| Publication | Date of Publication | Type |
|---|
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Bayesian estimation and comparison of conditional moment models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS
Econometric Theory | 2023-06-13 | Paper |
DSGE models with Student-\(t\) errors
Econometric Reviews | 2022-05-31 | Paper |
Semiparametric multivariate and multiple change-point modeling
Bayesian Analysis | 2019-08-07 | Paper |
Bayesian Estimation and Comparison of Moment Condition Models
Journal of the American Statistical Association | 2019-03-20 | Paper |
Additive cubic spline regression with Dirichlet process mixture errors
Journal of Econometrics | 2016-08-01 | Paper |
Tailored randomized block MCMC methods with application to DSGE models
Journal of Econometrics | 2016-07-25 | Paper |
Bayes factor consistency
| 2016-07-01 | Paper |
Analysis of treatment response data from eligibility designs
Journal of Econometrics | 2016-06-13 | Paper |
Analysis of high dimensional multivariate stochastic volatility models
Journal of Econometrics | 2016-05-02 | Paper |
Bayes prediction in the linear model with spherically symmetric errors
Economics Letters | 2016-01-01 | Paper |
On conditional variance estimation in nonparametric regression
Statistics and Computing | 2015-10-16 | Paper |
Stochastic volatility with leverage: fast and efficient likelihood inference
Journal of Econometrics | 2012-09-23 | Paper |
Analysis of treatment response data without the joint distribution of potential outcomes
Journal of Econometrics | 2012-09-23 | Paper |
Modeling and calculating the effect of treatment at baseline from panel outcomes
Journal of Econometrics | 2012-09-23 | Paper |
Sequential Ordinal Modeling with Applications to Survival Data
Biometrics | 2011-03-01 | Paper |
Analysis of multifactor affine yield curve models
Journal of the American Statistical Association | 2011-02-01 | Paper |
Multivariate Stochastic Volatility
Handbook of Financial Time Series | 2009-11-27 | Paper |
Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-09-07 | Paper |
Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
Journal of the American Statistical Association | 2007-08-20 | Paper |
Stochastic volatility: likelihood inference and comparison with ARCH models
| 2006-03-09 | Paper |
Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
Statistica Neerlandica | 2005-09-01 | Paper |
Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
Journal of the American Statistical Association | 2004-06-10 | Paper |
scientific article; zbMATH DE number 1983944 (Why is no real title available?)
| 2003-09-22 | Paper |
Marginal Likelihood From the Metropolis–Hastings Output
Journal of the American Statistical Association | 2003-08-06 | Paper |
Markov chain Monte Carlo methods for stochastic volatility models.
Journal of Econometrics | 2003-04-02 | Paper |
Semiparametric Bayes analysis of longitudinal data treatment models
Journal of Econometrics | 2003-02-17 | Paper |
Likelihood Inference for Discretely Observed Nonlinear Diffusions
Econometrica | 2002-05-28 | Paper |
Bayesian analysis of cross-section and clustered data treatment models
Journal of Econometrics | 2001-10-03 | Paper |
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
Journal of Econometrics | 2001-06-19 | Paper |
Analysis of multivariate probit models
Biometrika | 2000-06-13 | Paper |
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
Review of Economic Studies | 1998-11-10 | Paper |
Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
| 1998-06-18 | Paper |
Estimation and comparison of multiple change-point models
Journal of Econometrics | 1998-01-01 | Paper |
Posterior simulation and Bayes factors in panel count data models
Journal of Econometrics | 1998-01-01 | Paper |
Marginal Likelihood from the Gibbs Output
| 1997-08-19 | Paper |
Bayesian residual analysis for binary response regression models
Biometrika | 1997-04-27 | Paper |
Calculating posterior distributions and modal estimates in Markov mixture models
Journal of Econometrics | 1996-12-08 | Paper |
scientific article; zbMATH DE number 795289 (Why is no real title available?)
| 1995-12-13 | Paper |
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Journal of Econometrics | 1995-11-14 | Paper |
Bayes inference in regression models with ARMA\((p,q)\) errors
Journal of Econometrics | 1995-03-01 | Paper |
Outlier detection in the state space model
Statistics & Probability Letters | 1994-09-05 | Paper |
Bayesian Analysis of Binary and Polychotomous Response Data
| 1993-11-14 | Paper |
Bayes regression with autoregressive errors. A Gibbs sampling approach
Journal of Econometrics | 1993-08-25 | Paper |
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
Economics Letters | 1992-09-26 | Paper |
Robust bayes analysis in normal linear regression with an improper mixture prior
Communications in Statistics: Theory and Methods | 1991-01-01 | Paper |
Predictive efficiency for simple non-linear models
Journal of Econometrics | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4174130 (Why is no real title available?)
| 1989-01-01 | Paper |
Bayes estimation of the multiple correlation coefficient
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Bayes prediction in regressions with elliptical errors
Journal of Econometrics | 1988-01-01 | Paper |
A new definition of the predictive likelihood
Statistics & Probability Letters | 1987-01-01 | Paper |
