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Bayesian estimation and comparison of conditional moment models
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Journal of the Royal Statistical Society. Series B: Statistical Methodology, 2022
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
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Journal of Business and Economic Statistics, 2022
Revisiting Identification Concepts In Bayesi Analysis
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Annals of Economics and Statistics, 2021
Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
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Journal of Econometrics, 2021
Ill-posed estimation in high-dimensional models with instrumental variables
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Journal of Econometrics, 2020
Adaptive bayesian estimation in indirect gaussian sequence space models
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Annals of Economics and Statistics, 2020
Bayesian inference for partially identified smooth convex models
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Journal of Econometrics, 2019
Gaussian Processes and Bayesian Moment Estimation
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Journal of Business and Economic Statistics, 2019