Items where Author, Editor or other role is "Kalli, Maria"
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Number of items: 8.
Article
| Kalli, Maria, Griffin, Jim E. (2018) Bayesian nonparametric vector autoregressive models. Journal of Econometrics, 203 (2). pp. 267-282. ISSN 0304-4076. (doi:10.1016/j.jeconom.2017.11.009) (KAR id:65792) |
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| Griffin, Jim E., Kalli, Maria, Steel, Mark (2017) Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. Statistical Methods & Applications, 27 (2). pp. 207-218. ISSN 1618-2510. (doi:10.1007/s10260-017-0384-0) (KAR id:62600) |
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| Kalli, Maria, Billings, Jenny R., Coulton, Simon, Farmer, Christopher K., Bedford, Michael, Farr, Marc, Wheeler, Toby, Stevens, Paul, Mottishaw, Tim (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). ISSN 2050-4349. (doi:10.3310/hsdr04060) (KAR id:78655) |
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| Kalli, Maria, 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: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) (KAR id:47183) |
| Kalli, Maria, Griffin, Jim E. (2014) Time-varying sparsity in dynamic regression models. Journal of Econometrics, 178 (2). pp. 779-793. ISSN 0304-4076. (doi: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) (KAR id:41223) |
| Kalli, Maria, Walker, Stephen G., 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:10.1080/07350015.2013.794142) (KAR id:69649) |
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| Kalli, Maria, Griffin, Jim E., Walker, Stephen G. (2011) Slice Sampling Mixture Models. Statistics and Computing, 21 (1). pp. 93-105. ISSN 0960-3174. (doi: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) (KAR id:23488) |
Book section
| Kalli, Maria (2019) Bayesian nonparametric methods for financial and macroeconomic time series analysis. In: Fan, Yanan and Nott, David and Smith, Mike S. and Dortet-Bernadet, Jean-Luc, eds. Flexible Bayesian Regression Modelling. First Edition. Elsevier, USA, pp. 91-120. ISBN 978-0-12-815862-3. E-ISBN 978-0-12-815863-0. (doi:10.1016/B978-0-12-815862-3.00012-3) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:65796) |
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