Anna Pajor
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Has the COVID-19 outbreak capsized the predictive performance of Bayesian VAR models with cointegration and time-varying volatility? The Annals of Applied Statistics | 2025-06-30 | Paper |
| Bayesian ex post evaluation of recursive multi-step-ahead density prediction Bayesian Analysis | 2025-02-25 | Paper |
| Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? International Statistical Review | 2024-07-29 | Paper |
| VEC-MSF models in Bayesian analysis of short- and long-run relationships Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
| Estimating the marginal likelihood using the arithmetic mean identity Bayesian Analysis | 2018-02-23 | Paper |
Research outcomes over time
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