Title Co-Authors Year Journal/Proceedings/Book
Dynamic causal effects in time series: Temporal impacts of U.S. minimum wage Puelz, D. 2018 Working paper
Model combination as Ito processes Takanashi, K. 2018 Working paper

Dynamic sparse factor analysis

[arXiv]

Rockova, R. and Saha, E. 2018 arXiv:1812.04187

Improving and evaluating machine learning forecasts using

Bayesian predictive synthesis

2018 Working paper

Comment on "Using stacking to average Bayesian predictive distributions"

[URL]

Aastveit, K.A. and West, M.

2018 Bayesian Analysis, 13: 917-1003

Large-Scale Dynamic Predictive Regressions

[arXiv] [SSRN]

Bianchi, D. 2018 arXiv:1803.06738

Dynamic Mixed Frequency Synthesis for Economic Nowcasting

[arXiv]

2017 arXiv:1712.03646

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

[arXiv]

Aastveit, K.A., Nakajima, J.,

and West, M.

2017

Invited revision:

Journal of the American Statistical Association

arXiv:1711.01667

Dynamic Variable Selection with Spike-and-Slab Process Priors

[arXiv]

Rockova, V 2017

Invited revision: Bayesian Analysis

arXiv:1708.00085

Dynamic Bayesian Predictive Synthesis in Time Series Forecasting

[URL] [arXiv]

West, M. 2017

Journal of Econometrics (published online)

Dynamic Modeling and Bayesian Predictive Synthesis

[URL]

2017 Doctoral Thesis

Volatility Forecasts Using Nonlinear Leverage Effects

[arXiv]

Ushio, A. and Nakatsuma,T. 2016

Invited revision: Journal of Forecasting

arXiv:1605.06482

Fully Parallel Particle Learning for GPGPUs and Other Parallel Devices

[arXiv]

Nakatsuma, T. 2015 arXiv:1212.1639

Stochastic volatility models and its application to VIX derivatives (in Japanese)

[URL]

Katsura, H. 2014 JAFEE Journal

© Kenichiro McAlinn, 2016.