Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Justinas Pelenis"'
Autor:
Andriy Norets, Justinas Pelenis
Publikováno v:
Journal of Econometrics. 230:62-82
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d5dec9f73e752d6ca06a1c0bf2cba84
https://doi.org/10.1016/j.jeconom.2021.11.004
https://doi.org/10.1016/j.jeconom.2021.11.004
Autor:
Andriy Norets, Justinas Pelenis
Publikováno v:
Econometrica. 90:1355-1377
We consider nonparametric estimation of a mixed discrete‐continuous distribution under anisotropic smoothness conditions and a possibly increasing number of support points for the discrete part of the distribution. For these settings, we derive low
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b437801d694401c1ef069f34d50ec0a7
https://doi.org/10.3982/ecta17884
https://doi.org/10.3982/ecta17884
Autor:
Justinas Pelenis
Publikováno v:
Journal of Econometrics. 178:624-638
In this paper we consider Bayesian estimation of restricted conditional moment models with the linear regression as a particular example. A common practice in the Bayesian literature for linear regression and other semi-parametric models is to use fl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::796027f78178b310a7cce8eac09a5b6c
https://doi.org/10.1016/j.jeconom.2013.10.006
https://doi.org/10.1016/j.jeconom.2013.10.006
Autor:
Justinas Pelenis, Andriy Norets
Publikováno v:
Econometric Theory. 30:606-646
This paper considers Bayesian nonparametric estimation of conditional densities by countable mixtures of location-scale densities with covariate dependent mixing probabilities. The mixing probabilities are modeled in two ways. First, we consider fini
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78df05cf805e98cb6211bf199f6aabc0
https://doi.org/10.1017/s026646661300042x
https://doi.org/10.1017/s026646661300042x
Autor:
Justinas Pelenis, Andriy Norets
Publikováno v:
Journal of Econometrics. 168:332-346
In this paper, we study a Bayesian approach to exible modeling of conditional distributions. The approach uses a exible model for the joint distribution of the dependent and independent variables and then extracts the conditional distributions of int
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5ef48f91d21858999c3bbbe51bee47d
https://doi.org/10.1016/j.jeconom.2012.02.001
https://doi.org/10.1016/j.jeconom.2012.02.001