J. Geweke

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Bayesian Inference in Econometric Models Using Monte Carlo Integration

J. Geweke, John Geweke, 1989 .

Antithetic acceleration of Monte Carlo integration in Bayesian inference

J. Geweke, John Geweke, 1988 .

Federal Reserve Bank of Minneapolis Research Department Staff Report 249 Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication

John Geweke, J. Geweke, Hülya Eraslan, 2022 .

Mixture of normals probit models

J. Geweke, M. Keane, John Geweke, 1997 .

An empirical analysis of income dynamics among men in the PSID: 1968-1989

J. Geweke, M. Keane, John Geweke, 1997 .

Exact predictive densities for linear models with arch disturbances

J. Geweke, John Geweke, 1989 .

Bayesian Treatment of the Independent Student- t Linear Model

J. Geweke, John Geweke, 1993 .

Bayesian reduced rank regression in econometrics

J. Geweke, John Geweke, 1996 .

BAYESIAN INFERENCE IN ECONOMETRIC MODELS USING

J. Geweke, John Geweke, 1989 .

Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small

J. Geweke, K. Singleton, John Geweke, 1980 .

Measuring the pricing error of the arbitrage pricing theory

J. Geweke, Guofu Zhou, John Geweke, 1996 .

Variable selection and model comparison in regression

J. Geweke, John Geweke, 1994 .

Bayesian comparison of econometric models

J. Geweke, 1994 .

Measurement of Linear Dependence and Feedback between Multiple Time Series

J. Geweke, John Geweke, 1982 .

Measures of Conditional Linear Dependence and Feedback between Time Series

J. Geweke, John Geweke, 1984 .

Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns

J. Geweke, Gianni Amisano, John Geweke, 2008 .

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

J. Geweke, S. Porter-Hudak, John Geweke, 1983 .

Alternative computational approaches to inference in the multinomial probit model

J. Geweke, M. Keane, D. Runkle, 1994 .

Getting It Right

J. Geweke, John Geweke, 2004 .

Priors for Macroeconomic Time Series and Their Application

J. Geweke, John Geweke, 1994, Econometric Theory.

Bayesian Forecasting

J. Geweke, C. Whiteman, John Geweke, 2004 .

Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling

J. Geweke, Hisashi Tanizaki, John Geweke, 2001 .

A Bayesian Method for Evaluating Medical Test operating Characteristics When Some Patients' Conditions Fail to Be Diagnosed by the Reference Standard

J. Geweke, D. Matchar, J. Feussner, 1990, Medical decision making : an international journal of the Society for Medical Decision Making.

Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments

John Geweke, J. Geweke, John Geweke, 1991 .

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity.

J. Geweke, Karl Shell, W. Barnett, 1990 .

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

John Geweke, Nobuhiko Terui, J. Geweke, 1993 .

Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence☆

John Geweke, R. Meese, J. Geweke, 1983 .

Optimal Prediction Pools

J. Geweke, Gianni Amisano, John Geweke, 2008 .

Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns

J. Geweke, Gianni Amisano, John Geweke, 2007 .

Prediction Using Several Macroeconomic Models

J. Geweke, Gianni Amisano, John Geweke, 2013, Review of Economics and Statistics.

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity

J. Geweke, Karl Shell, W. Barnett, 1992 .

Smoothly mixing regressions

J. Geweke, M. Keane, John Geweke, 2007 .

Models, Computational Experiments and Reality

J. Geweke, John Geweke, 2007 .

On markov chain monte carlo methods for nonlinear and non-gaussian state-space models

J. Geweke, Hisashi Tanizaki, John Geweke, 1999 .

Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series

John Geweke, Kenneth J. Singleton, J. Geweke, 1981 .

Bayesian inference for dynamic choice models without the need for dynamic programming

John Geweke, Michael Keane, J. Geweke, 1996 .

A note on some limitations of CRRA utility

John Geweke, J. Geweke, John Geweke, 2001 .

Simulation Based Inference for Dynamic Multinomial Choice Models

J. Geweke, M. Keane, Daniel Houser, 1999 .

Exact Inference in the Inequality Constrained Normal Linear Regression Model

John Geweke, J. Geweke, John Geweke, 1986 .

Bayesian Inference for ARFIMA Models

J. Geweke, S. Porter-Hudak, G. Durham, 2019, Journal of Time Series Analysis.

Testing the exogeneity specification in the complete dynamic simultaneous equation model

John Geweke, J. Geweke, John Geweke, 1978 .

An empirical analysis of earnings dynamics among men in the PSID: 1968-1989

John Geweke, Michael P. Keane, J. Geweke, 2000 .

Kobe University Repository : Kernel タイトル Tit le On markov chain monte carlo methods for nonlinear and non-gaussian state-space models

J. Geweke, Hisashi Tanizaki, John Geweke, 2019 .

Improving Asset Price Prediction When All Models are False

John Geweke, Garland Durham, J. Geweke, 2014 .

Bayesian inference for linear models subject to linear inequality constraints

John Geweke, J. Geweke, John Geweke, 1996 .

Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation

Huaxin Xu, John Geweke, Garland Durham, 2013, 1304.4333.

Bayesian Inference for Hospital Quality in a Selection Model

Gautam Gowrisankaran, John Geweke, J. Geweke, 2003 .

Risk Presentation and Portfolio Choice

J. Geweke, S. Satchell, J. Louviere, 2016 .

A Variance Screen for Collusion

Luke M. Froeb, John Geweke, Christopher T. Taylor, 2005 .

Inference and prediction in a multiple-structural-break model

John Geweke, J. Geweke, Yu Jiang, 2011 .

Estimating regression models of finite but unknown order

John Geweke, R. Meese, J. Geweke, 1981 .

A 1 Bayesian Inference for Hospital Quality in a Selection Model : Appendices

J. Geweke, G. Gowrisankaran, 2002 .

Incorporating prior information to overcome complete separation problems in discrete choice model estimation

J. Geweke, J. Louviere, C. Eckert, 2012 .

Analysis of Variance for Bayesian Inference

J. Geweke, Gianni Amisano, 2011, SSRN Electronic Journal.

ANALYSIS OF VARIANCE

J. Geweke, Gianni Amisano, 2011 .

Financial Competence and Expectations Formation: Evidence from Australia

J. Geweke, S. Satchell, J. Louviere, 2011 .

Note on the Sampling Distribution for the Metropolis-Hastings Algorithm

J. Geweke, Hisashi Tanizaki, 2003 .

Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis

John Geweke, Kenneth J. Singleton, J. Geweke, 1981 .

Is Long-Run M1 Demand Stable?

Ellen R. McGrattan, M. Eichenbaum, J. Geweke, 2009 .

The secular and cyclical behavior of real GDP : Likelihood-based inference in a nonlinear model using SABL

J. Geweke, 2015 .

Econometrics: A Bird's Eye View

M. Hashem Pesaran, Joel L. Horowitz, John Geweke, 2006, SSRN Electronic Journal.

Corrigendum to “Testing for unit roots with flow data and varying sampling frequency” [Journal of Econometrics 119(1) (2004) 1–18]

J. Geweke, A. Zellner, C. Hsiao, 2020 .

Clinical Evaluation vs. Economic Evaluation: The Case of a New Drug

J. Geweke, B. Weisbrod, 1982, Medical care.

[Statistics, Probability and Chaos]: Comment: Inference and Prediction in the Presence of Uncertainty and Determinism

J. Geweke, 1992 .

Some Economic Consequences of Technological Advance in Medical Care: The Case of a New Drug

J. Geweke, B. Weisbrod, 1981 .

Hospital Episodes and Physician Visits: The Concordance Between Self-Reports and Medicare Claims

Thomas R. Miller, J. Geweke, F. Wolinsky, 2007, Medical care.

Likelihood-based inference for regular functions with fractional polynomial approximations

J. Geweke, L. Petrella, John Geweke, 2014 .

\Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options"

J. Geweke, G. Durham, Pulak Ghosh, 2014 .

Bayesian Analysis of Stochastic Volatility Models: Comment

John Geweke, J. Geweke, John Geweke, 1994 .

DISCUSSION ON THE MEETING ON THE GIBBS SAMPLER AND OTHER MARKOV CHAIN-MONTE CARLO METHODS

J Besag, Christopher Jennison, Dm Titterington, 1993 .

Computationally Intensive Methods for Integration in Econometrics

J. Geweke, M. Keane, John Geweke, 2001 .

Exact Inference for Continuous Time Markov Chain Models

J. Geweke, G. Zarkin, R. Marshall, 1986 .

Contemporary Bayesian Econometrics and Statistics

J. Geweke, John Geweke, 2005 .

Measurement of Linear Dependence and Feedback Between Multiple Time Series: Rejoinder

John Geweke, J. Geweke, 1982 .

Monte carlo simulation and numerical integration

John Geweke, J. Geweke, John Geweke, 1995 .

A Simple Method to Estimate Preference Parameters for Individuals

J. Geweke, J. Louviere, C. Eckert, 2013 .

Mobility Indices in Continuous Time Markov Chains

John Geweke, Gary A. Zarkin, J. Geweke, 1986 .

Der Open-access-publikationsserver Der Zbw – Leibniz-informationszentrum Wirtschaft the Open Access Publication Server of the Zbw – Leibniz Information Centre for Economics Monetary Policy Analysis with Potentially Misspecified Models Federal Reserve Bank of New York Staff Reports Monetary Policy An

Marco Del Negro, Andrew T. Levin, J. Geweke, 2022 .

Federal Reserve Bank of New York Staff Reports Monetary Policy Analysis with Potentially Misspecified Models

Marco Del Negro, Andrew T. Levin, J. Geweke, 2007 .

Using Simulation Methods for Bayesian Econometric Models

John Geweke, J. Geweke, John Geweke, 1999 .

Chapter 1 Bayesian Forecasting

John Geweke, Charles H. Whiteman, J. Geweke, 2006 .

Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments

John Geweke, Garland Durham, J. Geweke, 2013, 1304.4334.

Simulation Methods for Model Criticism and Robustness Analysis

James O. Berger, A. Philip Dawid, A. F. M. Smith, 1998 .

Interpretation and inference in mixture models: Simple MCMC works

John Geweke, J. Geweke, John Geweke, 2007, Comput. Stat. Data Anal..

Review Essay on Charles F. Manski's Public Policy in an Uncertain World: Analysis and Decisions

J. Geweke, 2014 .

Continuity of care with a primary care physician and mortality in older adults.

J. Geweke, F. Wolinsky, R. Wallace, 2010, The journals of gerontology. Series A, Biological sciences and medical sciences.

The aftermath of hip fracture: discharge placement, functional status change, and mortality.

J. Geweke, F. Wolinsky, R. Wallace, 2009, American journal of epidemiology.

The Oxford Handbook of Bayesian Econometrics

Herman K. van Dijk, Gary Koop, John Geweke, 2011 .

Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities

John Geweke, J. Geweke, John Geweke, 1991 .

Prior Density-Ratio Class Robustness in Econometrics

John Geweke, Lea Petrella, J. Geweke, 1998 .

Endogeneity and Exogeneity

J. Geweke, 1990 .

Inference and causality in economic time series models

John Geweke, J. Geweke, John Geweke, 1984 .

On Specification in Simultaneous Equation Models

John Geweke, Warren Dent, J. Geweke, 1980 .

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

John Geweke, R. Meese, J. Geweke, 1984 .

An interpersonal continuity of care measure for Medicare Part B claims analyses.

Thomas R. Miller, J. Geweke, F. Wolinsky, 2007, The journals of gerontology. Series B, Psychological sciences and social sciences.

A 12-year prospective study of stroke risk in older Medicare beneficiaries

J. Geweke, F. Wolinsky, R. Wallace, 2009, BMC geriatrics.

How Does Technological Change Affect Health Care Expenditures?

J. Geweke, B. Weisbrod, 1984 .

Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking

Donald L. Martin, J. Geweke, John Geweke, 2002 .

Recent hospitalization and the risk of hip fracture among older Americans.

J. Geweke, F. Wolinsky, R. Wallace, 2009, The journals of gerontology. Series A, Biological sciences and medical sciences.

THE APPROXIMATE SLOPES OF ECONOMETRIC TESTS

John Geweke, J. Geweke, John Geweke, 1981 .

A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series

John Geweke, J. Geweke, John Geweke, 1981 .

Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996

J. Geweke, M. Keane, John Geweke, 2005 .

Computational Experiments and Reality

John Geweke, J. Geweke, John Geweke, 1999 .

Sequentially adaptive Bayesian learning algorithms for inference and optimization

John Geweke, Garland Durham, J. Geweke, 2019, Journal of Econometrics.

Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP

John Geweke, J. Geweke, 2016 .

Massively Parallel Sequential Monte Carlo for Bayesian Inference

John Geweke, Garland Durham, J. Geweke, 2011 .

Exact optimization by means of sequentially adaptive Bayesian learning

J. Geweke, B. Frischknecht, John Geweke, 2014 .

Emergency department utilization patterns among older adults.

Thomas R. Miller, J. Geweke, F. Wolinsky, 2008, The journals of gerontology. Series A, Biological sciences and medical sciences.

Investment Risk Framing and Individual Preference Consistency

John Geweke, Susan Thorp, Christine Eckert, 2011 .

Financial Competence, Risk Presentation and Retirement Portfolio Preferences

J. Geweke, S. Satchell, J. Louviere, 2011 .

Economic Rationality, Risk Presentation, and Retirement Portfolio Choice

J. Geweke, S. Satchell, J. Louviere, 2010 .

Complete and Incomplete Econometric Models

John Geweke, J. Geweke, John Geweke, 2010 .

4. Computational Experiments and Reality

J. Geweke, John Geweke, 1999 .

Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange

J. Geweke, E. Feige, John Geweke, 1979 .

Comment: The Indispensable Art of Econometrics

John Geweke, J. Geweke, 1984 .

Seminonparametric Bayesian estimation of the asymptotically ideal production model

William A. Barnett, John Geweke, J. Geweke, 1991 .

Dynamic econometric modeling: Exact inference in models with autoregressive conditional heteroscedasticity

J. Geweke, 1988 .

5. An Incomplete Model Space

John Geweke, J. Geweke, 2010 .

Technical Paper Series Congressional Budget Office Washington, DC

Daniel M. Chin, J. Geweke, John Geweke, 2000 .

Bayesian econometrics and forecasting

John Geweke, J. Geweke, John Geweke, 2001 .

Disengagement: A Partial Solution to the Annuity Puzzle

J. Geweke, S. Satchell, J. Louviere, 2013 .

Estimating regression models of finite but unknown order

John Geweke, R. Meese, J. Geweke, 1981 .

Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments

John Geweke, J. Geweke, John Geweke, 2012 .

Prior hospitalization and the risk of heart attack in older adults: a 12-year prospective study of Medicare beneficiaries.

J. Geweke, F. Wolinsky, R. Wallace, 2010, The journals of gerontology. Series A, Biological sciences and medical sciences.

Comment on Poirer: Operational Bayesian Methods in Econometrics

J. Geweke, 1988 .

Modeling for Time Series

John Geweke, J. Geweke, 2005 .

Computational techniques for applied econometric analysis of macroeconomic and financial processes

Herman K. van Dijk, Richard Paap, Patrick J. F. Groenen, 2007, Comput. Stat. Data Anal..

Posterior simulators in econometrics

John Geweke, J. Geweke, John Geweke, 1995 .

Decision Making Under Risk and Uncertainty

John Geweke, J. Geweke, 1992 .

Decision making under risk and uncertainty : new models and empirical findings

John Geweke, J. Geweke, Decision Theories, 1992 .

The use of chiropractors by older adults in the United States

J. Geweke, F. Wolinsky, R. Wallace, 2007, Chiropractic & osteopathy.

Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior

Füsun F. Gönül, Rosa L. Matzkin, J. Horowitz, 1994 .

Econometric issues in using the AHEAD panel

J. Geweke, 2003 .

Advances in Random Utility Models

Peter E. Rossi, Frank S. Koppelman, Denis Bolduc, 1994 .

Simulation-based Bayesian inference for economic time series

John Geweke, J. Geweke, 1996 .