Edit Profile (opens in new tab) Geweke, John F. Co-Author Distance Author ID: geweke.john-f Published as: Geweke, John; Geweke, John F.; Geweke, J. more...less Documents Indexed: 61 Publications since 1977, including 2 Books 6 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 39 Co-Authors with 38 Joint Publications 788 Co-Co-Authors all top 5 Co-Authors 29 single-authored 5 Keane, Michael P. 4 Barnett, William Arnold 3 Durham, Garland B. 3 Singleton, Kenneth J. 3 Tanizaki, Hisashi 2 Amisano, Gianni 2 Brillinger, David R. 2 Caines, Peter Edwin 2 Koop, Gary 2 Marshall, Robert C. 2 Meese, Richard 2 Paap, Richard 2 Parzen, Emanuel 2 Porter-Hudak, Susan 2 Rosenblatt, Murray 2 Taqqu, Murad S. 2 van Dijk, Herman K. 2 Wolfe, Michael D. 2 Zarkin, Gary A. 1 Ackerberg, Daniel A. 1 Bateman, Hazel 1 Bera, Anil K. 1 Berg, Joyce E. 1 Dent, Warren T. 1 Eckert, Christine 1 Godfrey, Leslie George 1 Gowrisankaran, Gautam 1 Groenen, Patrick J. F. 1 Hahn, Jinyong 1 Jiang, Yunping 1 Louviere, Jordan J. 1 Martin, Donald L. 1 McAleer, Michael 1 Petrella, Lea 1 Rietz, Thomas A. 1 Runkle, David E. 1 Shell, Karl 1 Sowell, Fallaw B. 1 Terui, Nobuhiko 1 Thorp, Susan 1 Town, Robert J. 1 Tremayne, Andrew R. 1 Yue, Piyu all top 5 Serials 17 Journal of Econometrics 6 Econometrica 5 Journal of the American Statistical Association 4 Econometric Reviews 3 Journal of Time Series Analysis 3 Computational Statistics and Data Analysis 2 International Economic Review 2 The IMA Volumes in Mathematics and its Applications 1 The Review of Economic Studies 1 Economics Letters 1 Journal of Risk and Uncertainty 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Review of Finance 1 Theory and Decision Library. Series B: Mathematical and Statistical Methods 1 Quantitative Economics 1 Wiley Series in Probability and Statistics all top 5 Fields 61 Statistics (62-XX) 21 Numerical analysis (65-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 General and overarching topics; collections (00-XX) 2 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 62 Publications have been cited 1,806 times in 1,546 Documents Cited by ▼ Year ▼ The estimation and application of long memory time series models. Zbl 0534.62062 Geweke, John; Porter-Hudak, Susan 396 1983 Bayesian inference in econometric models using Monte Carlo integration. Zbl 0683.62068 Geweke, John 216 1989 Contemporary Bayesian econometrics and statistics. Zbl 1093.62107 Geweke, John 162 2005 Using simulation methods for Bayesian econometric models: Inference, development, and communication. (With comments). Zbl 0930.62105 Geweke, John 111 1999 Measurement of linear dependence and feedback between multiple time series. Zbl 0492.62078 Geweke, John 78 1982 The dynamic factor analysis of economic time-series models. Zbl 0389.62075 Geweke, John 61 1977 Bayesian reduced rank regression in econometrics. Zbl 0864.62083 Geweke, John 56 1996 Optimal prediction pools. Zbl 1441.62700 Geweke, John; Amisano, Gianni 55 2011 Smoothly mixing regressions. Zbl 1418.62455 Geweke, John; Keane, Michael 44 2007 Interpretation and inference in mixture models: simple MCMC works. Zbl 1161.62338 Geweke, John 43 2007 Measures of conditional linear dependence and feedback between time series. Zbl 0553.62083 Geweke, John F. 40 1984 Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073 Geweke, John; Terui, Nobuhiko 36 1993 Getting it right: Joint distribution tests of posterior simulators. Zbl 1117.62344 Geweke, John 34 2004 Antithetic acceleration of Monte Carlo integration in Bayesian inference. Zbl 0667.62079 Geweke, John 30 1988 Monte Carlo simulation and numerical integration. Zbl 1074.65506 Geweke, John 26 1996 Estimating regression models of finite but unknown order. Zbl 0457.62050 Geweke, John; Meese, Richard 26 1981 Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. Zbl 1077.62511 Geweke, John; Tanizaki, Hisashi 26 2001 Maximum likelihood ”confirmatory” factor analysis of economic time series. Zbl 0483.90037 Geweke, John F.; Singleton, Kenneth J. 25 1981 Statistical inference in the multinomial multiperiod probit model. Zbl 0898.62140 Geweke, John F.; Keane, Michael P.; Runkle, David E. 23 1997 Exact predictive densities for linear models with ARCH disturbances. Zbl 0668.62080 Geweke, John 21 1989 Inference and causality in economic time series models. Zbl 0587.62197 Geweke, John 19 1984 A note on some limitations of CRRA utility. Zbl 0983.91020 Geweke, John 19 2001 Seminonparametric Bayesian estimation of the asymptotically ideal production model. Zbl 0725.62105 Barnett, William A.; Geweke, John; Wolfe, Michael 19 1991 Adaptive sequential posterior simulators for massively parallel computing environments. Zbl 1453.62615 Durham, Garland; Geweke, John 19 2014 The approximate slopes of econometric tests. Zbl 0473.62106 Geweke, John 18 1981 An empirical analysis of earnings dynamics among men in the PSID: 1968–1989. Zbl 0956.62120 Geweke, John; Keane, Michael 17 2000 The Oxford handbook of Bayesian econometrics. Reprint of the 2011 hardback ed. Zbl 1269.62088 17 2013 Complete and incomplete econometric models. Zbl 1200.91002 Geweke, John 14 2010 On Markov chain Monte Carlo methods for nonlinear and non-Gaussian state-space models. Zbl 0968.62541 Geweke, John; Tanizaki, Hisashi 13 1999 Temporal aggregation in the multiple regression model. Zbl 0383.62043 Geweke, John 12 1978 A comparison of tests of the independence of two covariance-stationary time series. Zbl 0466.62083 Geweke, John 11 1981 Inference and prediction in a multiple-structural-break model. Zbl 1441.62701 Geweke, John; Jiang, Yu 10 2011 Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence. Zbl 0504.62105 Geweke, John; Meese, Richard; Dent, Warren 10 1983 Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201 Godfrey, L. G.; Tremayne, A. R. 9 1988 Mobility indices in continuous time Markov chains. Zbl 0605.92016 Geweke, John; Marshall, Robert C.; Zarkin, Gary A. 8 1986 Bayesian inference for linear models subject to linear inequality constraints. Zbl 0895.62028 Geweke, John F. 8 1996 Interpreting the likelihood ratio statistic in factor models when sample size is small. Zbl 0424.62039 Geweke, John F.; Singleton, Kenneth J. 7 1980 Bayesian inference for hospital quality in a selection model. Zbl 1153.62313 Geweke, John; Gowrisankaran, Gautam; Town, Robert J. 7 2003 Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM consumer demand system. Zbl 0754.62088 Barnett, William A.; Geweke, John; Yue, Piyu 6 1991 Bayesian inference for ARFIMA models. Zbl 1421.62119 Durham, Garland; Geweke, John; Porter-Hudak, Susan; Sowell, Fallaw 6 2019 Exact inference for continuous time Markov chain models. Zbl 0595.62097 Geweke, John; Marshall, Robert C.; Zarkin, Gary A. 5 1986 Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference. Zbl 0733.65110 Geweke, John 5 1991 Bayesian inference for dynamic discrete choice models without the need for dynamic programming. Zbl 1029.62023 Geweke, John F.; Keane, Michael P. 5 2000 Mixture for normal probit models. Zbl 1052.62559 Geweke, John; Keane, Michael 4 1999 Bayesian econometrics and forecasting. (With comments). Zbl 0996.62099 Geweke, John 4 2001 Note on the sampling distribution for the Metropolis-Hastings algorithm. Zbl 1183.62047 Geweke, John; Tanizaki, Hisashi 4 2003 Simulation methods for model criticism and robustness analysis. (With discussion). Zbl 0974.62022 Geweke, John 4 1999 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 3 1989 Testing the exogeneity specification in the complete dynamic simultaneous equation model. Zbl 0403.62080 Geweke, John 3 1978 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. 3 1981 Comments on “Convergence properties of the likelihood of computed dynamic models”. Zbl 1182.62212 Ackerberg, Daniel; Geweke, John; Hahn, Jinyong 3 2009 Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064 Geweke, John; Petrella, Lea 2 2014 Modeling with normal polynomial expansions. Zbl 0727.62110 Geweke, John 2 1989 Simulation-based Bayesian inference for economic time series. Zbl 1022.62088 Geweke, John F. 2 2000 Causality, exogeneity, and inference. Zbl 0538.62096 Geweke, John 1 1982 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments. Zbl 1443.62450 Geweke, John 1 2012 Sequentially adaptive Bayesian learning algorithms for inference and optimization. Zbl 1452.62062 Geweke, John; Durham, Garland 1 2019 Computational techniques for applied econometric analysis of macroeconomic and financial processes. Zbl 1161.62452 Geweke, John; Groenen, Patrick J. F.; Paap, Richard; van Dijk, Herman K. 1 2007 Seminonparametric Bayesian estimation of consumer and factor demand models. Zbl 0729.90815 Barnett, William A.; Geweke, John; Wolfe, Michael 1 1991 Memoirs of an indifferent trader: estimating forecast distributions from prediction markets. Zbl 1207.91048 Berg, Joyce E.; Geweke, John; Rietz, Thomas A. 1 2010 Analysis of variance for Bayesian inference. Zbl 1491.62213 Geweke, John; Amisano, Gianni 1 2014 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 1 1992 Bayesian inference for ARFIMA models. Zbl 1421.62119 Durham, Garland; Geweke, John; Porter-Hudak, Susan; Sowell, Fallaw 6 2019 Sequentially adaptive Bayesian learning algorithms for inference and optimization. Zbl 1452.62062 Geweke, John; Durham, Garland 1 2019 Adaptive sequential posterior simulators for massively parallel computing environments. Zbl 1453.62615 Durham, Garland; Geweke, John 19 2014 Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064 Geweke, John; Petrella, Lea 2 2014 Analysis of variance for Bayesian inference. Zbl 1491.62213 Geweke, John; Amisano, Gianni 1 2014 The Oxford handbook of Bayesian econometrics. Reprint of the 2011 hardback ed. Zbl 1269.62088 17 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 55 2011 Inference and prediction in a multiple-structural-break model. Zbl 1441.62701 Geweke, John; Jiang, Yu 10 2011 Complete and incomplete econometric models. Zbl 1200.91002 Geweke, John 14 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 44 2007 Interpretation and inference in mixture models: simple MCMC works. Zbl 1161.62338 Geweke, John 43 2007 Computational techniques for applied econometric analysis of macroeconomic and financial processes. Zbl 1161.62452 Geweke, John; Groenen, Patrick J. F.; Paap, Richard; van Dijk, Herman K. 1 2007 Contemporary Bayesian econometrics and statistics. Zbl 1093.62107 Geweke, John 162 2005 Getting it right: Joint distribution tests of posterior simulators. Zbl 1117.62344 Geweke, John 34 2004 Bayesian inference for hospital quality in a selection model. Zbl 1153.62313 Geweke, John; Gowrisankaran, Gautam; Town, Robert J. 7 2003 Note on the sampling distribution for the Metropolis-Hastings algorithm. Zbl 1183.62047 Geweke, John; Tanizaki, Hisashi 4 2003 Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. Zbl 1077.62511 Geweke, John; Tanizaki, Hisashi 26 2001 A note on some limitations of CRRA utility. Zbl 0983.91020 Geweke, John 19 2001 Bayesian econometrics and forecasting. (With comments). Zbl 0996.62099 Geweke, John 4 2001 An empirical analysis of earnings dynamics among men in the PSID: 1968–1989. Zbl 0956.62120 Geweke, John; Keane, Michael 17 2000 Bayesian inference for dynamic discrete choice models without the need for dynamic programming. Zbl 1029.62023 Geweke, John F.; Keane, Michael P. 5 2000 Simulation-based Bayesian inference for economic time series. Zbl 1022.62088 Geweke, John F. 2 2000 Using simulation methods for Bayesian econometric models: Inference, development, and communication. (With comments). Zbl 0930.62105 Geweke, John 111 1999 On Markov chain Monte Carlo methods for nonlinear and non-Gaussian state-space models. Zbl 0968.62541 Geweke, John; Tanizaki, Hisashi 13 1999 Mixture for normal probit models. Zbl 1052.62559 Geweke, John; Keane, Michael 4 1999 Simulation methods for model criticism and robustness analysis. (With discussion). Zbl 0974.62022 Geweke, John 4 1999 Statistical inference in the multinomial multiperiod probit model. Zbl 0898.62140 Geweke, John F.; Keane, Michael P.; Runkle, David E. 23 1997 Bayesian reduced rank regression in econometrics. Zbl 0864.62083 Geweke, John 56 1996 Monte Carlo simulation and numerical integration. Zbl 1074.65506 Geweke, John 26 1996 Bayesian inference for linear models subject to linear inequality constraints. Zbl 0895.62028 Geweke, John F. 8 1996 Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073 Geweke, John; Terui, Nobuhiko 36 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 1 1992 Seminonparametric Bayesian estimation of the asymptotically ideal production model. Zbl 0725.62105 Barnett, William A.; Geweke, John; Wolfe, Michael 19 1991 Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM consumer demand system. Zbl 0754.62088 Barnett, William A.; Geweke, John; Yue, Piyu 6 1991 Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference. Zbl 0733.65110 Geweke, John 5 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 216 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 3 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 30 1988 Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201 Godfrey, L. G.; Tremayne, A. R. 9 1988 Mobility indices in continuous time Markov chains. Zbl 0605.92016 Geweke, John; Marshall, Robert C.; Zarkin, Gary A. 8 1986 Exact inference for continuous time Markov chain models. Zbl 0595.62097 Geweke, John; Marshall, Robert C.; Zarkin, Gary A. 5 1986 Measures of conditional linear dependence and feedback between time series. Zbl 0553.62083 Geweke, John F. 40 1984 Inference and causality in economic time series models. Zbl 0587.62197 Geweke, John 19 1984 The estimation and application of long memory time series models. Zbl 0534.62062 Geweke, John; Porter-Hudak, Susan 396 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 78 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 26 1981 Maximum likelihood ”confirmatory” factor analysis of economic time series. Zbl 0483.90037 Geweke, John F.; Singleton, Kenneth J. 25 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 11 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. 3 1981 Interpreting the likelihood ratio statistic in factor models when sample size is small. Zbl 0424.62039 Geweke, John F.; Singleton, Kenneth J. 7 1980 Temporal aggregation in the multiple regression model. Zbl 0383.62043 Geweke, John 12 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 61 1977 all cited Publications top 5 cited Publications all top 5 Cited by 2,445 Authors 24 Geweke, John F. 19 van Dijk, Herman K. 16 Reisen, Valdério Anselmo 15 Koop, Gary 15 Tsionas, Mike G. 13 Koopman, Siem Jan 13 Robinson, Peter Michael 12 Dunson, David Brian 11 Frühwirth-Schnatter, Sylvia 10 Martin, Gael M. 10 Norets, Andriy 10 Villani, Mattias 9 Gil-Alana, Luis Alberiko 9 Lopes, Sílvia R. C. 9 Shang, Han Lin 9 Tanizaki, Hisashi 9 Tsionas, Efthymios G. 9 Yu, Jun 8 Hoogerheide, Lennart F. 8 Schorfheide, Frank 8 Sibbertsen, Philipp 8 Zha, Tao 7 Baillie, Richard T. 7 Jensen, Mark J. 7 Kohn, Robert J. 7 Liesenfeld, Roman 7 Moulines, Eric 7 Phillips, Peter Charles Bonest 6 Arteche, Josu 6 Canova, Fabio 6 Chib, Siddhartha 6 Crato, Nuno 6 Franco, Glaura C. 6 Giraitis, Liudas 6 Hurvich, Clifford M. 6 Kapetanios, George 6 Kokoszka, Piotr S. 6 Liu, Jinshan 6 Nielsen, Morten Ørregaard 6 Paap, Richard 6 Pettenuzzo, Davide 6 Poskitt, Donald Stephen 6 Serletis, Apostolos 6 Strachan, Rodney W. 6 Waggoner, Daniel F. 6 Xia, Qiang 5 Barnett, William Arnold 5 Beran, Jan 5 Chan, Joshua C. C. 5 Dey, Dipak Kumar 5 Diebold, Francis Xavier 5 Ghosh, Sucharita 5 Hallin, Marc 5 Ibrahim, Joseph George 5 Jach, Agnieszka E. 5 Keane, Michael P. 5 Kim, Hea-Jung 5 Nott, David John 5 Omori, Yasuhiro 5 Palma, Wilfredo 5 Pan, Jiazhu 5 Pelenis, Justinas 5 Reschenhofer, Erhard 5 Richard, Jean-Francois 5 Robert, Christian P. 5 Rombouts, Jeroen V. K. 5 Steel, Mark F. J. 5 Timmermann, Allan G. 5 Vehtari, Aki 5 Yao, Weixin 4 Amisano, Gianni 4 Ando, Tomohiro 4 Anh, Vo V. 4 Baştürk, Nalan 4 Bekiros, Stelios D. 4 Bollerslev, Tim 4 Boubaker, Heni 4 Caporale, Guglielmo Maria 4 Casarin, Roberto 4 Chow, Sy-Miin 4 Drovandi, Christopher C. 4 Giannone, Domenico 4 Gorgi, Paolo 4 Hassler, Uwe 4 Heckman, James Joseph 4 Hidalgo, Javier 4 Selland Kleppe, Tore 4 Ko, Kyungduk 4 Li, Yong 4 Lippi, Marco 4 Maheu, John M. 4 McCausland, William J. 4 McElroy, Tucker S. 4 Ooms, Marius 4 Osiewalski, Jacek 4 Perron, Pierre 4 Pesaran, M. Hashem 4 Pettitt, Anthony N. 4 Proietti, Tommaso 4 Soulier, Philippe ...and 2,345 more Authors all top 5 Cited in 206 Serials 313 Journal of Econometrics 76 Computational Statistics and Data Analysis 65 Journal of Economic Dynamics & Control 61 Econometric Reviews 43 Journal of Time Series Analysis 41 Communications in Statistics. Theory and Methods 40 Economics Letters 37 Journal of Statistical Planning and Inference 37 Communications in Statistics. Simulation and Computation 36 Journal of Statistical Computation and Simulation 33 Biometrics 31 Journal of Applied Statistics 27 Statistics and Computing 20 Quantitative Finance 20 Quantitative Economics 20 Bayesian Analysis 19 The Annals of Statistics 19 Studies in Nonlinear Dynamics and Econometrics 19 Journal of Forecasting 18 Econometric Theory 17 Psychometrika 17 Computational Statistics 14 European Journal of Operational Research 13 Journal of the American Statistical Association 13 Statistical Papers 12 Biological Cybernetics 12 Physica A 12 The Econometrics Journal 11 Journal of Multivariate Analysis 10 Mathematics and Computers in Simulation 10 Neural Computation 10 International Journal of Theoretical and Applied Finance 10 Electronic Journal of Statistics 9 Econometrica 9 Statistical Science 8 International Economic Review 8 Statistics & Probability Letters 8 Annals of Operations Research 8 Chaos 8 Statistical Inference for Stochastic Processes 8 The Annals of Applied Statistics 7 The Canadian Journal of Statistics 7 International Statistical Review 7 Statistica Neerlandica 7 Stochastic Processes and their Applications 7 Applied Stochastic Models in Business and Industry 6 Information Sciences 6 Kybernetika 6 Computational Economics 6 Australian & New Zealand Journal of Statistics 6 Journal of the Royal Statistical Society. Series C. Applied Statistics 6 Journal of Time Series Econometrics 5 Journal of Mathematical Psychology 5 Statistics 5 Test 5 Journal of Machine Learning Research (JMLR) 5 Statistical Methods and Applications 5 Journal of the Korean Statistical Society 5 Journal of Computational and Graphical Statistics 4 Chaos, Solitons and Fractals 4 Annals of the Institute of Statistical Mathematics 4 Insurance Mathematics & Economics 4 Mathematical and Computer Modelling 4 Journal of Computational Neuroscience 4 Journal of Nonparametric Statistics 4 AStA. Advances in Statistical Analysis 3 The American Statistician 3 Scandinavian Journal of Statistics 3 Applied Mathematics and Computation 3 Automatica 3 Journal of Economic Theory 3 Journal of Mathematical Economics 3 Physica D 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Economics 3 Macroeconomic Dynamics 3 Methodology and Computing in Applied Probability 3 Journal of Systems Science and Complexity 3 Asia-Pacific Financial Markets 3 Computational & Mathematical Methods in Medicine 3 Journal of Statistical Theory and Practice 3 Bulletin of Economic Research 3 Annals of Finance 3 SIAM/ASA Journal on Uncertainty Quantification 2 Artificial Intelligence 2 Inverse Problems 2 Journal of the Franklin Institute 2 Lithuanian Mathematical Journal 2 Mathematical Biosciences 2 Metron 2 Journal of Information & Optimization Sciences 2 Revista Colombiana de Estadística 2 International Journal of Approximate Reasoning 2 Economic Quality Control 2 Automation and Remote Control 2 Statistische Hefte 2 Bernoulli 2 Mathematical Finance 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Discrete Dynamics in Nature and Society ...and 106 more Serials all top 5 Cited in 28 Fields 1,318 Statistics (62-XX) 444 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 281 Numerical analysis (65-XX) 112 Probability theory and stochastic processes (60-XX) 58 Biology and other natural sciences (92-XX) 30 Computer science (68-XX) 26 Operations research, mathematical programming (90-XX) 21 Systems theory; control (93-XX) 13 Information and communication theory, circuits (94-XX) 10 General and overarching topics; collections (00-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Geophysics (86-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Partial differential equations (35-XX) 5 History and biography (01-XX) 5 Approximations and expansions (41-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Real functions (26-XX) 3 Combinatorics (05-XX) 2 Quantum theory (81-XX) 2 Astronomy and astrophysics (85-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year