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Showing results 36 to 51 of 51
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Issue Date
Title
Author(s)
1981-01
Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series
Geweke, J
;
Singleton, K
1996-01-01
Measuring the Pricing Error of the Arbitrage Pricing Theory
Geweke, J
;
Zhou, G
2010-07-01
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets
Berg, JE
;
Geweke, J
;
Rietz, TA
2012-12-01
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
Geweke, J
2001-06-01
A note on some limitations of CRRA utility
Geweke, J
2003-01-01
Note on the sampling distribution for the Metropolis-Hastings algorithm
Geweke, J
;
Tanizaki, H
2011-09-01
Optimal prediction pools
Geweke, J
;
Amisano, G
2012-07-05
Prediction with misspecified models
Geweke, J
;
Amisano, G
2016-03-01
Risk Presentation and Portfolio Choice
Bateman, H
;
Eckert, C
;
Geweke, J
;
Louviere, J
;
Satchell, S
;
Thorp, S
2016-03
Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP
Geweke, J
2009-01-01
The SETAR model of Tong and Lim and advances in computation
Geweke, J
2014-03-01
A simple method for estimating preference parameters for individuals
Frischknecht, BD
;
Eckert, C
;
Geweke, J
;
Louviere, JJ
2007-05-01
Smoothly mixing regressions
Geweke, J
;
Keane, M
1978-01-01
Testing the exogeneity specification in the complete dynamic simultaneous equation model
Geweke, J
1999-01
Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication
Geweke, J
2006-05-01
A variance screen for collusion
Abrantes-Metz, RM
;
Froeb, LM
;
Geweke, J
;
Taylor, CT