| Publication | Date of Publication | Type |
|---|
Cutting feedback and modularized analyses in generalized Bayesian inference
Bayesian Analysis | 2026-02-12 | Paper |
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Econometric Reviews | 2025-11-26 | Paper |
Cutting Feedback in Misspecified Copula Models
Journal of the American Statistical Association | 2025-10-28 | Paper |
Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
Journal of Computational and Graphical Statistics | 2024-06-10 | Paper |
Computing Bayes: from then `til now
Statistical Science | 2024-05-15 | Paper |
Approximating Bayes in the 21st century
Statistical Science | 2024-05-15 | Paper |
Variational Bayes in State Space Models: Inferential and Predictive Accuracy
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Variational Bayes in State Space Models: Inferential and Predictive Accuracy
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
Journal of the American Statistical Association | 2024-01-08 | Paper |
ABC of the future
International Statistical Review | 2023-12-15 | Paper |
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
Inverse Problems | 2023-11-15 | Paper |
Modularized Bayesian analyses and cutting feedback in likelihood-free inference
Statistics and Computing | 2023-06-09 | Paper |
Approximate maximum likelihood for complex structural models
Journal of Econometrics | 2022-12-14 | Paper |
Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Efficient Bayesian Synthetic Likelihood With Whitening Transformations
Journal of Computational and Graphical Statistics | 2022-06-22 | Paper |
A comparison of likelihood-free methods with and without summary statistics
Statistics and Computing | 2022-05-25 | Paper |
Robust Approximate Bayesian Inference With Synthetic Likelihood
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Indirect inference for locally stationary models
Journal of Econometrics | 2021-05-04 | Paper |
Indirect inference with(out) constraints
Quantitative Economics | 2020-08-24 | Paper |
Indirect inference with a non-smooth criterion function
Journal of Econometrics | 2019-10-23 | Paper |
A simple iterative Z-estimator for semiparametric models
Econometric Theory | 2019-03-27 | Paper |
Asymptotic properties of approximate Bayesian computation
Biometrika | 2018-12-10 | Paper |
Asymptotic properties of approximate Bayesian computation
Biometrika | 2018-12-10 | Paper |
A new approach to risk-return trade-off dynamics via decomposition
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Indirect inference with endogenously missing exogenous variables
Journal of Econometrics | 2018-05-31 | Paper |
Efficient two-step estimation via targeting
Journal of Econometrics | 2017-11-07 | Paper |
Model Misspecification in ABC: Consequences and Diagnostics
(available as arXiv preprint) | 2017-08-06 | Paper |
