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

by Geweke, John

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  1. Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
  2. Geweke, John, 1994. "Priors for Macroeconomic Time Series and Their Application," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 609-632, August.
  3. 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.
  4. 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.
  5. Fredriksson, P., 1995. "The Dynamics of Regional Labour Markets and Active Labour Market Policy: Swedish Evidence," Papers 1995-20, Uppsala - Working Paper Series.
  6. 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.
  7. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  8. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
  9. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
  10. John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis.
  11. 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.
  12. Paul Sullivan, 2010. "A Dynamic Analysis Of Educational Attainment, Occupational Choices, And Job Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 289-317, 02.
  13. 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.
  14. 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).
  15. 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.
  16. 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).
  17. Steven Stern, 1994. "Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions," Virginia Economics Online Papers 389, University of Virginia, Department of Economics.
  18. Cai, Lixin, 2010. "The relationship between health and labour force participation: Evidence from a panel data simultaneous equation model," Labour Economics, Elsevier, vol. 17(1), pages 77-90, January.
  19. 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.
  20. Ingo Fender, 2000. "The impact of corporate risk management on monetary policy transmission: some empirical evidence," BIS Working Papers 95, Bank for International Settlements.
  21. Sims, Christopher A. & Zha, Tao, 2006. "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 10(02), pages 231-272, April.
  22. 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.
  23. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
  24. Michelle Sovinsky Goeree, 2005. "Advertising in the US Personal Computer Industry," Industrial Organization 0503002, EconWPA.
  25. Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
  26. 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.
  27. John Hsu & Tom Leonard & Kam-Wah Tsui, 1991. "Statistical inference for multiple choice tests," Psychometrika, Springer, vol. 56(2), pages 327-348, June.
  28. Carrasco, Marine & Florens, Jean-Pierre, 2011. "A Spectral Method For Deconvolving A Density," Econometric Theory, Cambridge University Press, vol. 27(03), pages 546-581, June.
  29. 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.
  30. Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison, 2002. "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Working Papers 02-20, Bank of Canada.
  31. 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.
  32. Lence, Sergio H. & Hayes, Dermot J., 1995. "Land Allocation In The Presence Of Estimation Risk," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(01), July.
  33. 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.
  34. Sergio H. Lence, 2009. "Do Futures Benefit Farmers?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 154-167.
  35. Lastrapes, W.D., 2000. "Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars," Papers 99-476, Georgia - College of Business Administration, Department of Economics.
  36. 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.
  37. 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.
  38. 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.
  39. John Geweke & Michael Keane & David Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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).
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