John Geweke
Names
Identifer
Contact
Affiliations
-
University of Technology Sydney
/ Business School
/ Economics Discipline Group
Research profile
author of:
- Prediction with Misspecified Models (RePEc:aea:aecrev:v:102:y:2012:i:3:p:482-86)
by John Geweke & Gianni Amisano - Macroeconometric Modeling and the Theory of the Representative Agent (RePEc:aea:aecrev:v:75:y:1985:i:2:p:206-10)
by Geweke, John - Bayesian Model Comparison and Validation (RePEc:aea:aecrev:v:97:y:2007:i:2:p:60-64)
by John Geweke - Comment on Poirer: Operational Bayesian Methods in Econometrics (RePEc:aea:jecper:v:2:y:1988:i:1:p:159-66)
by Geweke, John - Financial Competence, Risk Presentation and Retirement Portfolio Preferences (RePEc:asb:wpaper:201120)
by Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp - Economic Rationality, Risk Presentation, and Retirement Portfolio Choice (RePEc:asb:wpaper:201121)
by Hazel Bateman & Christine Ebling & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp - Getting It Right: Joint Distribution Tests of Posterior Simulators (RePEc:bes:jnlasa:v:99:y:2004:p:799-804)
by John Geweke - Bayesian Analysis of Stochastic Volatility Models: Comment (RePEc:bes:jnlbes:v:12:y:1994:i:4:p:397-99)
by Geweke, John - Real and Spurious Long-Memory Properties of Stock-Market Data: Comment (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:269-71)
by Geweke, John - Prior Density-Ratio Class Robustness in Econometrics (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:469-78)
by Geweke, John & Petrella, Lea - Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:490-92)
by Durham, Garland & Geweke, John - A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series (RePEc:bes:jnlbes:v:2:y:1984:i:3:p:191-200)
by Meese, Richard & Geweke, John - An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment (RePEc:bes:jnlbes:v:6:y:1988:i:4:p:465-66)
by Geweke, John - The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 (RePEc:bes:jnlbes:v:6:y:1988:i:4:p:479-86)
by Geweke, John - Bayesian Inference and Posterior Simulators (RePEc:bla:canjag:v:49:y:2001:i:3:p:313-325)
by John Geweke - Financial Competence and Expectations Formation: Evidence from Australia (RePEc:bla:ecorec:v:88:y:2012:i:280:p:39-63)
by Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Susan Thorp & Stephen Satchell - Econometrics: A Bird’s Eye View (RePEc:cam:camdae:0655)
by Geweke, J. & Joel Horowitz & Pesaran, M.H. - Predicting Turning Points: Technical Paper 2000-3 (RePEc:cbo:wpaper:13337)
by Dan Chin & John Geweke & Preston Miller - Econometrics: A Bird’s Eye View (RePEc:ces:ceswps:_1870)
by John Geweke & Joel Horowitz & M. Hashem Pesaran - Measuring the Pricing Error of the Arbitrage Pricing Theory (RePEc:cuf:wpaper:276)
by John Geweke & Guofu Zhou - Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity (RePEc:cup:cbooks:9780521023122)
by None - Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity (RePEc:cup:cbooks:9780521355636)
by None - Priors for Macroeconomic Time Series and Their Application (RePEc:cup:etheor:v:10:y:1994:i:3-4:p:609-632_00)
by Geweke, John - Optimal Prediction Pools (RePEc:ecb:ecbwps:20091017)
by Amisano, Gianni & Geweke, John - Analysis of variance for bayesian inference (RePEc:ecb:ecbwps:20111409)
by Amisano, Gianni & Geweke, John - Prediction using several macroeconomic models (RePEc:ecb:ecbwps:20131537)
by Amisano, Gianni & Geweke, John - Temporal Aggregation in the Multiple Regression Model (RePEc:ecm:emetrp:v:46:y:1978:i:3:p:643-61)
by Geweke, John F - The Approximate Slopes of Econometric Tests (RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1427-42)
by Geweke, John - The Superneutrality of Money in the United States: An Interpretation of the Evidence (RePEc:ecm:emetrp:v:54:y:1986:i:1:p:1-21)
by Geweke, John F - Mobility Indices in Continuous Time Markov Chains (RePEc:ecm:emetrp:v:54:y:1986:i:6:p:1407-23)
by Geweke, John & Marshall, Robert C & Zarkin, Gary A - Bayesian Inference in Econometric Models Using Monte Carlo Integration (RePEc:ecm:emetrp:v:57:y:1989:i:6:p:1317-39)
by Geweke, John - Power of Tests in Binary Response Models: Comment (RePEc:ecm:emetrp:v:67:y:1999:i:2:p:423-426)
by John Geweke - Bayesian Inference for Hospital Quality in a Selection Model (RePEc:ecm:emetrp:v:71:y:2003:i:4:p:1215-1238)
by John Geweke & Gautam Gowrisankaran & Robert J. Town - Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" (RePEc:ecm:emetrp:v:77:y:2009:i:6:p:2009-2017)
by Daniel Ackerberg & John Geweke & Jinyong Hahn - Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets (RePEc:ecm:quante:v:1:y:2010:i:1:p:163-186)
by Joyce E. Berg & John Geweke & Thomas A. Rietz - Some experiments in constructing a hybrid model for macroeconomic analysis: A comment (RePEc:eee:crcspp:v:49:y:1998:i::p:143-147)
by Geweke, John - Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling (RePEc:eee:csdana:v:37:y:2001:i:2:p:151-170)
by Geweke, John & Tanizaki, Hisashi - Computational techniques for applied econometric analysis of macroeconomic and financial processes (RePEc:eee:csdana:v:51:y:2007:i:7:p:3506-3508)
by Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K. - Interpretation and inference in mixture models: Simple MCMC works (RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550)
by Geweke, John - Inference and causality in economic time series models (RePEc:eee:ecochp:2-19)
by Geweke, John - Computationally intensive methods for integration in econometrics (RePEc:eee:ecochp:5-56)
by Geweke, John & Keane, Michael - Bayesian Forecasting (RePEc:eee:ecofch:1-01)
by Geweke, John & Whiteman, Charles - A note on some limitations of CRRA utility (RePEc:eee:ecolet:v:71:y:2001:i:3:p:341-345)
by Geweke, John - Journal of Econometrics (RePEc:eee:econom)
from Elsevier as editor - Bayesian econometrics and forecasting (RePEc:eee:econom:v:100:y:2001:i:1:p:11-15)
by Geweke, John - Econometric issues in using the AHEAD panel (RePEc:eee:econom:v:112:y:2003:i:1:p:115-120)
by Geweke, John - Smoothly mixing regressions (RePEc:eee:econom:v:138:y:2007:i:1:p:252-290)
by Geweke, John & Keane, Michael - Inference and prediction in a multiple-structural-break model (RePEc:eee:econom:v:163:y:2011:i:2:p:172-185)
by Geweke, John & Jiang, Yu - Optimal prediction pools (RePEc:eee:econom:v:164:y:2011:i:1:p:130-141)
by Geweke, John & Amisano, Gianni - Estimating regression models of finite but unknown order (RePEc:eee:econom:v:16:y:1981:i:1:p:162-162)
by Geweke, John & Meese, Richard - Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments (RePEc:eee:econom:v:171:y:2012:i:2:p:185-204)
by Geweke, John - Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis (RePEc:eee:econom:v:17:y:1981:i:3:p:287-304)
by Geweke, John F. & Singleton, Kenneth J. - Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence (RePEc:eee:econom:v:21:y:1983:i:2:p:161-194)
by Geweke, John & Meese, Richard & Dent, Warren - Antithetic acceleration of Monte Carlo integration in Bayesian inference (RePEc:eee:econom:v:38:y:1988:i:1-2:p:73-89)
by Geweke, John - Exact predictive densities for linear models with arch disturbances (RePEc:eee:econom:v:40:y:1989:i:1:p:63-86)
by Geweke, John - Seminonparametric Bayesian estimation of the asymptotically ideal production model (RePEc:eee:econom:v:49:y:1991:i:1-2:p:5-50)
by Barnett, William A. & Geweke, John & Wolfe, Michael - Forecasting time series with common seasonal patterns (RePEc:eee:econom:v:55:y:1993:i:1-2:p:201-202)
by Geweke, John - Bayesian reduced rank regression in econometrics (RePEc:eee:econom:v:75:y:1996:i:1:p:121-146)
by Geweke, John - Testing the exogeneity specification in the complete dynamic simultaneous equation model (RePEc:eee:econom:v:7:y:1978:i:2:p:163-185)
by Geweke, John - Statistical inference in the multinomial multiperiod probit model (RePEc:eee:econom:v:80:y:1997:i:1:p:125-165)
by Geweke, John F. & Keane, Michael P. & Runkle, David E. - An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 (RePEc:eee:econom:v:96:y:2000:i:2:p:293-356)
by Geweke, John & Keane, Michael - Monte carlo simulation and numerical integration (RePEc:eee:hecchp:1-15)
by Geweke, John - A variance screen for collusion (RePEc:eee:indorg:v:24:y:2006:i:3:p:467-486)
by Abrantes-Metz, Rosa M. & Froeb, Luke M. & Geweke, John & Taylor, Christopher T. - Long run competition in the U.S. aluminum industry (RePEc:eee:indorg:v:5:y:1987:i:1:p:67-78)
by Froeb, Luke & Geweke, John - Comparing and evaluating Bayesian predictive distributions of asset returns (RePEc:eee:intfor:v:26:y::i:2:p:216-230)
by Geweke, John & Amisano, Gianni - Comment (RePEc:eee:intfor:v:26:y::i:2:p:435-438)
by Geweke, John - A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 (RePEc:eee:moneco:v:2:y:1976:i:1:p:125-127)
by Geweke, John - Bayesian inference for hospital quality in a selection model (RePEc:fip:fedfwp:2002-18)
by John Geweke & Gautam Gowrisankaran & Robert J. Town - Priors for macroeconomic time series and their application (RePEc:fip:fedmem:64)
by John Geweke - A fine time for monetary policy? (RePEc:fip:fedmqr:y:1995:i:win:p:18-31:n:v.19no.1)
by John Geweke & David E. Runkle - Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments (RePEc:fip:fedmsr:148)
by John Geweke - Alternative computational approaches to inference in the multinomial probit model (RePEc:fip:fedmsr:170)
by John Geweke & Michael P. Keane & David E. Runkle - Statistical inference in the multinomial multiperiod probit model (RePEc:fip:fedmsr:177)
by John Geweke & Michael P. Keane & David E. Runkle - Measuring the pricing error of the arbitrage pricing theory (RePEc:fip:fedmsr:189)
by John Geweke & Guofu Zhou - Monte Carlo simulation and numerical integration (RePEc:fip:fedmsr:192)
by John Geweke - An empirical analysis of income dynamics among men in the PSID: 1968-1989 (RePEc:fip:fedmsr:233)
by John Geweke & Michael P. Keane - Mixture of normals probit models (RePEc:fip:fedmsr:237)
by John Geweke & Michael P. Keane - Using simulation methods for Bayesian econometric models: inference, development, and communication (RePEc:fip:fedmsr:249)
by John Geweke - Predicting turning points (RePEc:fip:fedmsr:267)
by Daniel M. Chin & John Geweke & Preston J. Miller - Bayesian comparison of econometric models (RePEc:fip:fedmwp:532)
by John Geweke - Variable selection and model comparison in regression (RePEc:fip:fedmwp:539)
by John Geweke - Bayesian reduced rank regression in econometrics (RePEc:fip:fedmwp:540)
by John Geweke - Bayesian inference for linear models subject to linear inequality constraints (RePEc:fip:fedmwp:552)
by John Geweke - Prior density ratio class robustness in econometrics (RePEc:fip:fedmwp:553)
by John Geweke & Lea Petrella - Posterior simulators in econometrics (RePEc:fip:fedmwp:555)
by John Geweke - Bayesian inference for dynamic choice models without the need for dynamic programming (RePEc:fip:fedmwp:564)
by John Geweke & Michael P. Keane - Simulation-based Bayesian inference for economic time series (RePEc:fip:fedmwp:570)
by John Geweke - Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series (RePEc:ier:iecrev:v:22:y:1981:i:1:p:37-54)
by Geweke, John F & Singleton, Kenneth J - Estimating Regression Models of Finite but Unknown Order (RePEc:ier:iecrev:v:22:y:1981:i:1:p:55-70)
by Geweke, John F & Meese, Richard - Econometrics: A Bird's Eye View (RePEc:iza:izadps:dp2458)
by Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem - Introduction: inference and decision making (RePEc:jae:japmet:v:15:y:2000:i:6:p:545-546)
by John Geweke & John Rust & Herman K. Van Dijk - Exact Inference in the Inequality Constrained Normal Linear Regression Model (RePEc:jae:japmet:v:1:y:1986:i:2:p:127-41)
by Geweke, John - Bayesian Treatment of the Independent Student- t Linear Model (RePEc:jae:japmet:v:8:y:1993:i:s:p:s19-40)
by Geweke, J - Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking (RePEc:kap:jrisku:v:25:y:2002:i:2:p:111-31)
by Geweke, John & Martin, Donald L - On Specification in Simultaneous Equation Models (RePEc:nbr:nberch:11699)
by Warren Dent & John Geweke - The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series (RePEc:nbr:nberch:4332)
by John Geweke - Bayesian Inference for Hospital Quality in a Selection Model (RePEc:nbr:nberwo:8497)
by John Geweke & Gautam Gowrisankaran & Robert J. Town - Bayesian Specification Analysis in Econometrics (RePEc:oup:ajagec:v:83:y:2001:i:5:p:1181-1186)
by John Geweke & William McCausland - Measuring the Pricing Error of the Arbitrage Pricing Theory (RePEc:oup:rfinst:v:9:y:1996:i:2:p:557-87)
by Geweke, John & Zhou, Guofu - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199559084)
by None - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199681334)
by None - Economic Rationality, Risk Presentation, and Retirement Portfolio Choice (RePEc:pra:mprapa:29371)
by Bateman, Hazel & Ebling, Christine & Geweke, John & Jordan, Louviere & Stephen, Satchell & Susan, Thorp - Advances in Random Utility Models (RePEc:pra:mprapa:53026)
by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul - Simulation Based Inference for Dynamic Multinomial Choice Models (RePEc:pra:mprapa:54279)
by Geweke, John & Houser, Dan & Keane, Michael - Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 (RePEc:pra:mprapa:54281)
by Geweke, John & Keane, Michael - Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices (RePEc:pra:mprapa:54286)
by Geweke, John & Keane, Michael - Recursively Simulating Multinomial Multiperiod Probit Probabilities (RePEc:pra:mprapa:55140)
by Geweke, John & Keane, Michael & Runkle, David - Posterior Simulators in Econometrics (RePEc:sce:scecf6:_019)
by John Geweke - Computational Experiments and Reality (RePEc:sce:scecf9:401)
by John Geweke - Using Simulation Methods for Bayesian Econometric Models (RePEc:sce:scecf9:832)
by John Geweke - Using simulation methods for bayesian econometric models: inference, development,and communication (RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73)
by John Geweke - Reply (RePEc:taf:emetrv:v:18:y:1999:i:1:p:119-126)
by J. Geweke - Comment (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:193-200)
by John Geweke - Analysis of Variance for Bayesian Inference (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:270-288)
by John Geweke & Gianni Amisano - Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange (RePEc:tpr:restat:v:61:y:1979:i:3:p:334-41)
by Geweke, John F & Feige, Edgar L - Alternative Computational Approaches to Inference in the Multinomial Probit Model (RePEc:tpr:restat:v:76:y:1994:i:4:p:609-32)
by Geweke, John & Keane, Michael P & Runkle, David - Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns (RePEc:ubs:wpaper:0705)
by John Geweke & Gianni Amisano - Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments (RePEc:uts:ecowps:9)
by Garland Durham & John Geweke - Hierarchical Markov normal mixture models with applications to financial asset returns (RePEc:wly:japmet:v:26:y:2011:i:1:p:1-29)
by John Geweke & Gianni Amisano - An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989 (RePEc:wop:wispod:1127-97)
by J. Geweke & M. Keane