
Department of Economics
Martin Burda




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WORKING PAPERS
PUBLICATIONS
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"Hamiltonian
Sequential Monte Carlo with Application to Consumer Choice
Behavior" (with Remi Daviet)
Econometric
Reviews, accepted, 2022.
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"Copula
Multivariate GARCH Model with Constrained Hamiltonian Monte
Carlo" (with Louis Bélisle)
Dependence Modeling, 7(1), 133-149,
2019.
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"A Bayesian Semi-Parametric
Competing Risk Model with Unobserved Heterogeneity"
(with Matthew Harding and Jerry Hausman)
Journal of Applied Econometrics,
30(3), 353-376, 2015.
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"Constrained Hamiltonian Monte Carlo in BEKK
GARCH with Targeting" Journal of Time Series Econometrics,
7(1), 95-113, 2015.
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"Copula Based Factorization in Bayesian
Multivariate Infinite Mixture Models" (with Artem
Prokhorov) Journal of Multivariate Analysis,
127, 200-213, 2014.
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"Parallel Constrained Hamiltonian Monte Carlo
for BEKK Model Comparison"
Advances in Econometrics,
34, 155-179, 2014.
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"Environmental Justice: Evidence from
Superfund Cleanup Durations" (with Matthew Harding)
Journal of
Economic Behavior & Organization,
107, 380-401, 2014.
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"Bayesian
Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models"
(with John Maheu) Studies in Nonlinear Dynamics & Econometrics,
17(4), 345-372, 2013.
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"Panel
Probit with Flexible Correlated Effects: Quantifying Technology Spillovers
in the Presence of Latent Heterogeneity"
(with Matthew Harding) Journal of Applied Econometrics,
28(6), 956-981, 2013.
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"A Poisson Mixture Model
of Discrete Choice" (with Matthew Harding and Jerry Hausman)
Journal of Econometrics, 166(2), 184–203, 2012.
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"Bayesian Analysis
of a Probit Panel Data Model with Unobserved Heterogeneity
and Autocorrelated Errors"
(with Roman Liesenfeld and Jean-François
Richard) International Journal of Statistics and Management Systems, 6(1-2), 1–21, 2011.
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"A Bayesian Mixed Logit-Probit
Model for Multinomial Choice" (with Matthew Harding and Jerry Hausman)
Journal of Econometrics, 147(2), 232–246, 2008.
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