Aubrey Poon
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 |
|---|---|---|
| Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
| Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP Journal of Economic Dynamics and Control | 2024-06-17 | Paper |
| Large stochastic volatility in mean VARs Journal of Econometrics | 2023-08-18 | Paper |
| High-dimensional conditionally Gaussian state space models with missing data Journal of Econometrics | 2023-08-18 | Paper |
| A new Bayesian model for contagion and interdependence Econometric Reviews | 2022-09-14 | Paper |
| Computationally efficient inference in large Bayesian mixed frequency VARs Economics Letters | 2020-07-07 | Paper |
Research outcomes over time
This page was built for person: Aubrey Poon
