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Geweke, John F.

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Author ID: geweke.john-f Recent zbMATH articles by "Geweke, John F."
Published as: Geweke, J.; Geweke, John; Geweke, John F.
Documents Indexed: 66 Publications since 1977, including 7 Books

Publications by Year

Citations contained in zbMATH

57 Publications have been cited 1,424 times in 1,217 Documents Cited by Year
The estimation and application of long memory time series models. Zbl 0534.62062
Geweke, John; Porter-Hudak, Susan
326
1983
Bayesian inference in econometric models using Monte Carlo integration. Zbl 0683.62068
Geweke, John
189
1989
Contemporary Bayesian econometrics and statistics. Zbl 1093.62107
Geweke, John
130
2005
Using simulation methods for Bayesian econometric models: Inference, development, and communication. (With comments). Zbl 0930.62105
Geweke, John
80
1999
Measurement of linear dependence and feedback between multiple time series. Zbl 0492.62078
Geweke, John
58
1982
Bayesian reduced rank regression in econometrics. Zbl 0864.62083
Geweke, John
51
1996
Optimal prediction pools. Zbl 1441.62700
Geweke, John; Amisano, Gianni
35
2011
Smoothly mixing regressions. Zbl 1418.62455
Geweke, John; Keane, Michael
34
2007
Interpretation and inference in mixture models: simple MCMC works. Zbl 1161.62338
Geweke, John
34
2007
Measures of conditional linear dependence and feedback between time series. Zbl 0553.62083
Geweke, John F.
34
1984
The dynamic factor analysis of economic time-series models. Zbl 0389.62075
Geweke, John
33
1977
Antithetic acceleration of Monte Carlo integration in Bayesian inference. Zbl 0667.62079
Geweke, John
31
1988
Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073
Geweke, John; Terui, Nobuhiko
27
1993
Monte Carlo simulation and numerical integration. Zbl 1074.65506
Geweke, John
23
1996
Getting it right: Joint distribution tests of posterior simulators. Zbl 1117.62344
Geweke, John
22
2004
Statistical inference in the multinomial multiperiod probit model. Zbl 0898.62140
Geweke, John F.; Keane, Michael P.; Runkle, David E.
22
1997
Estimating regression models of finite but unknown order. Zbl 0457.62050
Geweke, John; Meese, Richard
22
1981
Exact predictive densities for linear models with ARCH disturbances. Zbl 0668.62080
Geweke, John
21
1989
Maximum likelihood ”confirmatory” factor analysis of economic time series. Zbl 0483.90037
Geweke, John F.; Singleton, Kenneth J.
21
1981
A note on some limitations of CRRA utility. Zbl 0983.91020
Geweke, John
19
2001
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. Zbl 1077.62511
Geweke, J.; Tanizaki, H.
18
2001
The approximate slopes of econometric tests. Zbl 0473.62106
Geweke, John
18
1981
Seminonparametric Bayesian estimation of the asymptotically ideal production model. Zbl 0725.62105
Barnett, William A.; Geweke, John; Wolfe, Michael
17
1991
Inference and causality in economic time series models. Zbl 0587.62197
Geweke, John
11
1984
Temporal aggregation in the multiple regression model. Zbl 0383.62043
Geweke, John
11
1978
An empirical analysis of earnings dynamics among men in the PSID: 1968–1989. Zbl 0956.62120
Geweke, John; Keane, Michael
10
2000
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence. Zbl 0504.62105
Geweke, John; Meese, Richard; Dent, Warren
10
1983
A comparison of tests of the independence of two covariance-stationary time series. Zbl 0466.62083
Geweke, John
10
1981
Complete and incomplete econometric models. Zbl 1200.91002
Geweke, John
9
2010
On Markov chain Monte Carlo methods for nonlinear and non-Gaussian state-space models. Zbl 0968.62541
Geweke, John; Tanizaki, Hisashi
9
1999
Inference and prediction in a multiple-structural-break model. Zbl 1441.62701
Geweke, John; Jiang, Yu
7
2011
Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM consumer demand system. Zbl 0754.62088
Barnett, William A.; Geweke, John; Yue, Piyu
7
1991
Bayesian inference for linear models subject to linear inequality constraints. Zbl 0895.62028
Geweke, John F.
6
1996
Interpreting the likelihood ratio statistic in factor models when sample size is small. Zbl 0424.62039
Geweke, John F.; Singleton, Kenneth J.
6
1980
Bayesian inference for hospital quality in a selection model. Zbl 1153.62313
Geweke, John; Gowrisankaran, Gautam; Town, Robert J.
5
2003
Bayesian econometrics and forecasting. (With comments). Zbl 0996.62099
Geweke, John
5
2001
Simulation methods for model criticism and robustness analysis. (With discussion). Zbl 0974.62022
Geweke, John
5
1999
Mobility indices in continuous time Markov chains. Zbl 0605.92016
Geweke, John; Marshall, Robert C.; Zarkin, Gary A.
5
1986
The Oxford handbook of Bayesian econometrics. Reprint of the 2011 hardback ed. Zbl 1269.62088
Geweke, John (ed.); Koop, Gary (ed.); van Dijk, Herman (ed.)
4
2013
Mixture for normal probit models. Zbl 1052.62559
Geweke, John; Keane, Michael
4
1999
Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference. Zbl 0733.65110
Geweke, John
4
1991
Economic complexity: chaos, sunspots, bubbles, and nonlinearity. Proceedings of the fourth international symposium in economic theory and econometrics, held at the University of Texas, Austin, TX (USA), on May 27-29, 1987. Zbl 0722.00050
Barnett, William A. (ed.); Geweke, John (ed.); Shell, Karl (ed.)
4
1989
Exact inference for continuous time Markov chain models. Zbl 0595.62097
Geweke, John; Marshall, Robert C.; Zarkin, Gary A.
4
1986
Comments on “Convergence properties of the likelihood of computed dynamic models”. Zbl 1182.62212
Ackerberg, Daniel; Geweke, John; Hahn, Jinyong
3
2009
Testing the exogeneity specification in the complete dynamic simultaneous equation model. Zbl 0403.62080
Geweke, John
3
1978
Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064
Geweke, John; Petrella, Lea
2
2014
Note on the sampling distribution for the Metropolis-Hastings algorithm. Zbl 1183.62047
Geweke, John; Tanizaki, Hisashi
2
2003
Bayesian inference for dynamic discrete choice models without the need for dynamic programming. Zbl 1029.62023
Geweke, John F.; Keane, Michael P.
2
2000
Modeling with normal polynomial expansions. Zbl 0727.62110
Geweke, John
2
1989
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis. Zbl 0488.62099
Geweke, John F.; Singleton, Kenneth J.
2
1981
Bayesian inference for ARFIMA models. Zbl 1421.62119
Durham, Garland; Geweke, John; Porter-Hudak, Susan; Sowell, Fallaw
1
2019
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments. Zbl 1443.62450
Geweke, John
1
2012
Memoirs of an indifferent trader: estimating forecast distributions from prediction markets. Zbl 1207.91048
Berg, Joyce E.; Geweke, John; Rietz, Thomas A.
1
2010
Simulation-based Bayesian inference for economic time series. Zbl 1022.62088
Geweke, John F.
1
2000
Decision making under risk and uncertainty. New models and empirical findings. Papers from the 5th international conference on The foundations and applications of utility, risk and decision theories held in Durham, NC, USA, June 9–13, 1990. Zbl 0915.90003
Geweke, John (ed.)
1
1992
Seminonparametric Bayesian estimation of consumer and factor demand models. Zbl 0729.90815
Barnett, William A.; Geweke, John; Wolfe, Michael
1
1991
Causality, exogeneity, and inference. Zbl 0538.62096
Geweke, John
1
1982
Bayesian inference for ARFIMA models. Zbl 1421.62119
Durham, Garland; Geweke, John; Porter-Hudak, Susan; Sowell, Fallaw
1
2019
Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064
Geweke, John; Petrella, Lea
2
2014
The Oxford handbook of Bayesian econometrics. Reprint of the 2011 hardback ed. Zbl 1269.62088
Geweke, John (ed.); Koop, Gary (ed.); van Dijk, Herman (ed.)
4
2013
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments. Zbl 1443.62450
Geweke, John
1
2012
Optimal prediction pools. Zbl 1441.62700
Geweke, John; Amisano, Gianni
35
2011
Inference and prediction in a multiple-structural-break model. Zbl 1441.62701
Geweke, John; Jiang, Yu
7
2011
Complete and incomplete econometric models. Zbl 1200.91002
Geweke, John
9
2010
Memoirs of an indifferent trader: estimating forecast distributions from prediction markets. Zbl 1207.91048
Berg, Joyce E.; Geweke, John; Rietz, Thomas A.
1
2010
Comments on “Convergence properties of the likelihood of computed dynamic models”. Zbl 1182.62212
Ackerberg, Daniel; Geweke, John; Hahn, Jinyong
3
2009
Smoothly mixing regressions. Zbl 1418.62455
Geweke, John; Keane, Michael
34
2007
Interpretation and inference in mixture models: simple MCMC works. Zbl 1161.62338
Geweke, John
34
2007
Contemporary Bayesian econometrics and statistics. Zbl 1093.62107
Geweke, John
130
2005
Getting it right: Joint distribution tests of posterior simulators. Zbl 1117.62344
Geweke, John
22
2004
Bayesian inference for hospital quality in a selection model. Zbl 1153.62313
Geweke, John; Gowrisankaran, Gautam; Town, Robert J.
5
2003
Note on the sampling distribution for the Metropolis-Hastings algorithm. Zbl 1183.62047
Geweke, John; Tanizaki, Hisashi
2
2003
A note on some limitations of CRRA utility. Zbl 0983.91020
Geweke, John
19
2001
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. Zbl 1077.62511
Geweke, J.; Tanizaki, H.
18
2001
Bayesian econometrics and forecasting. (With comments). Zbl 0996.62099
Geweke, John
5
2001
An empirical analysis of earnings dynamics among men in the PSID: 1968–1989. Zbl 0956.62120
Geweke, John; Keane, Michael
10
2000
Bayesian inference for dynamic discrete choice models without the need for dynamic programming. Zbl 1029.62023
Geweke, John F.; Keane, Michael P.
2
2000
Simulation-based Bayesian inference for economic time series. Zbl 1022.62088
Geweke, John F.
1
2000
Using simulation methods for Bayesian econometric models: Inference, development, and communication. (With comments). Zbl 0930.62105
Geweke, John
80
1999
On Markov chain Monte Carlo methods for nonlinear and non-Gaussian state-space models. Zbl 0968.62541
Geweke, John; Tanizaki, Hisashi
9
1999
Simulation methods for model criticism and robustness analysis. (With discussion). Zbl 0974.62022
Geweke, John
5
1999
Mixture for normal probit models. Zbl 1052.62559
Geweke, John; Keane, Michael
4
1999
Statistical inference in the multinomial multiperiod probit model. Zbl 0898.62140
Geweke, John F.; Keane, Michael P.; Runkle, David E.
22
1997
Bayesian reduced rank regression in econometrics. Zbl 0864.62083
Geweke, John
51
1996
Monte Carlo simulation and numerical integration. Zbl 1074.65506
Geweke, John
23
1996
Bayesian inference for linear models subject to linear inequality constraints. Zbl 0895.62028
Geweke, John F.
6
1996
Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073
Geweke, John; Terui, Nobuhiko
27
1993
Decision making under risk and uncertainty. New models and empirical findings. Papers from the 5th international conference on The foundations and applications of utility, risk and decision theories held in Durham, NC, USA, June 9–13, 1990. Zbl 0915.90003
Geweke, John (ed.)
1
1992
Seminonparametric Bayesian estimation of the asymptotically ideal production model. Zbl 0725.62105
Barnett, William A.; Geweke, John; Wolfe, Michael
17
1991
Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM consumer demand system. Zbl 0754.62088
Barnett, William A.; Geweke, John; Yue, Piyu
7
1991
Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference. Zbl 0733.65110
Geweke, John
4
1991
Seminonparametric Bayesian estimation of consumer and factor demand models. Zbl 0729.90815
Barnett, William A.; Geweke, John; Wolfe, Michael
1
1991
Bayesian inference in econometric models using Monte Carlo integration. Zbl 0683.62068
Geweke, John
189
1989
Exact predictive densities for linear models with ARCH disturbances. Zbl 0668.62080
Geweke, John
21
1989
Economic complexity: chaos, sunspots, bubbles, and nonlinearity. Proceedings of the fourth international symposium in economic theory and econometrics, held at the University of Texas, Austin, TX (USA), on May 27-29, 1987. Zbl 0722.00050
Barnett, William A. (ed.); Geweke, John (ed.); Shell, Karl (ed.)
4
1989
Modeling with normal polynomial expansions. Zbl 0727.62110
Geweke, John
2
1989
Antithetic acceleration of Monte Carlo integration in Bayesian inference. Zbl 0667.62079
Geweke, John
31
1988
Mobility indices in continuous time Markov chains. Zbl 0605.92016
Geweke, John; Marshall, Robert C.; Zarkin, Gary A.
5
1986
Exact inference for continuous time Markov chain models. Zbl 0595.62097
Geweke, John; Marshall, Robert C.; Zarkin, Gary A.
4
1986
Measures of conditional linear dependence and feedback between time series. Zbl 0553.62083
Geweke, John F.
34
1984
Inference and causality in economic time series models. Zbl 0587.62197
Geweke, John
11
1984
The estimation and application of long memory time series models. Zbl 0534.62062
Geweke, John; Porter-Hudak, Susan
326
1983
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence. Zbl 0504.62105
Geweke, John; Meese, Richard; Dent, Warren
10
1983
Measurement of linear dependence and feedback between multiple time series. Zbl 0492.62078
Geweke, John
58
1982
Causality, exogeneity, and inference. Zbl 0538.62096
Geweke, John
1
1982
Estimating regression models of finite but unknown order. Zbl 0457.62050
Geweke, John; Meese, Richard
22
1981
Maximum likelihood ”confirmatory” factor analysis of economic time series. Zbl 0483.90037
Geweke, John F.; Singleton, Kenneth J.
21
1981
The approximate slopes of econometric tests. Zbl 0473.62106
Geweke, John
18
1981
A comparison of tests of the independence of two covariance-stationary time series. Zbl 0466.62083
Geweke, John
10
1981
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis. Zbl 0488.62099
Geweke, John F.; Singleton, Kenneth J.
2
1981
Interpreting the likelihood ratio statistic in factor models when sample size is small. Zbl 0424.62039
Geweke, John F.; Singleton, Kenneth J.
6
1980
Temporal aggregation in the multiple regression model. Zbl 0383.62043
Geweke, John
11
1978
Testing the exogeneity specification in the complete dynamic simultaneous equation model. Zbl 0403.62080
Geweke, John
3
1978
The dynamic factor analysis of economic time-series models. Zbl 0389.62075
Geweke, John
33
1977
all top 5

Cited by 1,910 Authors

22 Geweke, John F.
15 Reisen, Valdério Anselmo
14 Koop, Gary
13 Robinson, Peter Michael
13 van Dijk, Herman K.
10 Dunson, David Brian
10 Frühwirth-Schnatter, Sylvia
10 Villani, Mattias
9 Gil-Alana, Luis Alberiko
9 Koopman, Siem Jan
9 Tanizaki, Hisashi
7 Chib, Siddhartha
7 Kohn, Robert J.
7 Liesenfeld, Roman
7 Lopes, Sílvia R. C.
7 Martin, Gael M.
7 Phillips, Peter Charles Bonest
7 Sibbertsen, Philipp
7 Tsionas, Efthymios G.
7 Zha, Tao
6 Arteche, Josu
6 Crato, Nuno
6 Franco, Glaura C.
6 Giraitis, Liudas
6 Hoogerheide, Lennart F.
6 Hurvich, Clifford M.
6 Jensen, Mark J.
6 Keane, Michael P.
6 Kim, Hea-Jung
6 Kokoszka, Piotr S.
6 Moulines, Eric
6 Nielsen, Morten Ørregaard
6 Paap, Richard
6 Tsionas, Mike G.
6 Waggoner, Daniel F.
5 Baillie, Richard T.
5 Barnett, William A.
5 Canova, Fabio
5 Dey, Dipak Kumar
5 Jach, Agnieszka E.
5 Liu, Jinshan
5 Norets, Andriy
5 Palma, Wilfredo
5 Pan, Jiazhu
5 Pettenuzzo, Davide
5 Poskitt, Donald Stephen
5 Richard, Jean-Francois
5 Serletis, Apostolos
5 Shang, Han Lin
5 Steel, Mark F. J.
5 Strachan, Rodney W.
5 Xia, Qiang
5 Yao, Weixin
4 Anh, Vo V.
4 Bollerslev, Tim
4 Caporale, Guglielmo Maria
4 Casarin, Roberto
4 Hallin, Marc
4 Heckman, James Joseph
4 Ibrahim, Joseph George
4 Kapetanios, George
4 Selland Kleppe, Tore
4 Ko, Kyungduk
4 Lippi, Marco
4 McCausland, William J.
4 McElroy, Tucker S.
4 Nott, David John
4 Omori, Yasuhiro
4 Perron, Pierre
4 Proietti, Tommaso
4 Renault, Eric
4 Rombouts, Jeroen V. K.
4 Schorfheide, Frank
4 Soulier, Philippe
4 Timmermann, Allan G.
4 Vehtari, Aki
3 Amblard, Pierre-Olivier
3 Bandi, Federico M.
3 Baştürk, Nalan
3 Bauwens, Luc C. A. A.
3 Bekker, Paul A.
3 Belin, Thomas R.
3 Beran, Jan
3 Bisaglia, Luisa
3 Bos, Charles S.
3 Boscardin, W. John
3 Boutahar, Mohamed
3 Breidt, F. Jay
3 Chen, Cathy W. S.
3 Chen, Minghui
3 Chen, Willa W.
3 Chevillon, Guillaume
3 Chow, Sy-Miin
3 Cogley, Timothy
3 Cox, Dennis D.
3 Davidson, James E. H.
3 de Lima, Pedro J. F.
3 Dellaportas, Petros
3 Dorfman, Jeffrey H.
3 Duchesne, Pierre
...and 1,810 more Authors
all top 5

Cited in 168 Serials

279 Journal of Econometrics
74 Computational Statistics and Data Analysis
58 Journal of Economic Dynamics & Control
41 Economics Letters
37 Communications in Statistics. Theory and Methods
36 Econometric Reviews
35 Biometrics
35 Journal of Statistical Planning and Inference
29 Journal of Statistical Computation and Simulation
27 Communications in Statistics. Simulation and Computation
26 Journal of Applied Statistics
25 Journal of Time Series Analysis
18 Statistics and Computing
17 The Annals of Statistics
17 Quantitative Finance
16 Econometric Theory
16 Bayesian Analysis
15 Computational Statistics
14 Psychometrika
12 The Econometrics Journal
11 Biological Cybernetics
11 Journal of the American Statistical Association
11 Journal of Multivariate Analysis
10 Mathematics and Computers in Simulation
10 International Journal of Theoretical and Applied Finance
10 Electronic Journal of Statistics
9 Neural Computation
9 European Journal of Operational Research
8 Statistics & Probability Letters
8 Statistical Papers
7 The Canadian Journal of Statistics
7 Stochastic Processes and their Applications
6 Statistical Science
6 Annals of Operations Research
6 Computational Economics
6 Journal of the Royal Statistical Society. Series C. Applied Statistics
6 Applied Stochastic Models in Business and Industry
6 Journal of Forecasting
5 Kybernetika
5 Statistica Neerlandica
5 Test
5 Statistical Inference for Stochastic Processes
5 Statistical Methods and Applications
4 Annals of the Institute of Statistical Mathematics
4 International Economic Review
4 Journal of Mathematical Psychology
4 Statistics
4 Mathematical and Computer Modelling
4 Journal of Computational Neuroscience
4 Journal of the Korean Statistical Society
4 The Annals of Applied Statistics
4 Journal of Time Series Econometrics
3 Physica A
3 Chaos, Solitons and Fractals
3 Applied Mathematics and Computation
3 Information Sciences
3 Journal of Economic Theory
3 Journal of Mathematical Economics
3 Insurance Mathematics & Economics
3 Physica D
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal of Economics
3 Journal of Nonparametric Statistics
3 Australian & New Zealand Journal of Statistics
3 Macroeconomic Dynamics
3 Statistical Methodology
3 Computational & Mathematical Methods in Medicine
3 Journal of Statistical Theory and Practice
3 AStA. Advances in Statistical Analysis
3 Quantitative Economics
3 Annals of Finance
2 Artificial Intelligence
2 Lithuanian Mathematical Journal
2 Mathematical Biosciences
2 Automatica
2 Biometrical Journal
2 Metron
2 OR Spektrum
2 Journal of Information & Optimization Sciences
2 International Journal of Approximate Reasoning
2 Economic Quality Control
2 Statistische Hefte
2 Mathematical Finance
2 Chaos
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Discrete Dynamics in Nature and Society
2 Computational Geosciences
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Asia-Pacific Financial Markets
2 Thai Journal of Mathematics
2 Advances in Data Analysis and Classification. ADAC
2 Bulletin of Economic Research
2 Statistics Surveys
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Periodica Mathematica Hungarica
...and 68 more Serials

Citations by Year