Department of Economics Martin Burda

WORKING PAPERS "Bayesian Adaptive Sparse Copula" (with Artem Prokhorov) "Constrained Bayesian Neural Network Utility in Consumer Choice" (with Connor Campbell) "Recurrent Neural Network GO-GARCH Model for Portfolio Selection" (with Adrian Schroeder) PUBLICATIONS "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior" (with Remi Daviet) Econometric Reviews, accepted, 2022. "Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo" (with Louis Bélisle) Dependence Modeling, 7(1), 133-149, 2019. "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. "Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting" Journal of Time Series Econometrics, 7(1), 95-113, 2015. "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models" (with Artem Prokhorov) Journal of Multivariate Analysis, 127, 200-213, 2014. "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison" Advances in Econometrics, 34, 155-179, 2014. "Environmental Justice: Evidence from Superfund Cleanup Durations" (with Matthew Harding) Journal of Economic Behavior & Organization, 107, 380-401, 2014. "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. "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. "A Poisson Mixture Model of Discrete Choice" (with Matthew Harding and Jerry Hausman) Journal of Econometrics, 166(2), 184–203, 2012. "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. "A Bayesian Mixed Logit-Probit Model for Multinomial Choice" (with Matthew Harding and Jerry Hausman) Journal of Econometrics, 147(2), 232–246, 2008.