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.