Martin Burda, "Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo", Dependence Modeling 7 (1) (2019), 133–149.
Martin Burda, "Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting", Journal of Time Series Econometrics 7 (1) (2015), 95–113.
Martin Burda, Matthew Harding, Jerry Hausman, "A Bayesian Semi-Parametric Competing Risk Model with Unobserved Heterogeneity", Journal of Applied Econometrics 30 (3) (2015), 353–376.
Martin Burda, "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison", in Advances in Econometrics (edited by Dale Poirier and Ivan Jeliazkov), Emerald Group Publishing Limited, Bingley, UK, 2014, 155–179.
Martin Burda and Matthew Harding, "Environmental Justice: Evidence from Superfund Cleanup Durations", Journal of Economic Behavior & Organization 107 (2014), 380–401.
Martin Burda and Artem Prokhorov, "Copula Based Factorization in Bayesian Multivariate Mixture Models", Journal of Multivariate Analysis 127 (2014), 200–213.
Martin Burda and Matthew Harding, "Panel Probit with Flexible Correlated Effects: Quantifying Technology Spillovers in the Presence of Latent Heterogeneity", Journal of Applied Econometrics 28 (6) (2013), 956–981.
Martin Burda and John Maheu, "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models", Studies in Nonlinear Dynamics & Econometrics 17 (4) (2013), 345–372.
Martin Burda, Matthew Harding, Jerry Hausman, "A Poisson Mixture Model of Discrete Choice", Journal of Econometrics 166 (2) (2012), 184–203.
Martin Burda, Roman Liesenfeld, Jean-Francois Richard, "Bayesian Analysis of a Probit Panel Data Model with Unobserved Heterogeneity and Autocorrelated Errors", International Journal of Statistics and Management Systems 6 (1-2) (2011), 1–21.
Martin Burda, Matthew Harding, Jerry Hausman, "A Bayesian Mixed Logit-Probit Model for Multinomial Choice", Journal of Econometrics 147 (2) (2008), 232–246.
Martin Burda and Vera Achvarina, "Integration of the Chinese Aluminum Market into the Global Economy: Empirical Case Study", in Proceedings of the Third International Conference on Integration (edited by scientific committee), University of Zagreb, Zagreb, Croatia, 2006, 953–6025.