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Number of items: 10.

Article

Lamnisos, Demetris and Griffin, J.E. and Steel, Mark F.J. (2012) Cross-validation prior choice in Bayesian probit regression with many covariates. Statistics and Computing, 22 (2). pp. 359-373. ISSN 0960-3174. The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2011) Stick-Breaking Autoregressive Processes. Journal of Econometrics, 162 (2). pp. 383-396. ISSN 0304-4076. The full text of this publication is not available from this repository.

Kolossiatis, Michalis and Griffin, J.E. and Steel, Mark F.J. (2011) Modeling overdispersion with the Normalized Tempered Stable distribution. Computational Statistics and Data Analysis, 55 (7). pp. 2288-2301. ISSN 0167-9473 . The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2010) Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Computational Statistics and Data Analysis, Online (54). pp. 2594-2608. ISSN 0167-9473 . The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2010) Bayesian Nonparametric Modelling with the Dirichlet Process Regression Smoother. Statistica Sinica, 20 (4). pp. 1507-1527. ISSN 1017-0405. The full text of this publication is not available from this repository.

Lamnisos, Demetris and Griffin, J.E. and Steel, Mark F.J. (2009) Transdimensional Sampling Algorithms for Bayesian Variable Selection in Classification Problems With Many More Variables Than Observations. Journal of Computational and Graphical Statistics, 18 (3). pp. 592-612. ISSN 1061-8600. The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2007) Bayesian Stochastic Frontier Analysis Using WinBUGS. Journal of Productivity Analysis, 27 (3). pp. 163-176. ISSN 0895-562X. The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2006) Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility. Journal of Econometrics, 134 (2). pp. 605-644. ISSN 0304-4076. The full text of this publication is not available from this repository.

Griffin, J.E. and Steel, Mark F.J. (2006) Order-Based Dependent Dirichlet Processes. Journal of the American Statistical Association, 101 (473). pp. 179-94. ISSN 0162-1459. The full text of this publication is not available from this repository.

Book section

Griffin, J.E. and Quintana, F.A. and Steel, Mark F.J. (2011) Flexible and Nonparametric Methods. In: Koop, G. and van Dijk, H.K. and Geweke, J., eds. The Oxford Handbook of Bayesian Econometrics. Oxford University Press. ISBN 9780199559084. The full text of this publication is not available from this repository.

This list was generated on Thu May 23 08:52:19 2013 BST.