| Publication | Date of Publication | Type |
|---|
| Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework | 2024-10-28 | Paper |
| Bayesian estimation and comparison of conditional moment models | 2024-09-10 | Paper |
| NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS | 2023-06-13 | Paper |
| DSGE Models with Student-tErrors | 2022-05-31 | Paper |
| Semiparametric multivariate and multiple change-point modeling | 2019-08-07 | Paper |
| Bayesian Estimation and Comparison of Moment Condition Models | 2019-03-20 | Paper |
| Additive cubic spline regression with Dirichlet process mixture errors | 2016-08-01 | Paper |
| Tailored randomized block MCMC methods with application to DSGE models | 2016-07-25 | Paper |
| Bayes factor consistency | 2016-07-01 | Paper |
| Analysis of treatment response data from eligibility designs | 2016-06-13 | Paper |
| Analysis of high dimensional multivariate stochastic volatility models | 2016-05-02 | Paper |
| Bayes prediction in the linear model with spherically symmetric errors | 2016-01-01 | Paper |
| On conditional variance estimation in nonparametric regression | 2015-10-16 | Paper |
| Analysis of treatment response data without the joint distribution of potential outcomes | 2012-09-23 | Paper |
| Stochastic volatility with leverage: fast and efficient likelihood inference | 2012-09-23 | Paper |
| Modeling and calculating the effect of treatment at baseline from panel outcomes | 2012-09-23 | Paper |
| Sequential Ordinal Modeling with Applications to Survival Data | 2011-03-01 | Paper |
| Analysis of Multifactor Affine Yield Curve Models | 2011-02-01 | Paper |
| Multivariate Stochastic Volatility | 2009-11-27 | Paper |
| Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates | 2007-09-07 | Paper |
| Inference in Semiparametric Dynamic Models for Binary Longitudinal Data | 2007-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374316 | 2006-03-09 | Paper |
| Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation | 2005-09-01 | Paper |
| Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427553 | 2003-09-22 | Paper |
| Marginal Likelihood From the Metropolis–Hastings Output | 2003-08-06 | Paper |
| Markov chain Monte Carlo methods for stochastic volatility models. | 2003-04-02 | Paper |
| Semiparametric Bayes analysis of longitudinal data treatment models | 2003-02-17 | Paper |
| Likelihood Inference for Discretely Observed Nonlinear Diffusions | 2002-05-28 | Paper |
| Bayesian analysis of cross-section and clustered data treatment models | 2001-10-03 | Paper |
| Markov chain Monte Carlo and models of consideration set and parameter heterogeneity | 2001-06-19 | Paper |
| Analysis of multivariate probit models | 2000-06-13 | Paper |
| Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models | 1998-11-10 | Paper |
| Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models | 1998-06-18 | Paper |
| Posterior simulation and Bayes factors in panel count data models | 1998-01-01 | Paper |
| Estimation and comparison of multiple change-point models | 1998-01-01 | Paper |
| Marginal Likelihood from the Gibbs Output | 1997-08-19 | Paper |
| Bayesian residual analysis for binary response regression models | 1997-04-27 | Paper |
| Calculating posterior distributions and modal estimates in Markov mixture models | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845386 | 1995-12-13 | Paper |
| Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models | 1995-11-14 | Paper |
| Bayes inference in regression models with ARMA\((p,q)\) errors | 1995-03-01 | Paper |
| Outlier detection in the state space model | 1994-09-05 | Paper |
| Bayesian Analysis of Binary and Polychotomous Response Data | 1993-11-14 | Paper |
| Bayes regression with autoregressive errors. A Gibbs sampling approach | 1993-08-25 | Paper |
| Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models | 1992-09-26 | Paper |
| Robust bayes analysis in normal linear regression with an improper mixture prior | 1991-01-01 | Paper |
| Predictive efficiency for simple non-linear models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198705 | 1989-01-01 | Paper |
| Bayes estimation of the multiple correlation coefficient | 1989-01-01 | Paper |
| Bayes prediction in regressions with elliptical errors | 1988-01-01 | Paper |
| A new definition of the predictive likelihood | 1987-01-01 | Paper |
