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1

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

John Geweke, Susan Porter-Hudak

Journal:

Journal of Time Series Analysis

Année:

1983

Langue:

english

Fichier:

PDF, 871 KB

english, 1983

2

Bayesian Inference in Econometric Models Using Monte Carlo Integration

Journal:

Année:

1989

Langue:

english

Fichier:

PDF, 618 KB

english, 1989

3

Bayesian econometrics and forecasting

Journal:

Journal of Econometrics

Année:

2001

Langue:

english

Fichier:

PDF, 65 KB

english, 2001

4

Bayesian Model Comparison and Validation

Journal:

American Economic Review

Année:

2007

Langue:

english

Fichier:

PDF, 850 KB

english, 2007

5

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

John Geweke, Nobuhiko Terui

Journal:

Journal of Time Series Analysis

Année:

1993

Langue:

english

Fichier:

PDF, 670 KB

english, 1993

6

[Handbook of Econometrics] Volume 2 || Chapter 19 Inference and causality in economic time series models

Année:

1984

Langue:

english

Fichier:

PDF, 2.17 MB

english, 1984

7

[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment

Journal:

Journal of Business and Economic Statistics

Année:

1998

Langue:

english

Fichier:

PDF, 156 KB

english, 1998

8

Measures of Conditional Linear Dependence and Feedback Between Time Series

Journal:

Journal of the American Statistical Association

Année:

1984

Langue:

english

Fichier:

PDF, 241 KB

english, 1984

9

Hierarchical Markov normal mixture models with applications to financial asset returns

John Geweke, Gianni Amisano

Journal:

Journal of Applied Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 530 KB

english, 2011

10

Inference and prediction in a multiple-structural-break model

John Geweke, Yu Jiang

Journal:

Journal of Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 1.28 MB

english, 2011

11

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

John Geweke, Richard Meese, Warren Dent

Journal:

Journal of Econometrics

Année:

1983

Langue:

english

Fichier:

PDF, 1.93 MB

english, 1983

12

Antithetic acceleration of Monte Carlo integration in Bayesian inference

Journal:

Journal of Econometrics

Année:

1988

Langue:

english

Fichier:

PDF, 946 KB

english, 1988

13

Measurement of Linear Dependence and Feedback between Multiple Time Series

Journal:

Journal of the American Statistical Association

Année:

1982

Langue:

english

Fichier:

PDF, 911 KB

english, 1982

14

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

John F. Geweke and Kenneth J. Singleton

Journal:

Journal of the American Statistical Association

Année:

1980

Langue:

english

Fichier:

PDF, 999 KB

english, 1980

15

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

Geweke, John, Tanizaki, Hisashi

Journal:

Communications in Statistics - Simulation and Computation

Année:

1999

Langue:

english

Fichier:

PDF, 1022 KB

english, 1999

16

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

Durham, Garland, Geweke, John, Ghosh, Pulak

Journal:

Journal of Financial Economics

Année:

2015

Langue:

english

Fichier:

PDF, 341 KB

english, 2015

17

Prediction with Misspecified Models

Geweke, John, Amisano, Gianni

Journal:

American Economic Review

Année:

2012

Langue:

english

Fichier:

PDF, 1.01 MB

english, 2012

18

Testing the exogeneity specification in the complete dynamic simultaneous equation model

Journal:

Journal of Econometrics

Année:

1978

Langue:

english

Fichier:

PDF, 1.45 MB

english, 1978

19

Computational techniques for applied econometric analysis of macroeconomic and financial processes

John Geweke, Patrick J.F. Groenen, Richard Paap, Herman K. van Dijk

Journal:

Computational Statistics & Data Analysis

Année:

2007

Langue:

english

Fichier:

PDF, 105 KB

english, 2007

20

Interpretation and inference in mixture models: Simple MCMC works

Journal:

Computational Statistics & Data Analysis

Année:

2007

Langue:

english

Fichier:

PDF, 2.80 MB

english, 2007

21

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

John Geweke, Hisashi Tanizaki

Journal:

Computational Statistics & Data Analysis

Année:

2001

Langue:

english

Fichier:

PDF, 153 KB

english, 2001

22

The use of chiropractors by older adults in the United States

Fredric D Wolinsky, Li Liu, Thomas R Miller, John F Geweke, Elizabeth A Cook, Barry R Greene, Kara B Wright, Elizabeth A Chrischilles, Claire E Pavlik, Hyonggin An, Robert L Ohsfeldt, Kelly K Richards

Journal:

Chiropractic & Manual Therapies

Année:

2007

Langue:

english

Fichier:

PDF, 230 KB

english, 2007

23

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

Joel L. Horowitz, Denis Bolduc, Suresh Divakar, John Geweke, Füsun Gönül, Vassilis Hajivassiliou, Frank S. Koppelman, Michael Keane, Rosa Matzkin, Peter Rossi, Paul Ruud

Journal:

Marketing Letters

Année:

1994

Langue:

english

Fichier:

PDF, 776 KB

english, 1994

24

Estimating regression models of finite but unknown order

John Geweke, Richard Meese

Journal:

Journal of Econometrics

Année:

1981

Langue:

english

Fichier:

PDF, 51 KB

english, 1981

25

Bayesian reduced rank regression in econometrics

Journal:

Journal of Econometrics

Année:

1996

Langue:

english

Fichier:

PDF, 1.77 MB

english, 1996

26

Bayesian Inference for Hospital Quality in a Selection Model

John Geweke, Gautam Gowrisankaran, Robert J. Town

Journal:

Année:

2003

Langue:

english

Fichier:

PDF, 261 KB

english, 2003

27

Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments

Journal:

Journal of Econometrics

Année:

2012

Langue:

english

Fichier:

PDF, 3.50 MB

english, 2012

28

Using simulation methods for bayesian econometric models: inference, development,and communication

Journal:

Econometric Reviews

Année:

1999

Langue:

english

Fichier:

PDF, 2.46 MB

english, 1999

29

[The IMA Volumes in Mathematics and its Applications] New Directions in Time Series Analysis Volume 46 ||

Brillinger, David, Caines, Peter, Geweke, John, Parzen, Emanuel, Rosenblatt, Murray, Taqqu, Murad S.

Année:

1993

Langue:

english

Fichier:

PDF, 48.74 MB

english, 1993

30

A simple method for estimating preference parameters for individuals

Frischknecht, Bart D., Eckert, Christine, Geweke, John, Louviere, Jordan J.

Journal:

International Journal of Research in Marketing

Année:

2014

Langue:

english

Fichier:

PDF, 537 KB

english, 2014

31

[Iterative and Recursive Estimation in Structural Nonadaptive Models]: Comment

Garland Durham and John Geweke

Journal:

Journal of Business and Economic Statistics

Année:

2003

Langue:

english

Fichier:

PDF, 154 KB

english, 2003

32

Measurement of Linear Dependence and Feedback Between Multiple Time Series

Journal:

Journal of the American Statistical Association

Année:

1982

Langue:

english

Fichier:

PDF, 1.61 MB

english, 1982

33

Getting It Right: Joint Distribution Tests of Posterior Simulators

Journal:

Journal of the American Statistical Association

Année:

2004

Langue:

english

Fichier:

PDF, 1.20 MB

english, 2004

34

Likelihood-based inference for regular functions with fractional polynomial approximations

Geweke, John, Petrella, Lea

Journal:

Journal of Econometrics

Année:

2014

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2014

35

Editor's Report

Journal:

Journal of Business and Economic Statistics

Année:

1992

Langue:

english

Fichier:

PDF, 46 KB

english, 1992

36

The Approximate Slopes of Econometric Tests

Journal:

Année:

1981

Langue:

english

Fichier:

PDF, 401 KB

english, 1981

37

Financial competence, risk presentation and retirement portfolio preferences

BATEMAN, HAZEL, ECKERT, CHRISTINE, GEWEKE, JOHN, LOUVIERE, JORDAN, SATCHELL, STEPHEN, THORP, SUSAN

Journal:

Journal of Pension Economics and Finance

Année:

2014

Langue:

english

Fichier:

PDF, 584 KB

english, 2014

38

Estimating Regression Models of Finite but Unknown Order

John Geweke and Richard Meese

Journal:

International Economic Review

Année:

1981

Langue:

english

Fichier:

PDF, 1.45 MB

english, 1981

39

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

John Geweke and Burton A. Weisbrod

Journal:

Année:

1982

Langue:

english

Fichier:

PDF, 1.55 MB

english, 1982

40

PAPERS AND PROCEEDINGS OF THE One Hundred Twenty Fourth Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION || Prediction with Misspecified Models

John Geweke and Gianni Amisano

Journal:

American Economic Review

Année:

2012

Langue:

english

Fichier:

PDF, 737 KB

english, 2012

41

Papers and Proceedings of the Ninety-Seventh Annual Meeting of the American Economic Association || Macroeconometric Modeling and the Theory of the Representative Agent

Journal:

American Economic Review

Année:

1985

Langue:

english

Fichier:

PDF, 206 KB

english, 1985

42

Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

Journal:

Journal of Financial Econometrics

Année:

2016

Langue:

english

Fichier:

PDF, 83 KB

english, 2016

43

Priors for Macroeconomic Time Series and Their Application

Journal:

Econometric Theory

Année:

1994

Langue:

english

Fichier:

PDF, 1.11 MB

english, 1994

44

Bayesian Inference for Hospital Quality in a Selection Model

John Geweke, Gautam Gowrisankaran and Robert J. Town

Journal:

Année:

2003

Langue:

english

Fichier:

PDF, 687 KB

english, 2003

45

Duke Special Issue || Advances in Random Utility Models Report of the Workshop on Advances in Random Utility Models Duke Invitational Symposium on Choice Modeling Behavior

Joel L. Horowitz, Denis Bolduc, Suresh Divakar, John Geweke, Füsun Gönül, Vassilis Hajivassiliou, Frank S. Koppelman, Michael Keane, Rosa Matzkin, Peter Rossi and Paul Ruud

Journal:

Marketing Letters

Année:

1994

Langue:

english

Fichier:

PDF, 984 KB

english, 1994

46

[Wiley Series in Probability and Statistics] Contemporary Bayesian Econometrics and Statistics (Geweke/Contemporary Bayesian Econometrics and Statistics) || Topics in Bayesian Inference

Année:

2005

Langue:

english

Fichier:

PDF, 273 KB

english, 2005

47

Bayesian Model Comparison and Validation

Journal:

American Economic Review

Année:

2007

Langue:

english

Fichier:

PDF, 471 KB

english, 2007

48

Bayesian Inference for Hospital Quality in a Selection Model

Geweke, John, Gowrisankaran, Gautam, Town, Robert J.

Journal:

SSRN Electronic Journal

Année:

2002

Langue:

english

Fichier:

PDF, 562 KB

english, 2002

49

Introduction: inference and decision making

John Geweke, John Rust, Herman K. Van Dijk

Journal:

Journal of Applied Econometrics

Année:

2000

Langue:

english

Fichier:

PDF, 51 KB

english, 2000

50

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

John F. Geweke, Kenneth J. Singleton

Journal:

Journal of Econometrics

Année:

1981

Langue:

english

Fichier:

PDF, 1.14 MB

english, 1981