The following pages link to John F. Geweke (Q1166230):
Displayed 50 items.
- (Q198112) (redirect page) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Likelihood-based inference for regular functions with fractional polynomial approximations (Q472743) (← links)
- Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments (Q528094) (← links)
- Optimal prediction pools (Q738000) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Antithetic acceleration of Monte Carlo integration in Bayesian inference (Q1117663) (← links)
- Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis (Q1166231) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989 (Q1573365) (← links)
- Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
- Bayesian econometrics and forecasting. (With comments) (Q1841081) (← links)
- Pitfalls in drawing policy conclusions from retrospective survey data: The case of advertising and underage smoking (Q1866047) (← links)
- Seminonparametric Bayesian estimation of the asymptotically ideal production model (Q2277744) (← links)
- (Q2704691) (← links)
- Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets (Q3062238) (← links)
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
- (Q3324902) (← links)
- Measures of Conditional Linear Dependence and Feedback Between Time Series (Q3347149) (← links)
- (Q3349841) (← links)
- (Q3354844) (← links)
- (Q3359722) (← links)
- Comments on ''Convergence Properties of the Likelihood of Computed Dynamic Models'' (Q3402309) (← links)
- (Q3557989) (← links)
- (Q3713477) (← links)
- Exact Inference for Continuous Time Markov Chain Models (Q3727194) (← links)
- Mobility Indices in Continuous Time Markov Chains (Q3744009) (← links)
- Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small (Q3859128) (← links)
- Estimating Regression Models of Finite but Unknown Order (Q3906933) (← links)
- A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series (Q3918954) (← links)
- The Approximate Slopes of Econometric Tests (Q3928114) (← links)
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series (Q3942721) (← links)
- Measurement of Linear Dependence and Feedback Between Multiple Time Series (Q3954696) (← links)
- (Q4015731) (← links)
- Temporal Aggregation in the Multiple Regression Model (Q4164207) (← links)
- (Q4171478) (← links)
- Using simulation methods for bayesian econometric models: inference, development,and communication (Q4237828) (← links)
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766) (← links)
- (Q4368994) (← links)
- (Q4369443) (← links)
- (Q4409933) (← links)
- (Q4409942) (← links)
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)
- (Q4510974) (← links)
- Bayesian Inference in Econometric Models Using Monte Carlo Integration (Q4733274) (← links)