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Results:
1-9
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Results: 9
Authors:
GEWEKE J
PETRELLA L
Citation: J. Geweke et L. Petrella, PRIOR DENSITY-RATIO CLASS ROBUSTNESS IN ECONOMETRICS, Journal of business & economic statistics, 16(4), 1998, pp. 469-478
Authors:
GEWEKE J
Citation: J. Geweke, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 269-271
Authors:
GEWEKE J
ZHOU GF
Citation: J. Geweke et Gf. Zhou, MEASURING THE PRICING ERROR OF THE ARBITRAGE PRICING THEORY, The Review of financial studies, 9(2), 1996, pp. 557-587
Authors:
GEWEKE J
Citation: J. Geweke, BAYESIAN REDUCED RANK REGRESSION IN ECONOMETRICS, Journal of econometrics, 75(1), 1996, pp. 121-146
Authors:
GEWEKE J
Citation: J. Geweke, BAYESIAN-ANALYSIS OF STOCHASTIC VOLATILITY MODELS - COMMENT, Journal of business & economic statistics, 12(4), 1994, pp. 397-399
Authors:
GEWEKE J
Citation: J. Geweke, PRIORS FOR MACROECONOMIC TIME-SERIES AND THEIR APPLICATION, Econometric theory, 10(3-4), 1994, pp. 609-632
Authors:
GEWEKE J
KEANE M
RUNKLE D
Citation: J. Geweke et al., ALTERNATIVE COMPUTATIONAL APPROACHES TO INFERENCE IN THE MULTINOMIAL PROBIT MODEL, Review of economics and statistics, 76(4), 1994, pp. 609-632
Authors:
GEWEKE J
Citation: J. Geweke, BAYESIAN TREATMENT OF THE INDEPENDENT STUDENT-T LINEAR-MODEL, Journal of applied econometrics, 8, 1993, pp. 190000019-190000040
Authors:
GEWEKE J
Citation: J. Geweke, REMARKS ON MY TERM AT JBES, Journal of business & economic statistics, 11(4), 1993, pp. 427-427
Risultati:
1-9
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