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Citations for "Antithetic acceleration of Monte Carlo integration in Bayesian inference"

by Geweke, John

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  1. Fredriksson, P., 1995. "The Dynamics of Regional Labour Markets and Active Labour Market Policy: Swedish Evidence," Papers 1995-20, Uppsala - Working Paper Series.
  2. Stern, Steven, 1994. "Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 695-702, November.
  3. Geweke, John, 1996. "Monte carlo simulation and numerical integration," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800 Elsevier.
  4. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
  5. Lastrapes, W. D., 1998. "International evidence on equity prices, interest rates and money," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 377-406, June.
  6. Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach," Discussion Paper 1988-5, Tilburg University, Center for Economic Research.
  7. Lastrapes, William D., 2002. "Real wages and aggregate demand shocks: contradictory evidence from VARs," Journal of Economics and Business, Elsevier, vol. 54(4), pages 389-413.
  8. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-32, November.
  9. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
  10. Sullivan, Paul, 2006. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 861, University Library of Munich, Germany.
  11. Lixin Cai, 2007. "The Relationship between Health and Labour Force Participation: Evidence from a Panel Data Simultaneous Equation Model," Melbourne Institute Working Paper Series wp2007n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  12. Balcombe, Kelvin & Bailey, Alastair, 2006. "Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US," MPRA Paper 17305, University Library of Munich, Germany.
  13. Bound, John & Schoenbaum, Michael & Stinebrickner, Todd R. & Waidmann, Timothy, 1999. "The dynamic effects of health on the labor force transitions of older workers," Labour Economics, Elsevier, vol. 6(2), pages 179-202, June.
  14. Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison, 2002. "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Working Papers 02-20, Bank of Canada.
  15. Lence, Sergio H., 2008. "How Much Can We Learn About Producers' Utility Functions from Their Production Data?," Proceedings:2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119534, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  16. John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
  17. Dorfman, Jeffrey H. & McIntosh, Christopher S., 2001. "Imposing inequality restrictions: efficiency gains from economic theory," Economics Letters, Elsevier, vol. 71(2), pages 205-209, May.
  18. Steven Stern & John Pepper & David Dean & Robert Schmidt, 2011. "The Effects of Vocational Rehabilitation for People with Mental Illlness," Virginia Economics Online Papers 382, University of Virginia, Department of Economics.
  19. Ingo Fender, 2000. "The impact of corporate risk management on monetary policy transmission: some empirical evidence," BIS Working Papers 95, Bank for International Settlements.
  20. Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
  21. Michelle Sovinsky Goeree, 2005. "Advertising in the US Personal Computer Industry," Industrial Organization 0503002, EconWPA.
  22. Munkin, Murat K., 2003. "The MCMC and SML estimation of a self-selection model with two outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 403-424, March.
  23. Christopher A. Sims & Tao A. Zha, 1998. "Does monetary policy generate recessions?," Working Paper 98-12, Federal Reserve Bank of Atlanta.
  24. Laura Mørch Andersen, 2013. "Obtaining reliable Likelihood Ratio tests from simulated likelihood functions," IFRO Working Paper 2013/1, University of Copenhagen, Department of Food and Resource Economics.
  25. Fofana, Abdulai & Jaffry, Shabbar, 2008. "Measuring Oligopsony Power of UK Salmon Retailers," Working Papers 61116, Scotland's Rural College (formerly Scottish Agricultural College), Land Economy & Environment Research Group.
  26. John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis.
  27. Sergio H. Lence, 2009. "Do Futures Benefit Farmers?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 154-167.
  28. Dorfman, Jeffrey H. & McIntosh, Christopher S., 1998. "Putting The "Econ" Into Econometrics," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20874, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  29. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
  30. Tanizaki, Hisashi & Mariano, Roberto S., 1998. "Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 263-290.
  31. Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2011. "Will You Still Want Me Tomorrow? The Dynamics of Families’ Long-Term Care Arrangements," Working Papers 2012-017, Human Capital and Economic Opportunity Working Group.
  32. Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
  33. Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
  34. Michelle Sovinsky Goeree & Bridget Hiedemann & Steven Stern, 2012. "Will you still want me tomorrow? The dynamics of families' long-term care arrangements," ECON - Working Papers 088, Department of Economics - University of Zurich.
  35. John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis.
  36. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  37. Lixin Cai & Guyonne Kalb, 2005. "Health Status and Labour Force Status of Older Working-Age Australian Men," Melbourne Institute Working Paper Series wp2005n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  38. Sándor, Z. & Andr�s, P., 2003. "Alternate Samplingmethods for Estimating Multivariate Normal Probabilities," Econometric Institute Research Papers EI 2003-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  39. Wang, Xuecai & Dorfman, Jeffrey H. & McKissick, John C. & Turner, Steven C., 2001. "Optimal Marketing Decisions For Feeder Cattle Under Price And Production Risk," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 33(03), December.
  40. Amano, Robert & Coletti , Don & Murchison , Stephen, 2000. "Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector," Working Paper Series 104, Sveriges Riksbank (Central Bank of Sweden).
  41. Bearse, Peter & Gurmu, Shiferaw & Rapaport, Carol & Stern, Steven, 2004. "Paratransit demand of disabled people," Transportation Research Part B: Methodological, Elsevier, vol. 38(9), pages 809-831, November.
  42. Sandor, Zsolt & Andras, P.Peter, 2004. "Alternative sampling methods for estimating multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 120(2), pages 207-234, June.
  43. Lence, Sergio H. & Hayes, Dermot J., 1995. "Land Allocation in the Presence of Estimation Risk," Staff General Research Papers 995, Iowa State University, Department of Economics.
  44. Sergio H. Lence, 2003. "Do Futures Benefit Farmers Who Adopt Them?," Working Papers 03-20, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
  45. John Hsu & Tom Leonard & Kam-Wah Tsui, 1991. "Statistical inference for multiple choice tests," Psychometrika, Springer, vol. 56(2), pages 327-348, June.