| Publication | Date of Publication | Type |
|---|
Analysis of variance for Bayesian inference
Econometric Reviews | 2022-05-31 | Paper |
Adaptive sequential posterior simulators for massively parallel computing environments
Advances in Econometrics | 2020-11-10 | Paper |
Bayesian inference for ARFIMA models
Journal of Time Series Analysis | 2019-07-30 | Paper |
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Journal of Econometrics | 2019-04-30 | Paper |
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
Journal of Econometrics | 2017-05-12 | Paper |
Optimal prediction pools
Journal of Econometrics | 2016-08-12 | Paper |
Smoothly mixing regressions
Journal of Econometrics | 2016-05-04 | Paper |
Likelihood-based inference for regular functions with fractional polynomial approximations
Journal of Econometrics | 2014-11-20 | Paper |
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets
Quantitative Economics | 2011-01-03 | Paper |
| Complete and incomplete econometric models. | 2010-04-29 | Paper |
Comments on ``Convergence properties of the likelihood of computed dynamic models''
Econometrica | 2010-02-03 | Paper |
Computational techniques for applied econometric analysis of macroeconomic and financial processes
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Interpretation and inference in mixture models: simple MCMC works
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Getting It Right
Journal of the American Statistical Association | 2007-08-20 | Paper |
Comment
Econometric Reviews | 2007-06-20 | Paper |
Bayesian Inference for Hospital Quality in a Selection Model
Econometrica | 2006-06-19 | Paper |
Contemporary Bayesian Econometrics and Statistics
Wiley Series in Probability and Statistics | 2005-11-07 | Paper |
| scientific article; zbMATH DE number 1943894 (Why is no real title available?) | 2004-02-02 | Paper |
| scientific article; zbMATH DE number 1943901 (Why is no real title available?) | 2003-11-03 | Paper |
Note on the Sampling Distribution for the Metropolis-Hastings Algorithm
Communications in Statistics: Theory and Methods | 2003-04-07 | Paper |
Pitfalls in drawing policy conclusions from retrospective survey data: The case of advertising and underage smoking
Journal of Risk and Uncertainty | 2003-04-03 | Paper |
| scientific article; zbMATH DE number 1522705 (Why is no real title available?) | 2001-12-16 | Paper |
A note on some limitations of CRRA utility
Economics Letters | 2001-08-20 | Paper |
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Bayesian econometrics and forecasting. (With comments)
Journal of Econometrics | 2001-05-20 | Paper |
An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
Journal of Econometrics | 2001-03-11 | Paper |
On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
Communications in Statistics. Simulation and Computation | 2000-07-09 | Paper |
Using simulation methods for bayesian econometric models: inference, development,and communication
Econometric Reviews | 2000-02-09 | Paper |
| Mixture for normal probit models. | 1999-01-01 | Paper |
Statistical inference in the multinomial multiperiod probit model
Journal of Econometrics | 1998-11-03 | Paper |
| scientific article; zbMATH DE number 1098822 (Why is no real title available?) | 1998-09-20 | Paper |
| scientific article; zbMATH DE number 1099382 (Why is no real title available?) | 1998-01-28 | Paper |
Bayesian reduced rank regression in econometrics
Journal of Econometrics | 1997-01-19 | Paper |
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
Journal of Time Series Analysis | 1993-12-20 | Paper |
| scientific article; zbMATH DE number 88832 (Why is no real title available?) | 1993-01-16 | Paper |
Seminonparametric Bayesian estimation of the asymptotically ideal production model
Journal of Econometrics | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4207575 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4213408 (Why is no real title available?) | 1991-01-01 | Paper |
Exact predictive densities for linear models with ARCH disturbances
Journal of Econometrics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4201450 (Why is no real title available?) | 1989-01-01 | Paper |
Bayesian Inference in Econometric Models Using Monte Carlo Integration
Econometrica | 1989-01-01 | Paper |
Antithetic acceleration of Monte Carlo integration in Bayesian inference
Journal of Econometrics | 1988-01-01 | Paper |
Exact Inference for Continuous Time Markov Chain Models
Review of Economic Studies | 1986-01-01 | Paper |
Mobility Indices in Continuous Time Markov Chains
Econometrica | 1986-01-01 | Paper |
| Measures of Conditional Linear Dependence and Feedback Between Time Series | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3942882 (Why is no real title available?) | 1984-01-01 | Paper |
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
Journal of Econometrics | 1983-01-01 | Paper |
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
Journal of Time Series Analysis | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3856268 (Why is no real title available?) | 1982-01-01 | Paper |
| Measurement of Linear Dependence and Feedback Between Multiple Time Series | 1982-01-01 | Paper |
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis
Journal of Econometrics | 1981-01-01 | Paper |
Estimating Regression Models of Finite but Unknown Order
International Economic Review | 1981-01-01 | Paper |
| A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series | 1981-01-01 | Paper |
The Approximate Slopes of Econometric Tests
Econometrica | 1981-01-01 | Paper |
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
International Economic Review | 1981-01-01 | Paper |
| Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small | 1980-01-01 | Paper |
Testing the exogeneity specification in the complete dynamic simultaneous equation model
Journal of Econometrics | 1978-01-01 | Paper |
Temporal Aggregation in the Multiple Regression Model
Econometrica | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3605818 (Why is no real title available?) | 1977-01-01 | Paper |
