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Number of items: 9.

Article

Kalli, Maria and Griffin, Jim E. (2018) Bayesian nonparametric vector autoregressive models. Journal of Econometrics, 203 (2). pp. 267-282. ISSN 0304-4076. (doi:https://doi.org/10.1016/j.jeconom.2017.11.009) (Full text available)
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Griffin, Jim E. and Kalli, Maria and Steel, Mark (2017) Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. Statistical Methods & Applications, . ISSN 1618-2510. (doi:https://doi.org/10.1007/s10260-017-0384-0) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Bedford, Michael and Stevens, Paul and Coulton, Simon and Billings, Jenny R. and Farr, Marc and Wheeler, Toby and Kalli, Maria and Mottishaw, Tim and Farmer, Christopher K. (2016) Development of risk models for the prediction of new or worsening acute kidney injury on or during hospital admission: a cohort and nested study. Health Services and Delivery Research, 4 (6). pp. 1-159. ISSN 2050-4349. E-ISSN 2050-4357. (doi:https://doi.org/10.3310/hsdr04060) (Full text available)
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Kalli, Maria and Griffin, Jim E. (2015) Flexible Modelling of Dependence in Volatility Processes. Journal of Business and Economic Statistics, 33 (1). pp. 102-113. ISSN 0735-0015. E-ISSN 1537-2707. (doi:https://doi.org/10.1080/07350015.2014.925457) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kalli, Maria and Griffin, Jim E. (2014) Time-varying sparsity in dynamic regression models. Journal of Econometrics, 178 (2). pp. 779-793. ISSN 0304-4076. (doi:https://doi.org/10.1016/j.jeconom.2013.10.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kalli, Maria and Walker, Stephen G. and Damien, Paul (2013) Modelling the conditional distribution of daily stock index returns: an alternative Bayesian semiparametric model. Journal of Business and Economic Statistics, 31 (4). pp. 371-383. ISSN 0735-0015. (doi:https://doi.org/10.1080/07350015.2013.794142) (Full text available)
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Kalli, Maria and Griffin, Jim E. and Walker, Stephen G. (2011) Slice Sampling Mixture Models. Statistics and Computing, 21 (1). pp. 93-105. ISSN 0960-3174. (doi:https://doi.org/10.1007/s11222-009-9150-y) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Research report (external)

Kalli, Maria and Walker, Stephen G. (2008) Mixtures of Stick-Breaking Processes. Centre for Health Services Studies, 22 pp. (Full text available)
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Kalli, Maria and Griffin, Jim E. and Walker, Stephen G. (2008) Slice Sampling Mixture Models. Centre for Health Services Studies, 23 pp. (Full text available)
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This list was generated on Wed May 22 21:12:17 2019 BST.