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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
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Pelenis, Justinas
Koop, Gary
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Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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2
Bayesian regression with heteroscedastic error density and parametric mean function
Pelenis, Justinas
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 624-638
Persistent link: https://www.econbiz.de/10010257372
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Bayesian modeling of joint and conditional distributions
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 332-346
Persistent link: https://www.econbiz.de/10009612730
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