Andras Fulop

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
Density-Tempered Marginalized Sequential Monte Carlo Samplers Journal of Business and Economic Statistics	2025-01-20	Paper
Real-time Bayesian learning and bond return predictability Journal of Econometrics	2022-07-15	Paper
Bayesian estimation of long-run risk models using sequential Monte Carlo Journal of Econometrics	2022-03-16	Paper
Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models Computational Statistics and Data Analysis	2019-11-22	Paper
Bayesian estimation of dynamic asset pricing models with informative observations Journal of Econometrics	2019-04-30	Paper
Estimating the structural credit risk model when equity prices are contaminated by trading noises Journal of Econometrics	2016-07-04	Paper
Efficient learning via simulation: a marginalized resample-move approach Journal of Econometrics	2014-04-03	Paper
A stable estimator of the information matrix under EM for dependent data Statistics and Computing	2012-12-06	Paper
Filtering methods	2012-01-10	Paper

Research outcomes over time

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