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John Geweke

Global rank #564 99%

Institution: University of Technology Sydney

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1976

Most Recent: 2012

RePEc ID: pge136 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 5.03 28.82 6.54 0.00 85.29

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 42.58

Publications (32)

Year Article Journal Tier Authors
2012 Prediction with Misspecified Models American Economic Review S 2
2012 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments Journal of Econometrics A 1
2011 Optimal prediction pools Journal of Econometrics A 2
2011 Hierarchical Markov normal mixture models with applications to financial asset returns Journal of Applied Econometrics B 2
2011 Inference and prediction in a multiple-structural-break model Journal of Econometrics A 2
2010 Comparing and evaluating Bayesian predictive distributions of asset returns International Journal of Forecasting B 2
2010 Comment International Journal of Forecasting B 1
2007 Bayesian Model Comparison and Validation American Economic Review S 1
2007 Smoothly mixing regressions Journal of Econometrics A 2
2006 A variance screen for collusion International Journal of Industrial Organization B 4
2003 Econometric issues in using the AHEAD panel Journal of Econometrics A 1
2002 Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking. Journal of Risk and Uncertainty B 2
2001 A note on some limitations of CRRA utility Economics Letters C 1
2001 Bayesian econometrics and forecasting Journal of Econometrics A 1
2000 An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 Journal of Econometrics A 2
1997 Statistical inference in the multinomial multiperiod probit model Journal of Econometrics A 3
1996 Bayesian reduced rank regression in econometrics Journal of Econometrics A 1
1996 Measuring the Pricing Error of the Arbitrage Pricing Theory. The Review of Financial Studies A 2
1994 Priors for Macroeconomic Time Series and Their Application Econometric Theory B 1
1994 Alternative Computational Approaches to Inference in the Multinomial Probit Model. Review of Economics and Statistics A 3
1993 Forecasting time series with common seasonal patterns Journal of Econometrics A 1
1991 Seminonparametric Bayesian estimation of the asymptotically ideal production model Journal of Econometrics A 3
1989 Exact predictive densities for linear models with arch disturbances Journal of Econometrics A 1
1988 Antithetic acceleration of Monte Carlo integration in Bayesian inference Journal of Econometrics A 1
1987 Long run competition in the U.S. aluminum industry International Journal of Industrial Organization B 2
1985 Macroeconometric Modeling and the Theory of the Representative Agent. American Economic Review S 1
1983 Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence Journal of Econometrics A 3
1981 Estimating regression models of finite but unknown order Journal of Econometrics A 2
1981 Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis Journal of Econometrics A 2
1979 Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange. Review of Economics and Statistics A 2
1978 Testing the exogeneity specification in the complete dynamic simultaneous equation model Journal of Econometrics A 1
1976 A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 Journal of Monetary Economics A 1