"Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity,"
Justinas Pelenis, .
"Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models,"
Published and Forthcoming Papers
"Adaptive Bayesian Estimation of Conditional Densities,"
with Debdeep Pati, Econometric Theory, Volume 33, Issue 4 (August 2017), pp. 980-1012.
Bibliography style file (*.bst) for bibtex that implements Econometric Theory's reference style:
"Credibility of Confidence Sets in Nonstandard Econometric Problems,"
with Ulrich Mueller, Econometrica, Volume 84, Issue 6, November 2016, pp. 2183-2213.
"Coverage Inducing Priors in Nonstandard Inference Problems,"
with Ulrich Mueller,
Journal of the American Statistical Association, Volume 111, Issue 515, 2016, pp. 1233-1241.
"Bayesian Regression with Nonparametric Heteroskedasticity,"
The Journal of Econometrics, Volume 185, Issue 2, April 2015, pp. 409-419.
"Semiparametric Inference in Dynamic Binary Choice Models,"
with Xun Tang,
Review of Economic Studies, Volume 81, Issue 3, 2014, pp. 1229-1262.
An extension to dynamic multinomial
choice models is here:
"Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures,"
Econometric Theory, Volume 30, Issue 03, June 2014, pp 606-646,
to replication code for simulation exercises.
"On the Surjectivity of the Mapping between Utilities and
2013, Quantitative Economics, Volume 4, Issue 1, pages 149-155.
"Bayesian Modeling of Joint and Conditional Distributions,"
2012, Journal of Econometrics, Volume 168, Issue 2, pages 332-346,