Browsing by Author "Geweke, John"

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Browsing by Author "Geweke, John"

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  • Geweke, John; Keane, Michael; Runkle, D (Mit Press, 1994)
    This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model. The methods compared are the simulated maximum likelihood estimator ...
  • Geweke, John (Elsevier Science Publishers B.V., 1988)
    It is proposed to sample antithetically rather than randomly from the posterior density in Bayesian inference using Monte Carlo integration. Conditions are established under which the number of replications required with ...
  • Geweke, John (Wiley-Blackwell, 1981)
    Abstract: In this paper the concept of approximate slope, introduced by R. R. Bahadur, is used to make asymptotic global power comparisons of econometric tests. The approximate slope of a test is the rate at which the ...
  • Geweke, John (Elsevier Science Publishers B.V., 2001)
    Abstract: Contemporary Bayesian forecasting methods draw on foundations in subjective probability and preferences laid down in the mid-twentieth century, and utilize numerical methods developed since that time in their ...
  • Geweke, John; Tanizaki, Hisashi (Elsevier, 2001)
    Abstract: In this paper, an attempt is made to show a general solution to nonlinear and/or non-Gaussian state-space modeling in a Bayesian framework, which corresponds to an extension of Carlin et al. (J. Amer. Statist. ...
  • Geweke, John; Whiteman, C. (Elsevier, 2006)
    Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences ...
  • Geweke, John (Blackwell Publishing, 2001)
    Abstract: Recent advances in simulation methods have made possible the systematic application of Bayesian methods to support decision making with econometric models. This paper outlines the key elements of Bayesian ...
  • Geweke, John; Gowrisankaran, G.; Town, R.J. (Blackwell Publishing, 2003)
    This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and nonrandom selection. Mortality rates in patient discharge records are widely used to infer hospital ...
  • Geweke, John (American Economic Association, 2007)
    Bayesian econometrics provides a tidy theory and practical methods of comparing and combining several alternative, completely specified models for a common data set. It is always possible that none of the specified models ...
  • Comment 
    Geweke, John (Elsevier BV, 2010)
    The article by Zellner and Ando proposes methods for coping with the excess kurtosis that is often observed in disturbances in applications of the seemingly unrelated regressions (SUR) model. This is an important topic ...
  • Geweke, John (Elsevier Science Publishers B.V., 2002)
    This study provides an illuminating perspective on the relation between health and socio-economic status. It is notable in meeting, head on, various technical but critical issues that arise in using the AHEAD panel to ...
  • Ackerberg, Dan; Geweke, John; Hahn, Jinyong (Wiley Interscience, 2009)
    We show by counterexample that Proposition 2 in Fernandez-Villaverde, Rubio- Ramirez, and Santos (Econometrica (2006), 74, 93?119) is false. We also show that even if their Proposition 2 were corrected, it would be ...
  • Geweke, John; Amisano, Gianni (Elsevier Science Bv, 2010)
    Bayesian inference in a time series model provides exact out-of-sample predictive distributions that fully and coherently incorporate parameter uncertainty. This study compares and evaluates Bayesian predictive distributions ...
  • Geweke, John (American Statistical Association, 1981)
    Abstract: The approximate slopes of several tests of the independence of two covariance stationary time series are derived and compared. It is shown that the approximate slopes of regression tests are at least as great as ...
  • Geweke, John (Princeton University Press, 2010)
    Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they ...
  • Wolinsky, F. D.; Liu, L.; Bentler, S.; Geweke, John; Cook, E. A.; Obrizan, Maksym; Chrischilles, E. A.; Wright, K. B.; Jones, M. P.; Rosenthal, G. E.; Ohsfeldt, R. L.; Wallace, R. B. (The Gerontological Society of America, 2010)
    Background. We examined whether older adults who had continuity of care with a primary care physician (PCP) had lower mortality. Methods. Secondary analyses were conducted using baseline interview data (1993?1994) from ...
  • Cook, E. A.; Kaskie, B.; Jones, M. P.; Liu, L.; Bentler, S.; Obrizan, Maksym; Wallace, R. B.; Geweke, John; Wright, K. B.; Chrischilles, E. A.; Pavlik, C. E.; Ohsfeldt, R. L.; Rosenthal, G. E.; Wolinsky, F. D. (BioMed Central Ltd., 2010)
    Background Episodes of Emergency Department (ED) service use among older adults previously have not been constructed, or evaluated as multi-dimensional phenomena. In this study, we constructed episodes of ED service use ...
  • Geweke, John; Horowitz, Joel; Pesaran, Hashem (Palgrave Macmillan, 2008)
    As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly. Major advances have taken place in the analysis of cross-sectional data by means of semiparametric and ...
  • Wolinsky, F. D.; Liu, L.; Miller, T. R.; An, H.; Geweke, John; Kaskie, B.; Wright, K. B.; Chrischilles, E. A.; Pavlik, C. E.; Cook, E. A.; Ohsfeldt, R. L.; Richardson, K. K.; Rosenthal, G. E.; Wallace, R. B. (Oxford University Press, 2008)
    Background. We identified 4-year (2 years before and 2 years after the index [baseline] interview) ED use patterns in older adults and the factors associated with them. Methods. A secondary analysis of baseline interview ...