Publications

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(2021). Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. Econometrics, 9(4), 40.

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(2021). Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Journal of Computational and Graphical Statistics, 1-32.

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(2019). MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. Communications in Statistics-Simulation and Computation, 1-22.

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(2018). Using expected shortfall for credit risk regulation. Journal of International Financial Markets, Institutions and Money 57, 80-93.

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