John Geweke

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Statistical inference in the multinomial multiperiod probit model

John Geweke, David E. Runkle, Michael Keane, 1997 .

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

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

Measurement of Linear Dependence and Feedback between Multiple Time Series

J. Geweke, John Geweke, 1982 .

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.

Bayesian Inference in Econometric Models Using Monte Carlo Integration

J. Geweke, John Geweke, 1989 .

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.

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

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

Complete and Incomplete Econometric Models

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

Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns

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

Inference and causality in economic time series models

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

Alternative computational approaches to inference in the multinomial probit model

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

Smoothly mixing regressions

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

Financial Competence, Risk Presentation and Retirement Portfolio Preferences

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

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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

Bayesian Treatment of the Independent Student- t Linear Model

J. Geweke, John Geweke, 1993 .

Technical Paper Series Congressional Budget Office Washington, DC

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

Disengagement: A Partial Solution to the Annuity Puzzle

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

Prediction Using Several Macroeconomic Models

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

Econometrics: A Bird's Eye View

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

Optimal Prediction Pools

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

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 .

Posterior simulators in econometrics

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

Monte carlo simulation and numerical integration

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

Antithetic acceleration of Monte Carlo integration in Bayesian inference

J. Geweke, John Geweke, 1988 .

Chapter 1 Bayesian Forecasting

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

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

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

Macroeconometric Modeling and the Theory of the Representative Agent

John Geweke, 1985 .

The Oxford Handbook of Bayesian Econometrics

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

Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series

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

Measures of Conditional Linear Dependence and Feedback between Time Series

J. Geweke, John Geweke, 1984 .

Bayesian Forecasting

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

Exact Inference for Continuous Time Markov Chain Models

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

BAYESIAN INFERENCE IN ECONOMETRIC MODELS USING

J. Geweke, John Geweke, 1989 .

The Superneutrality of Money in the United States: An Interpretation of the Evidence

John Geweke, 1986 .

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

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

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

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

Memoirs of an Indifferent Trader: Estimating Forecast Distributions from Prediction Markets

John Geweke, Thomas A. Rietz, Joyce E. Berg, 2010 .

Prediction with Misspecified Models

Gianni Amisano, John Geweke, Gianni Amisano, 2012 .

Bayesian Model Comparison and Validation

John Geweke, John Geweke, 2007 .

Simulation Based Inference for Dynamic Multinomial Choice Models

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

Computationally Intensive Methods for Integration in Econometrics

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

Mixture of normals probit models

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

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

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

Priors from General Equilibrium Models for VARs

Daniel F. Waggoner, Marco Del Negro, James M. Nason, 2003 .

Mobility Indices in Continuous Time Markov Chains

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

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

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

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

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

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 .

A Variance Screen for Collusion

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

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.

Defining emergency department episodes by severity and intensity: A 15-year study of Medicare beneficiaries

F. Wolinsky, R. Wallace, Michael P. Jones, 2010, BMC health services research.

Risk Presentation and Portfolio Choice

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

Simulation Methods for Model Criticism and Robustness Analysis

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

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.

Contemporary Bayesian Econometrics and Statistics

J. Geweke, John Geweke, 2005 .

Economic Rationality, Risk Presentation, and Retirement Portfolio Choice

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

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 .

Models, Computational Experiments and Reality

J. Geweke, John Geweke, 2007 .

A note on some limitations of CRRA utility

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

Demand System Estimation and its Application To Horizontal Merger Analysis

Luke M. Froeb, Christopher T. Taylor, Shawn W. Ulrick, 2002 .

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

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

Financial Competence and Expectations Formation: Evidence from Australia

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

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 .

Nber Working Paper Series Monetary Policy Analysis with Potentially Misspecified Models Monetary Policy Analysis with Potentially Misspecified Models

Marco Del Negro, Andrew T. Levin, Peter M. Summers, 2022 .

Using Simulation Methods for Bayesian Econometric Models

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

Is Long-Run M1 Demand Stable?

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

Variable selection and model comparison in regression

J. Geweke, John Geweke, 1994 .

Measuring the pricing error of the arbitrage pricing theory

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

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

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

The Case of a New Drug

B. Weisbrod, John Geweke, 1984 .

Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns

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

Bayesian econometrics and forecasting

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

Note on the Sampling Distribution for the Metropolis-Hastings Algorithm

Hisashi Tanizaki, John Geweke, 2003 .

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

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

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

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

Improving Asset Price Prediction When All Models are False

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

Prediction with Misspecied Models

Gianni Amisano, John Geweke, 2011 .

Exact optimization by means of sequentially adaptive Bayesian learning

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

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

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

The New Palgrave Dictionary of Economics Online econometrics

J. Geweke, B. Baltagi, J. Horowitz, 2012 .

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity

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

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 .

Bayesian Specification Analysis in Econometrics

John Geweke, William J. McCausland, W. McCausland, 2001 .

Advances in Random Utility Models

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

Seminonparametric Bayesian estimation of the asymptotically ideal production model

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

Exact Inference in the Inequality Constrained Normal Linear Regression Model

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

Bayesian inference for linear models subject to linear inequality constraints

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

Exact predictive densities for linear models with arch disturbances

J. Geweke, John Geweke, 1989 .

A comment on Christoffersen, Jacobs, and Ornthanalai (2012), “Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options”

G. Durham, Pulak Ghosh, John Geweke, 2015 .

Sequentially adaptive Bayesian learning algorithms for inference and optimization

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

Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments

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

Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation

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

Massively Parallel Sequential Monte Carlo for Bayesian Inference

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

Advances in Econometrics: Causality, exogeneity, and inference

John Geweke, 1983 .

Endogeneity and Exogeneity

John Geweke, 1990 .

Interpretation and inference in mixture models: Simple MCMC works

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

Testing the exogeneity specification in the complete dynamic simultaneous equation model

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

On Specification in Simultaneous Equation Models

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

Bayesian reduced rank regression in econometrics

J. Geweke, John Geweke, 1996 .

The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983

John Geweke, 1988 .

Estimating regression models of finite but unknown order

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

Priors for Macroeconomic Time Series and Their Application

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

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

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

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 .

TEMPORAL AGGREGATION IN MULTIPLE-REGRESSION MODEL

John Geweke, John Geweke, 1978 .

Temporal Aggregation in the Multivariate Regression Model

John Geweke, John Geweke, 1974 .

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 .

Recursively Simulating Multinomial Multiperiod Probit Probabilities

John Geweke, David E. Runkle, Michael Keane, 1994 .

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

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

Federal Reserve Bank of Minneapolis Resistance to New Technology and Trade between Areas (p. 2) a Fine Time for Monetary Policy? (p. 18)

James A. Schmitz, D. Runkle, John Geweke, 2022 .

Computational Experiments and Reality

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

4. Computational Experiments and Reality

J. Geweke, John Geweke, 1999 .

Likelihood-based inference for regular functions with fractional polynomial approximations

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

Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments

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

WORKING PAPERS A VARIANCE SCREEN FOR COLLUSION

Christopher T. Taylor, Rosa M. Abrantes-Metz, Albert D. Metz, 2005 .

Bayesian Analysis of Stochastic Volatility Models: Comment

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

Getting It Right

J. Geweke, John Geweke, 2004 .

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

J Besag, Christopher Jennison, Dm Titterington, 1993 .

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.

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

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

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 .