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Some comments on model development and posterior existence

Fernández, Carmen; Steel, Mark F. J. - In: Econometric reviews 18 (1999) 1, pp. 89-96

Persistent link: https://www.econbiz.de/10001395554

Incomplete models and reweighting

Koop, Gary; Poirier, Dale J. - In: Econometric reviews 18 (1999) 1, pp. 97-104

Persistent link: https://www.econbiz.de/10001395556

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

Mixture of normals probit models

Geweke, John; Keane, Michael P. - In: Analysis of panels and limited dependent variable …, (pp. 49-78). 1999

Persistent link: https://www.econbiz.de/10001445100

The secular and cyclical behavior of real GDP in 19 OECD countries, 1957 - 1983

Geweke, John - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 4, pp. 479-486

Persistent link: https://www.econbiz.de/10001064989

Monte Carlo simulation and numerical integration

Geweke, John - 1995

Persistent link: https://www.econbiz.de/10000913978

Bayesian A/B inference

Geweke, John - 2019

Persistent link: https://www.econbiz.de/10012244172

Sequentially adaptive Bayesian learning algorithms for inference and optimization

Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25

Persistent link: https://www.econbiz.de/10012303357

Memoirs of an indifferent trader : estimating forecast distributions from prediction markets

Berg, Joyce E.; Geweke, John; Rietz, Thomas A. - In: Quantitative economics : QE ; journal of the … 1 (2010) 1, pp. 163-186

Prediction markets for future events are increasingly common and they often trade several contracts for the same event. This paper considers the distribution of a normative risk-neutral trader who, given any portfolio of contracts traded on the event, would choose not to reallocate that...

Persistent link: https://www.econbiz.de/10011719089