Loukia Meligkotsidou

Available identifiers

Publication	Date of Publication	Type
Misspecifying the covariance structure in a linear mixed model under MAR drop-out	2024-10-29	Paper
Rejoinder to “Biased Estimation With Shared Parameter Models in the Presence of Competing Dropout Mechanisms”	2023-10-30	Paper
A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?	2020-10-21	Paper
Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies	2020-03-09	Paper
Longitudinal and time-to-drop-out joint models can lead to seriously biased estimates when the drop-out mechanism is at random	2020-02-07	Paper
A quantile regression approach to equity premium prediction	2018-10-12	Paper
Augmentation schemes for particle MCMC	2016-11-16	Paper
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence	2015-11-19	Paper
Forecasting with non-homogeneous hidden Markov models	2013-01-16	Paper
Forecasting with non-homogeneous hidden Markov models	2012-12-31	Paper
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series	2011-03-30	Paper
Finite mixtures of multivariate Poisson distributions with application	2007-06-26	Paper
Exact Filtering for Partially Observed Continuous Time Models	2004-09-24	Paper

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