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)

arXiv:1601.07463

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.