Title Co-Authors Year Journal/Proceedings/Book
Dynamic variable selection with spike-and-slab process priors Veronika Rockova 2017 arXiv:1708.00085
Dynamic Bayesian predictive synthesis for time series forecasting Mike West 2017

Journal of Econometrics (forthcoming)


Generalized Leverage Effects in Asset Returns 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.