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.