John F. Geweke

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Person:1166230

Available identifiers

zbMath Open geweke.john-fWikidataQ30069004 ScholiaQ30069004MaRDI QIDQ1166230

List of research outcomes

PublicationDate of PublicationType
Analysis of Variance for Bayesian Inference2022-05-31Paper
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments2020-11-10Paper
Bayesian Inference for ARFIMA Models2019-07-30Paper
Sequentially adaptive Bayesian learning algorithms for inference and optimization2019-04-30Paper
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments2017-05-12Paper
Optimal prediction pools2016-08-12Paper
Smoothly mixing regressions2016-05-04Paper
Likelihood-based inference for regular functions with fractional polynomial approximations2014-11-20Paper
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets2011-01-03Paper
https://portal.mardi4nfdi.de/entity/Q35579892010-04-29Paper
Comments on Convergence Properties of the Likelihood of Computed Dynamic Models2010-02-03Paper
Computational techniques for applied econometric analysis of macroeconomic and financial processes2009-05-29Paper
Interpretation and inference in mixture models: simple MCMC works2009-05-29Paper
Getting It Right2007-08-20Paper
Comment2007-06-20Paper
Bayesian Inference for Hospital Quality in a Selection Model2006-06-19Paper
Contemporary Bayesian Econometrics and Statistics2005-11-07Paper
https://portal.mardi4nfdi.de/entity/Q44099332004-02-02Paper
https://portal.mardi4nfdi.de/entity/Q44099422003-11-03Paper
Note on the Sampling Distribution for the Metropolis-Hastings Algorithm2003-04-07Paper
Pitfalls in drawing policy conclusions from retrospective survey data: The case of advertising and underage smoking2003-04-03Paper
https://portal.mardi4nfdi.de/entity/Q45109742001-12-16Paper
A note on some limitations of CRRA utility2001-08-20Paper
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.2001-08-20Paper
Bayesian econometrics and forecasting. (With comments)2001-05-20Paper
An empirical analysis of earnings dynamics among men in the PSID: 1968--19892001-03-11Paper
On markov chain monte carlo methods for nonlinear and non-gaussian state-space models2000-07-09Paper
Using simulation methods for bayesian econometric models: inference, development,and communication2000-02-09Paper
https://portal.mardi4nfdi.de/entity/Q27046911999-01-01Paper
Statistical inference in the multinomial multiperiod probit model1998-11-03Paper
https://portal.mardi4nfdi.de/entity/Q43689941998-09-20Paper
https://portal.mardi4nfdi.de/entity/Q43694431998-01-28Paper
Bayesian reduced rank regression in econometrics1997-01-19Paper
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES1993-12-20Paper
https://portal.mardi4nfdi.de/entity/Q40157311993-01-16Paper
Seminonparametric Bayesian estimation of the asymptotically ideal production model1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33548441991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33597221991-01-01Paper
Exact predictive densities for linear models with ARCH disturbances1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33498411989-01-01Paper
Bayesian Inference in Econometric Models Using Monte Carlo Integration1989-01-01Paper
Antithetic acceleration of Monte Carlo integration in Bayesian inference1988-01-01Paper
Exact Inference for Continuous Time Markov Chain Models1986-01-01Paper
Mobility Indices in Continuous Time Markov Chains1986-01-01Paper
Measures of Conditional Linear Dependence and Feedback Between Time Series1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37134771984-01-01Paper
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence1983-01-01Paper
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33249021982-01-01Paper
Measurement of Linear Dependence and Feedback Between Multiple Time Series1982-01-01Paper
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis1981-01-01Paper
Estimating Regression Models of Finite but Unknown Order1981-01-01Paper
A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series1981-01-01Paper
The Approximate Slopes of Econometric Tests1981-01-01Paper
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series1981-01-01Paper
Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small1980-01-01Paper
Testing the exogeneity specification in the complete dynamic simultaneous equation model1978-01-01Paper
Temporal Aggregation in the Multiple Regression Model1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41714781977-01-01Paper

Research outcomes over time


Doctoral students

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