Department of Economics Martin Burda

WORKING PAPERS "Constrained Bayesian Neural Network Utility in Consumer Choice" (with Connor Campbell) "Bayesian Adaptive Sparse Copula" (with Artem Prokhorov) "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, 42(1), 54-77, 2023. "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.