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Likelihood-based inference for regular functions with fractional polynomial approximations

Geweke, John; Petrella, Lea - In: Journal of econometrics 183 (2014) 1, pp. 22-30

Persistent link: https://www.econbiz.de/10010506095

Optimal prediction pools

Geweke, John; Amisano, Gianni - In: Journal of econometrics 164 (2011) 1, pp. 130-141

Persistent link: https://www.econbiz.de/10009270394

Inference and prediction in a multiple-structural-break model

Geweke, John; Jiang, Yu - In: Journal of econometrics 163 (2011) 2, pp. 172-185

Persistent link: https://www.econbiz.de/10009270612

Financial competence and expectations formation : evidence from Australia

Bateman, Hazel; Eckert, Christine; Geweke, John; … - In: The economic record : er 88 (2012), pp. 39-63

Persistent link: https://www.econbiz.de/10009563404

Analysis of variance for bayesian inference

Geweke, John; Amisano, Gianni - 2011

This paper develops a multi-way analysis of variance for non-Gaussian multivariate distributions and provides a practical simulation algorithm to estimate the corresponding components of variance. It specifically addresses variance in Bayesian predictive distributions, showing that it may be...