |
1 |
8 |
10 |
303 |
| Random‐coefficient periodic autoregressions |
0 |
0 |
0 |
5 |
5 |
8 |
10 |
47 |
| Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
1 |
115 |
4 |
5 |
11 |
324 |
| Seasonal patterns in slot-machine gambling in Germany |
0 |
0 |
1 |
2 |
3 |
6 |
8 |
68 |
| Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
138 |
| Seasonality and non-linear price effects in scanner-data-based market-response models |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
144 |
| Shrinkage estimators for periodic autoregressions |
0 |
0 |
2 |
2 |
4 |
16 |
25 |
25 |
| Structural differences in economic growth: an endogenous clustering approach |
0 |
0 |
0 |
42 |
2 |
7 |
8 |
179 |
| Testing for Bias in Forecasts for Independent Multinomial Outcomes |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
7 |
| Testing non‐nested demand relations: linear expenditure system versus indirect addilog* |
0 |
0 |
0 |
9 |
3 |
6 |
8 |
56 |
| The trade and FDI effects of EMU enlargement |
0 |
0 |
1 |
124 |
4 |
7 |
14 |
395 |
| To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? |
0 |
0 |
0 |
7 |
3 |
5 |
7 |
41 |
| What are the advantages of MCMC based inference in latent variable models? |
0 |
0 |
0 |
71 |
1 |
3 |
4 |
223 |
| What do professional forecasters actually predict? |
0 |
0 |
0 |
5 |
5 |
7 |
10 |
91 |
| Total Journal Articles |
4 |
8 |
51 |
3,999 |
235 |
397 |
646 |
13,833 |
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