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 |
1 |
60 |
1 |
1 |
3 |
62 |
A Bayesian approach to two-mode clustering |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
118 |
A Dynamic Utility Maximization Model for Product Category Consumption |
0 |
0 |
0 |
209 |
1 |
1 |
2 |
798 |
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
381 |
A Joint Framework for Category Purchase and Consumption Behavior |
0 |
0 |
0 |
130 |
0 |
0 |
0 |
522 |
A Multivariate Model for Multinomial Choices |
0 |
0 |
1 |
66 |
1 |
2 |
4 |
127 |
A hierarchical Bayes error correction model to explain dynamic effects |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
84 |
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity |
0 |
0 |
1 |
22 |
0 |
2 |
6 |
42 |
A nonlinear long memory model for US unemployment |
0 |
0 |
2 |
45 |
1 |
1 |
4 |
99 |
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities |
0 |
0 |
2 |
173 |
1 |
1 |
5 |
614 |
A simple test for GARCH against a stochastic volatility |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
100 |
An Alternative Bayesian Approach to Structural Breaks in Time Series Models |
0 |
0 |
0 |
77 |
0 |
0 |
4 |
178 |
An Empirical Study of Cash Payments |
0 |
0 |
0 |
149 |
0 |
0 |
0 |
386 |
Analyzing the effects of past prices on reference price formation |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
93 |
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
543 |
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
98 |
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
60 |
Bayesian Forecasting of Federal Funds Target Rate Decisions |
0 |
1 |
4 |
27 |
0 |
2 |
6 |
394 |
Bayesian Model Averaging in the Presence of Structural Breaks |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
129 |
Censored latent effects autoregression, with an application to US unemployment |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
57 |
Common large innovations across nonlinear time series |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
47 |
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
90 |
Deriving Target Selection Rules from Endogenously Selected Samples |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
585 |
Do Experts incorporate Statistical Model Forecasts and should they? |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
101 |
Do experts incorporate statistical model forecasts and should they? |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
89 |
Do leading indicators lead peaks more than troughs? |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
245 |
Do the US and Canada have a common nonlinear cycle in unemployment? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
56 |
Does Africa grow slower than Asia and Latin America? |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
53 |
Dynamics in clickthrough and conversion probabilities of paid search advertisements |
0 |
0 |
1 |
17 |
0 |
1 |
3 |
38 |
Econometric Analysis of the Market Share Attraction Model |
1 |
1 |
4 |
1,327 |
2 |
5 |
14 |
3,794 |
Estimating Loss Functions of Experts |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
42 |
Estimating Loss Functions of Experts |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
74 |
Explaining individual response using aggregated data |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
69 |
Financial Development and Convergence Clubs |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
154 |
Forecasting with periodic autoregressive time series models |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
145 |
Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
261 |
Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
160 |
0 |
1 |
6 |
790 |
Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
5 |
434 |
1 |
3 |
12 |
1,415 |
Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach |
0 |
0 |
0 |
30 |
2 |
2 |
2 |
46 |
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice |
0 |
0 |
0 |
149 |
0 |
0 |
0 |
526 |
Incorporating responsiveness to marketing efforts in brand choice modelling |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
82 |
Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
90 |
Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
76 |
0 |
0 |
3 |
282 |
Modeling Dynamic Effects of the Marketing Mix on Market Shares |
0 |
0 |
1 |
384 |
0 |
0 |
2 |
1,140 |
Modeling Potentially Time-Varying Effects of Promotions on Sales |
0 |
0 |
0 |
288 |
1 |
1 |
1 |
863 |
Modeling Unobserved Consideration Sets for Household Panel Data |
0 |
0 |
0 |
203 |
0 |
0 |
1 |
1,036 |
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models |
0 |
0 |
1 |
89 |
1 |
1 |
2 |
222 |
Modeling and forecasting outliers and level shifts in absolute returns |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
53 |
Modeling category-level purchase timing with brand-level marketing variables |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
141 |
Modeling charity donations: target selection, response time and gift size |
0 |
0 |
3 |
133 |
2 |
2 |
8 |
368 |
Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
102 |
Modeling purchases as repeated events |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
100 |
Modeling regional house prices |
0 |
0 |
0 |
159 |
0 |
0 |
1 |
289 |
Modeling the impact of forecast-based regime switches on macroeconomic time series |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
108 |
Modelling asymmetric persistence over the business cycle |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
53 |
Modelling latent and actual entrepreneurship |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
267 |
New Misspecification Tests for Multinomial Logit Models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
43 |
Panel Forecasting with Asymmetric Grouping |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
54 |
Parameter Estimation in Multivariate Logit models with Many Binary Choices |
0 |
0 |
0 |
45 |
1 |
1 |
3 |
92 |
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results |
0 |
0 |
0 |
29 |
2 |
2 |
3 |
144 |
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
154 |
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
1 |
1 |
1 |
38 |
1 |
1 |
3 |
153 |
Random-Coefficient periodic autoregression |
0 |
0 |
0 |
28 |
1 |
2 |
5 |
118 |
Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
160 |
Real-time inflation forecasting in a changing world |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
182 |
Real-time inflation forecasting in a changing world |
0 |
0 |
3 |
79 |
0 |
1 |
9 |
270 |
Retrieving unobserved consideration sets from household panel data |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
154 |
Structural Differences in Economic Growth |
0 |
0 |
0 |
121 |
0 |
0 |
1 |
266 |
Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
155 |
The Bayesian Score Statistic |
0 |
0 |
0 |
134 |
0 |
0 |
0 |
1,218 |
The Bayesian Score Statistic |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
77 |
The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
0 |
266 |
1 |
1 |
2 |
759 |
The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
0 |
112 |
1 |
1 |
1 |
323 |
Trade Policy Options of Ukraine: East or West |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
51 |
What Do Professional Forecasters Actually Predict? |
0 |
0 |
0 |
32 |
1 |
1 |
4 |
109 |
Total Working Papers |
2 |
3 |
32 |
7,058 |
23 |
40 |
136 |
23,183 |
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 |
0 |
0 |
2 |
161 |
A Simple Test for GARCH Against a Stochastic Volatility Model |
0 |
0 |
1 |
55 |
0 |
0 |
1 |
134 |
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables |
3 |
5 |
6 |
1,040 |
3 |
7 |
17 |
2,870 |
A nonlinear long memory model, with an application to US unemployment |
0 |
0 |
5 |
134 |
0 |
0 |
7 |
344 |
An Empirical Study of Cash Payments |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
67 |
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
259 |
Bayesian analysis of seasonal unit roots and seasonal mean shifts |
0 |
0 |
0 |
25 |
2 |
2 |
2 |
110 |
Bayesian forecasting of federal funds target rate decisions |
0 |
0 |
1 |
16 |
1 |
2 |
19 |
196 |
Common large innovations across nonlinear time series |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
32 |
Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
0 |
47 |
1 |
2 |
2 |
135 |
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
98 |
Deriving target selection rules from endogenously selected samples |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
Deriving target selection rules from endogenously selected samples |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
250 |
Do Leading Indicators Lead Peaks More Than Troughs? |
0 |
0 |
0 |
58 |
1 |
1 |
2 |
237 |
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method |
0 |
0 |
3 |
166 |
0 |
2 |
8 |
385 |
Does Seasonality Influence the Dating of Business Cycle Turning Points? |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
138 |
Estimating loss functions of experts |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
15 |
Explaining individual response using aggregated data |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
128 |
Forecasting unemployment using an autoregression with censored latent effects parameters |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
189 |
Generalized reduced rank tests using the singular value decomposition |
0 |
5 |
32 |
1,047 |
7 |
25 |
121 |
2,570 |
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
94 |
Introduction to the special issue on new econometric models in marketing |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
48 |
John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
285 |
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS |
0 |
0 |
1 |
9 |
2 |
2 |
3 |
32 |
Mean shifts, unit roots and forecasting seasonal time series |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
140 |
Measuring and predicting heterogeneous recessions |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
100 |
Model Selection in Periodic Autoregressions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
175 |
Modeling Purchases as Repeated Events |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
166 |
Modeling and estimation of synchronization in size-sorted portfolio returns |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
Modeling category‐level purchase timing with brand‐level marketing variables |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
46 |
Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
83 |
Modeling the impact of forecast-based regime switches on US inflation |
0 |
0 |
1 |
6 |
0 |
2 |
3 |
40 |
Modelling and forecasting level shifts in absolute returns |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
486 |
Modelling day-of-the-week seasonality in the S&P 500 index |
0 |
0 |
0 |
201 |
0 |
0 |
0 |
724 |
Modelling regional house prices |
0 |
0 |
2 |
37 |
3 |
3 |
7 |
121 |
Moving average filters and periodic integration |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |
On trends and constants in periodic autoregressions |
0 |
0 |
1 |
11 |
3 |
3 |
4 |
115 |
One size does not fit all: Selling firms to private equity versus strategic acquirers |
0 |
3 |
9 |
70 |
1 |
8 |
25 |
229 |
Parameter estimation in multivariate logit models with many binary choices |
0 |
1 |
2 |
7 |
0 |
1 |
4 |
69 |
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration |
1 |
1 |
3 |
80 |
1 |
1 |
6 |
294 |
Random‐coefficient periodic autoregressions |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
37 |
Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
3 |
114 |
0 |
1 |
9 |
313 |
Seasonal patterns in slot-machine gambling in Germany |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
60 |
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
133 |
Seasonality and non-linear price effects in scanner-data-based market-response models |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
141 |
Structural differences in economic growth: an endogenous clustering approach |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
171 |
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |
The trade and FDI effects of EMU enlargement |
0 |
0 |
0 |
123 |
0 |
0 |
2 |
381 |
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
34 |
What are the advantages of MCMC based inference in latent variable models? |
0 |
0 |
0 |
71 |
0 |
1 |
4 |
219 |
What do professional forecasters actually predict? |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
82 |
Total Journal Articles |
4 |
15 |
72 |
3,952 |
28 |
69 |
274 |
13,213 |