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Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John; Amisano, Gianni - In: International journal of forecasting 26 (2010) 2, pp. 216-230
Persistent link: https://www.econbiz.de/10003980280
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Prediction with misspecified models
Geweke, John; Amisano, Gianni - In: The American economic review 102 (2012) 3, pp. 482-486
Persistent link: https://www.econbiz.de/10009706404
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Analysis of variance for Bayesian inference
Geweke, John; Amisano, Gianni - In: Econometric reviews 33 (2014) 1/4, pp. 270-288
Persistent link: https://www.econbiz.de/10010359805
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Optimal prediction pools
Geweke, John; Amisano, Gianni - In: Journal of econometrics 164 (2011) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10009270394
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Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John; Amisano, Gianni - In: Journal of applied econometrics 26 (2011) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10008937004
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Prediction using several macroeconomic models
Amisano, Gianni; Geweke, John - In: The review of economics and statistics 99 (2017) 5, pp. 912-925
Persistent link: https://www.econbiz.de/10011781308
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Discussion of the paper: the way out of recessions : a forecasting analysis for some Euro area countries
Amisano, Gianni - In: International journal of forecasting 30 (2014) 3, pp. 550-553
Persistent link: https://www.econbiz.de/10010513621
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Bayesian inference in cointegrated systems
Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001845959
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Comment
Geweke, John - In: Econometric reviews 26 (2007) 2, pp. 193-200
Persistent link: https://www.econbiz.de/10003509091
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Review essay on Charles F. Manski's Public policy in an uncertain world : analysis and decisions
Geweke, John - In: Journal of economic literature 52 (2014) 3, pp. 799-804
Persistent link: https://www.econbiz.de/10011377625