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Geweke, John F. - Center for the Study of Choice, University of Technology Sydney,
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
A Variance Screen for Collusion Rosa M. Abrantes-Metz
Analysis of variance for Bayesian Inference John Geweke and Gianni Amisanoy
Improving Asset Price Prediction when All Models are False
Getting it Right: Joint Distribution Tests of Posterior Simulators
Bayesian Inference for Hospital Quality in a Selection Model John Geweke
Interpretation and Inference in Mixture Models: Simple MCMC Works
Posterior Simulators in Econometrics John Geweke
Errata as of October 17, 2008 Contemporary Bayesian Econometrics and Statistics
Likelihood-based Inference for Regular Functions with Fractional Polynomial Approximations
Smoothly Mixing Regressions John Geweke and Michael Keane
BAYESIAN STATISTICS 6, pp. 000 000 J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith Eds.
Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments
Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints
Bayesian Forecasting John Geweke and Charles Whiteman
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men
Using Simulation Methods for Bayesian Econometric Models
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
ISBA and Eurostat, 2001 Embedding Bayesian Tools in
Bayesian Inference for Linear Models Subject to Linear Inequality Constraints
Convergence Properties of the Likelihood of Computed Dynamic Models: Comment
Prior Density Ratio Class Robustness in Econometrics John Geweke
Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in
This section first takes up the model comparison question, which has been intensively studied in the past five years in the wake of the rapid innovations in posterior simulators. It
Bayesian Model Comparison and Validation1 John Geweke, University of Iowa
Complete and Incomplete Bayesian Models for Financial Time Series
Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments
Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments
Prediction with Misspeci...ed Models John Geweke* and Gianni Amisano**
Analysis of variance for Bayesian Inference John Geweke and Gianni Amisanoy
Incorporating prior information to overcome complete separation problems in discrete choice model estimation
Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments
Likelihood-based Inference for Regular Functions with Fractional Polynomial Approximations