Pelenis, Justinas
Article in Academic Journal
Pelenis, Justinas (2014) Bayesian regression with heteroscedastic error density and parametric mean function. Journal of Econometrics, 178, pp. 624-638. https://doi.org/10.1016/j.jeconom.2013.10.006
Norets, Andriy and Pelenis, Justinas (2014) Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures. Econometric Theory, 30 (03), pp. 606-646. https://doi.org/10.1017/S026646661300042X
Norets, Andriy and Pelenis, Justinas (2012) Bayesian Modeling of Joint and Conditional Distributions. Journal of Econometrics, 168 (2), pp. 332-346. https://doi.org/10.1016/j.jeconom.2012.02.001
IHS Series
Norets, Andriy and Pelenis, Justinas (July 2018) Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity. Former Series > Working Paper Series > IHS Economics Series 342, 34 p.
Pelenis, Justinas (April 2012) Bayesian Semiparametric Regression. Former Series > Working Paper Series > IHS Economics Series 285
Norets, Andriy and Pelenis, Justinas (December 2011) Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures. Former Series > Working Paper Series > IHS Economics Series 282