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John F Geweke · Study
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Author
John F Geweke
35 works
· latest 2015
· 5 institutions
cluster: provisional
Works
35 shown
Risk Presentation and Portfolio Choice
European Finance Review
·
2015
·
6 authors
·
Open access
29
citations
Prediction with Misspecified Models
American Economic Review
·
2012
·
2 authors
92
citations
Financial Competence and Expectations Formation: Evidence from Australia*
Economic Record
·
2011
·
6 authors
70
citations
Optimal prediction pools
Journal of Econometrics
·
2011
·
2 authors
·
Open access
369
citations
Hierarchical Markov normal mixture models with applications to financial asset returns
Journal of Applied Econometrics
·
2010
·
2 authors
·
Open access
160
citations
Comparing and evaluating Bayesian predictive distributions of asset returns
International Journal of Forecasting
·
2010
·
2 authors
·
Open access
376
citations
Investment Risk Framing and Individual Preference Consistency
SSRN Electronic Journal
·
2010
·
6 authors
·
preprint
·
Open access
2
citations
Chapter 1 Bayesian Forecasting
Handbook of economic forecasting
·
2006
·
2 authors
·
chapter
122
citations
A variance screen for collusion
International Journal of Industrial Organization
·
2005
·
4 authors
·
Open access
217
citations
A note on some limitations of CRRA utility
Economics Letters
·
2001
·
1 author
148
citations
An empirical analysis of earnings dynamics among men in the PSID: 1968–1989
Journal of Econometrics
·
2000
·
2 authors
193
citations
Measuring the Pricing Error of the Arbitrage Pricing Theory
Review of Financial Studies
·
1996
·
2 authors
·
Open access
433
citations
Alternative Computational Approaches to Inference in the Multinomial Probit Model
The Review of Economics and Statistics
·
1994
·
3 authors
·
Open access
338
citations
Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity.
Economica
·
1992
·
4 authors
101
citations
Decision making under risk and uncertainty : new models and empirical findings
·
1992
·
2 authors
33
citations
Seminonparametric Bayesian estimation of the asymptotically ideal production model
Journal of Econometrics
·
1991
·
3 authors
87
citations
Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity.
The Economic Journal
·
1990
·
4 authors
·
other
161
citations
Exact predictive densities for linear models with arch disturbances
Journal of Econometrics
·
1989
·
1 author
124
citations
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983
Journal of Business and Economic Statistics
·
1988
·
1 author
28
citations
The Superneutrality of Money in the United States: An Interpretation of the Evidence
Econometrica
·
1986
·
1 author
158
citations
Macroeconometric Modeling and the Theory of the Representative Agent
American Economic Review
·
1985
·
1 author
36
citations
Measures of Conditional Linear Dependence and Feedback Between Time Series
Journal of the American Statistical Association
·
1984
·
1 author
769
citations
A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
Journal of Business and Economic Statistics
·
1984
·
2 authors
75
citations
INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS
RePEc: Research Papers in Economics
·
1984
·
1 author
·
preprint
236
citations
Chapter 19 Inference and causality in economic time series models
Handbook of econometrics
·
1984
·
1 author
·
chapter
138
citations
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
Journal of Time Series Analysis
·
1983
·
2 authors
2,936
citations
Comparing alternative tests of causality in temporal systems
Journal of Econometrics
·
1983
·
3 authors
631
citations
Measurement of Linear Dependence and Feedback Between Multiple Time Series
Journal of the American Statistical Association
·
1982
·
1 author
2,056
citations
A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series
Journal of the American Statistical Association
·
1981
·
1 author
56
citations
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
International Economic Review
·
1981
·
2 authors
162
citations
Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small
Journal of the American Statistical Association
·
1980
·
2 authors
206
citations
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange
The Review of Economics and Statistics
·
1979
·
2 authors
147
citations
Testing the exogeneity specification in the complete dynamic simultaneous equation model
Journal of Econometrics
·
1978
·
1 author
167
citations
Temporal Aggregation in the Multiple Regression Model
Econometrica
·
1978
·
1 author
100
citations
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
RePEc: Research Papers in Economics
·
1978
·
1 author
·
preprint
29
citations