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08/20/2023
Static and Dynamic BART for Rank-Order Data
Ranking lists are often provided at regular time intervals by one or mul...
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08/16/2023
A Spatiotemporal Gamma Shot Noise Cox Process
A new discrete-time shot noise Cox process for spatiotemporal data is pr...
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06/02/2023
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
Reduced-rank regression recognises the possibility of a rank-deficient m...
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11/29/2022
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
This article proposes a novel Bayesian multivariate quantile regression ...
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09/05/2022
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
Timely characterizations of risks in economic and financial systems play...
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06/07/2021
On the "mementum" of Meme Stocks
The meme stock phenomenon is yet to be explored. In this note, we provid...
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12/24/2020
Filtering the intensity of public concern from social media count data with jumps
Count time series obtained from online social media data, such as Twitte...
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06/29/2020
Visualizing and comparing distributions with half-disk density strips
We propose a user-friendly graphical tool, the half-disk density strip (...
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06/19/2020
Proper scoring rules for evaluating asymmetry in density forecasting
This paper proposes a novel asymmetric continuous probabilistic score (A...
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06/03/2019
Bayesian nonparametric graphical models for time-varying parameters VAR
Over the last decade, big data have poured into econometrics, demanding ...
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03/19/2018
