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1. Bayesian analysis of chaos: The joint return-volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis.
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2. Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods. (2017). Villani, Mattias ; Schon, Thomas B. ; Dahlin, Johan.
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3. Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Hoogerheide, Lennart ; István Barra, ; André Lucas, .
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4. Evolutionary Sequential Monte Carlo Samplers for Change-point Models. (2015). Dufays, Arnaud.
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5. SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Villani, Mattias ; Kohn, Robert ; Quiroz, Matias.
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6. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
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7. Learning, confidence, and option prices. (2015). Shaliastovich, Ivan.
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8. Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling. (2015). Nonejad, Nima.
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9. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. (2015). Sun, Libo ; Hoeting, Jennifer A. ; Lee, Chihoon.
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10. Quasi-Newton particle Metropolis-Hastings. (2015). Schon, Thomas B. ; Dahlin, Johan ; Lindsten, Fredrik.
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11. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Baştürk, Nalan ; Basturk, Nalan ; Cakmakli, Cem ; and Herman K. van Dijk, .
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12. Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. (2014). Johansen, Adam ; Spano, Dario ; Finke, Axel.
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13. Bayesian Analysis of Bubbles in Asset Prices. (2014). Yu, Jun ; Fulop, Andras.
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14. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
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15. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
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16. On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles.
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17. Bayesian inference for nonlinear structural time series models. (2014). Kohn, Robert ; Pitt, Michael K. ; Hall, Jamie .
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18. Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Dufays, Arnaud ; Bauwens, Luc ; Rombouts, Jeroen V. K., .
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19. RMCMC: A system for updating Bayesian models. (2014). Lau, Din-Houn F. ; Gandy, Axel.
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20. Simulation-based Bayesian inference for epidemic models. (2014). McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V. ; Cook, Alex R..
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21. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Baştürk, Nalan ; Basturk, Nalan ; Cakmakli, Cem.
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22. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary.
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23. Parametric estimation of hidden stochastic model by contrast minimization and deconvolution. (2013). el Kolei, Salima.
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24. Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. (2013). Sarkka, Simo ; Mbalawata, Isambi ; Haario, Heikki.
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25. Assessing DSGE Model Nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
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26. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2013). Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan.
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27. Generalized method of moments with latent variables. (2013). Ragusa, Giuseppe ; Giacomini, Raffaella ; Gallant, A..
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28. Assessing DSGE model nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
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29. Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. (2013). Kalogeropoulos, Konstantinos ; Baguelin, Marc ; Dureau, Joseph.
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30. Advanced MCMC methods for sampling on diffusion pathspace. (2013). Kalogeropoulos, Konstantinos ; Pazos, Erik ; Beskos, Alexandros.
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31. Indirect Inference in fractional short-term interest rate diffusions. (2013). Laurini, Márcio ; Hotta, Luiz.
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32. A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models. (2013). Donnet, Sophie ; Samson, Adeline.
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33. On the Particle Gibbs Sampler. (2013). Chopin, Nicolas ; Singh, Sumeetpal S..
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34. Generalized Method of Moments with Latent Variables. (2013). Ragusa, Giuseppe ; Giacomini, Raffaella ; Gallant, A..
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35. Likelihood inference in non-linear term structure models: the importance of the lower bound. (2013). Meldrum, Andrew ; Andreasen, Martin .
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36. On idiosyncratic stochasticity of financial leverage effects. (2013). Carles Bret'o, .
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37. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2013). Nonejad, Nima.
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38. Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions. (2012). Shen, Yuan ; Opper, Manfred ; Cornford, Dan ; Archambeau, Cedric .
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39. Consumption dynamics in general equilibrium. (2012). Hall, Jamie.
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40. Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods. (2012). Strachan, Rodney.
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41. Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf.
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42. On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. (2012). Kohn, Robert ; Giordani, Paolo ; Silva, Ralph dos Santos, ; Pitt, Michael K..
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43. Direct fitting of dynamic models using integrated nested Laplace approximations — INLA. (2012). Ruiz-Crdenas, Ramiro ; Rue, Hvard ; Krainski, Elias T..
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44. Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. (2012). Gallant, A. ; Hong, Han ; Khwaja, Ahmed.
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45. The Empirical Implications of the Interest-Rate Lower Bound. (2012). Smith, Matthew ; Lopez-Salido, David ; Gust, Christopher.
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46. Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Ionides, Edward L. ; Breto, Carles.
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47. Non-linear DSGE models and the optimized central difference particle filter. (2011). Andreasen, Martin.
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48. state-observation sampling and the econometrics of learning models. (2011). Calvet, Laurent ; Czellar, Veronika.
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49. A general science-based framework for dynamical spatio-temporal models. (2010). Hooten, Mevin ; Wikle, Christopher.
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