PhD. Justinas Pelenis

Institute for Advanced Studies

Research

Forthcoming and Published Papers

  • Bayesian Modeling of Joint and Conditional Distributions, with Andriy Norets, Journal of Econometrics (2012), 168:2, 332-346.
  • Bayesian Regression with Heteroscedastic Error Density and Parametric Mean Function, (previously circulated as \Bayesian Semiparametric Regression"), forthcoming in Journal of Econometrics.
  • Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures, with AndriyNorets, forthcoming in Econometric Theory.

Working Papers

  • Weighted Scoring Rules for Density Forecast Comparison in Subsets of Interest, under preparation for submission.

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