Title Co-Authors Year Journal/Proceedings/Book
Large-Scale Predictive Regressions Daniele Bianchi 2018 arXiv:1803.06738
Dynamic Mixed Frequency Synthesis for Economic Nowcasting 2017 arXiv:1712.03646
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting Knut Are Aastveit, Jouchi Nakajima
and Mike West
2017 arXiv:1711.01667
Dynamic Variable Selection with Spike-and-Slab Process Priors Veronika Rockova 2017 arXiv:1708.00085
Dynamic Bayesian Predictive Synthesis in Time Series Forecasting Mike West 2017

Journal of Econometrics (forthcoming)


Dynamic Modeling and Bayesian Predictive Synthesis 2017 Doctoral Thesis
Volatility Forecasts Using Nonlinear Leverage Effects Ushio Asahi and Teruo Nakatsuma 2016 arXiv:1605.06482
Fully Parallel Particle Learning for GPGPUs and Other Parallel Devices Teruo Nakatsuma 2015 arXiv:1212.1639
Stochastic volatility models and its application to VIX derivatives (in Japanese) Hiroaki Katsura 2014 JAFEE Journal

© Kenichiro McAlinn, 2016.