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Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
Durham, Garland, (2014)
Durham, Garland, (2013)
Robust estimation and inference in panels with interactive fixed effects
Armstrong, Timothy B., (2023)
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John, (2019)
Improving asset price prediction when all models are false
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland, (2015)