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Publications in Philosophy of Science

Bayesian Inference for Nonlinear Structural Time Series Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

High-Dimensional Copula-Based Distributions With Mixed Frequency Data

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2016English

Modeling Systemic Risk With Markov Switching Graphical SUR Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2019English

Estimation of Finite Sequential Games

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

A Discrete Model for Bootstrap Iteration

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2012English

Specification Tests of Calibrated Option Pricing Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

Model Equivalence Tests in a Parametric Framework

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

Forecasting With Equilibrium-Correction Models During Structural Breaks

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

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