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Monte Carlo simulation and numerical integration

Geweke, John - 1996

Persistent link: https://www.econbiz.de/10001328173

Posterior simulators in econometrics

Geweke, John - 1997

Persistent link: https://www.econbiz.de/10001328733

Using simulation methods for Bayesian econometric models : inference, development, and communication

Geweke, John - In: Econometric reviews 18 (1999) 1, pp. 1-73

Persistent link: https://www.econbiz.de/10001371088

Estimating consumer surplus comments on "Using simulation methods for Bayesian econometric models: inference development and communication"

Griffiths, William E. - In: Econometric reviews 18 (1999) 1, pp. 75-87

Persistent link: https://www.econbiz.de/10001395553

Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - In: Econometric reviews 18 (1999) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001395558

Using simulation methods for Bayesian econometric models : inference, development and communication: some comments

Martin, Gael M.; Forbes, Catherine Scipione - In: Econometric reviews 18 (1999) 1, pp. 113-118

Persistent link: https://www.econbiz.de/10001395559

Bayesian inference in econometric models using Monte Carlo integration

Geweke, John - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1317-1339

Persistent link: https://www.econbiz.de/10001078853

Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP

Geweke, John - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

There is a one-to-one mapping between the conventional time series parameters of a third-order autoregression and the more interpretable parameters of secular half-life, cyclical half-life and cycle period. The latter parameterization is better suited to interpretation of results using both...

Persistent link: https://www.econbiz.de/10011504629

Adaptive sequential posterior simulators for massively parallel computing environments

Durham, Garland; Geweke, John - In: Bayesian model comparison, (pp. 1-44). 2014

Persistent link: https://www.econbiz.de/10010465212

Getting it right : joint distribution tests of posterior simulators

Geweke, John - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 799-804

Persistent link: https://www.econbiz.de/10002242284