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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

Year:

1983

Language:

english

File:

PDF, 871 KB

english, 1983

2

Bayesian Inference in Econometric Models Using Monte Carlo Integration

Journal:

Year:

1989

Language:

english

File:

PDF, 618 KB

english, 1989

3

Bayesian econometrics and forecasting

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 65 KB

english, 2001

4

Notes on the Political Relationship of Cicero and Atticus from 63-59 B.C

Lenore Kramp Geweke

Journal:

The Classical Journal

Year:

1934

Language:

english

File:

PDF, 1.31 MB

english, 1934

5

Notes on the Political Relationship of Cicero and Atticus from 56 to 43 B.C

Lenore Kramp Geweke

Journal:

The Classical Journal

Year:

1937

Language:

english

File:

PDF, 1.30 MB

english, 1937

6

Bayesian Model Comparison and Validation

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 850 KB

english, 2007

7

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

John Geweke, Nobuhiko Terui

Journal:

Journal of Time Series Analysis

Year:

1993

Language:

english

File:

PDF, 670 KB

english, 1993

8

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

Journal:

Journal of Business and Economic Statistics

Year:

1998

Language:

english

File:

PDF, 156 KB

english, 1998

9

Measures of Conditional Linear Dependence and Feedback Between Time Series

Journal:

Journal of the American Statistical Association

Year:

1984

Language:

english

File:

PDF, 241 KB

english, 1984

10

Hierarchical Markov normal mixture models with applications to financial asset returns

John Geweke, Gianni Amisano

Journal:

Journal of Applied Econometrics

Year:

2011

Language:

english

File:

PDF, 530 KB

english, 2011

11

Inference and prediction in a multiple-structural-break model

John Geweke, Yu Jiang

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 1.28 MB

english, 2011

12

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

John Geweke, Richard Meese, Warren Dent

Journal:

Journal of Econometrics

Year:

1983

Language:

english

File:

PDF, 1.93 MB

english, 1983

13

Antithetic acceleration of Monte Carlo integration in Bayesian inference

Journal:

Journal of Econometrics

Year:

1988

Language:

english

File:

PDF, 946 KB

english, 1988

14

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

Year:

1984

Language:

english

File:

PDF, 2.17 MB

english, 1984

15

Measurement of Linear Dependence and Feedback between Multiple Time Series

Journal:

Journal of the American Statistical Association

Year:

1982

Language:

english

File:

PDF, 911 KB

english, 1982

16

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

Year:

1980

Language:

english

File:

PDF, 999 KB

english, 1980

17

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

Year:

2015

Language:

english

File:

PDF, 341 KB

english, 2015

18

Prediction with Misspecified Models

Geweke, John, Amisano, Gianni

Journal:

American Economic Review

Year:

2012

Language:

english

File:

PDF, 1.01 MB

english, 2012

19

Testing the exogeneity specification in the complete dynamic simultaneous equation model

Journal:

Journal of Econometrics

Year:

1978

Language:

english

File:

PDF, 1.45 MB

english, 1978

20

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

Year:

2007

Language:

english

File:

PDF, 105 KB

english, 2007

21

Interpretation and inference in mixture models: Simple MCMC works

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 2.80 MB

english, 2007

22

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

John Geweke, Hisashi Tanizaki

Journal:

Computational Statistics & Data Analysis

Year:

2001

Language:

english

File:

PDF, 153 KB

english, 2001

23

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

Year:

2007

Language:

english

File:

PDF, 230 KB

english, 2007

24

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

Year:

1994

Language:

english

File:

PDF, 776 KB

english, 1994

25

Estimating regression models of finite but unknown order

John Geweke, Richard Meese

Journal:

Journal of Econometrics

Year:

1981

Language:

english

File:

PDF, 51 KB

english, 1981

26

Bayesian reduced rank regression in econometrics

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.77 MB

english, 1996

27

Bayesian Inference for Hospital Quality in a Selection Model

John Geweke, Gautam Gowrisankaran, Robert J. Town

Journal:

Year:

2003

Language:

english

File:

PDF, 261 KB

english, 2003

28

Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 3.50 MB

english, 2012

29

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

Journal:

Econometric Reviews

Year:

1999

Language:

english

File:

PDF, 2.46 MB

english, 1999

30

[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.

Year:

1993

Language:

english

File:

PDF, 48.74 MB

english, 1993

31

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

Year:

2014

Language:

english

File:

PDF, 537 KB

english, 2014

32

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

Garland Durham and John Geweke

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 154 KB

english, 2003

33

Measurement of Linear Dependence and Feedback Between Multiple Time Series

Journal:

Journal of the American Statistical Association

Year:

1982

Language:

english

File:

PDF, 1.61 MB

english, 1982

34

Getting It Right: Joint Distribution Tests of Posterior Simulators

Journal:

Journal of the American Statistical Association

Year:

2004

Language:

english

File:

PDF, 1.20 MB

english, 2004

35

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

Year:

1999

Language:

english

File:

PDF, 1022 KB

english, 1999

36

Likelihood-based inference for regular functions with fractional polynomial approximations

Geweke, John, Petrella, Lea

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 1.42 MB

english, 2014

37

Editor's Report

Journal:

Journal of Business and Economic Statistics

Year:

1992

Language:

english

File:

PDF, 46 KB

english, 1992

38

The Approximate Slopes of Econometric Tests

Journal:

Year:

1981

Language:

english

File:

PDF, 401 KB

english, 1981

39

Measuring the Pricing Error of the Arbitrage Pricing Theory

Geweke, J., Zhou, G.

Journal:

Review of Financial Studies

Year:

1996

Language:

english

File:

PDF, 1.32 MB

english, 1996

40

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

Year:

2014

Language:

english

File:

PDF, 584 KB

english, 2014

41

Estimating Regression Models of Finite but Unknown Order

John Geweke and Richard Meese

Journal:

International Economic Review

Year:

1981

Language:

english

File:

PDF, 1.45 MB

english, 1981

42

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

John Geweke and Burton A. Weisbrod

Journal:

Year:

1982

Language:

english

File:

PDF, 1.55 MB

english, 1982

43

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

Year:

2012

Language:

english

File:

PDF, 737 KB

english, 2012

44

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

Year:

1985

Language:

english

File:

PDF, 206 KB

english, 1985

45

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

Journal:

Journal of Financial Econometrics

Year:

2016

Language:

english

File:

PDF, 83 KB

english, 2016

46

Priors for Macroeconomic Time Series and Their Application

Journal:

Econometric Theory

Year:

1994

Language:

english

File:

PDF, 1.11 MB

english, 1994

47

Bayesian Inference for Hospital Quality in a Selection Model

John Geweke, Gautam Gowrisankaran and Robert J. Town

Journal:

Year:

2003

Language:

english

File:

PDF, 687 KB

english, 2003

48

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

Year:

1994

Language:

english

File:

PDF, 984 KB

english, 1994

49

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

Year:

2005

Language:

english

File:

PDF, 273 KB

english, 2005

50

Bayesian Model Comparison and Validation

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 471 KB

english, 2007