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Publications by Mattias Villani

Bayesian Inference in Structural Second-Price Common Value Auctions

Journal of Business and Economic Statistics

Social Sciences

English

Regression Density Estimation With Variational Methods and Stochastic Approximation

Journal of Computational and Graphical Statistics

Discrete Mathematics

English

Bayesian Rician Regression for Neuroimaging

Frontiers in Neuroscience

English

BROCCOLI: Software for Fast fMRI Analysis on Many-Core CPUs and GPUs

Frontiers in Neuroinformatics

Computer Science Applications

Biomedical Engineering

English

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities

Journal of Statistical Planning and Inference

Applied Mathematics

English

Bayesian Estimation of an Open Economy DSGE Model With Incomplete Pass-Through

Journal of International Economics

English

Bayesian Reference Analysis of Cointegration

Econometric Theory

Social Sciences

English

Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence From a Dynamic Open-Economy Model*

International Finance

English