| Publication | Date of Publication | Type |
|---|
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
Journal of Econometrics | 2025-01-16 | Paper |
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
A spatial panel quantile model with unobserved heterogeneity
Journal of Econometrics | 2022-12-14 | Paper |
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Journal of Econometrics | 2022-09-01 | Paper |
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Journal of Econometrics | 2022-07-15 | Paper |
Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
Econometric Reviews | 2022-05-31 | Paper |
A predictive approach for selection of diffusion index models
Econometric Reviews | 2022-05-31 | Paper |
Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
Econometric Reviews | 2022-02-24 | Paper |
Stock return predictability: a factor-augmented predictive regression system with shrinkage method
Econometric Reviews | 2022-02-24 | Paper |
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
Journal of the American Statistical Association | 2020-08-03 | Paper |
Regularization parameter selection for penalized empirical likelihood estimator
Economics Letters | 2019-05-07 | Paper |
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
Journal of the American Statistical Association | 2019-04-11 | Paper |
A simple new test for slope homogeneity in panel data models with interactive effects
Economics Letters | 2018-08-31 | Paper |
Merchant selection and pricing strategy for a platform firm in the online group buying market
Annals of Operations Research | 2018-06-12 | Paper |
A weight-relaxed model averaging approach for high-dimensional generalized linear models
The Annals of Statistics | 2018-02-14 | Paper |
A model-averaging approach for high-dimensional regression
Journal of the American Statistical Association | 2017-08-04 | Paper |
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Journal of Econometrics | 2016-08-04 | Paper |
Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques
Bayesian Analysis | 2016-02-11 | Paper |
A simple new test for slope homogeneity in panel data models with interactive effects
Economics Letters | 2015-11-01 | Paper |
Adaptive learning machines for nonlinear classification and Bayesian information criteria
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Generalized predictive information criteria for the analysis of feature events
Electronic Journal of Statistics | 2013-05-29 | Paper |
Bayesian variable selection for the seemingly unrelated regression models with a large number of predictors
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2013-02-14 | Paper |
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Quantile regression models with factor‐augmented predictors and information criterion
Econometrics Journal | 2011-07-27 | Paper |
Model selection for generalized linear models with factor-augmented predictors
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Journal of Econometrics | 2010-11-01 | Paper |
Bayesian model selection and statistical modeling.
| 2010-09-15 | Paper |
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
Annals of the Institute of Statistical Mathematics | 2009-10-13 | Paper |
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
Journal of Multivariate Analysis | 2009-06-24 | Paper |
Nonlinear regression modeling via regularized radial basis function networks
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Bayesian information criteria and smoothing parameter selection in radial basis function networks
Biometrika | 2008-04-08 | Paper |
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
Biometrika | 2008-03-11 | Paper |
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2007-05-24 | Paper |
