Access Statistics for Jim Edward Griffin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Nonparametric Estimation of Ex-post Variance 0 0 0 43 2 2 15 52
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 1 5 1,082 1 3 19 2,547
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 1 1 1 47 3 8 52 252
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 2 4 419 0 2 7 784
Total Working Papers 1 4 10 1,591 6 15 93 3,635


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian semiparametric model for volatility with a leverage effect 0 0 1 8 1 1 5 29
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 19 0 0 0 59
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 16 0 0 7 65
Bayesian nonparametric vector autoregressive models 0 1 6 16 0 5 26 66
Bayesian stochastic frontier analysis using WinBUGS 1 1 1 205 1 2 6 604
Comparing distributions by using dependent normalized random-measure mixtures 0 0 0 1 0 1 2 15
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 2 4 11
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 2 55 1 1 11 171
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 2 6 0 0 6 16
Flexible Modeling of Dependence in Volatility Processes 0 0 0 3 0 0 1 21
Flexible mixture modelling of stochastic frontiers 0 0 0 71 0 0 4 145
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 0 1 53
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 0 93 0 0 2 296
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 8 0 0 2 60
On efficient Bayesian inference for models with stochastic volatility 0 0 1 5 0 0 4 16
Order-Based Dependent Dirichlet Processes 0 0 0 117 0 0 3 244
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 0 1 97 0 3 13 245
Semiparametric Bayesian inference for stochastic frontier models 0 1 3 103 0 1 11 276
Stick-breaking autoregressive processes 0 0 3 30 2 2 11 151
Structuring shrinkage: some correlated priors for regression 0 0 0 7 0 0 1 33
Time-varying sparsity in dynamic regression models 2 2 8 38 2 2 15 123
Total Journal Articles 3 5 28 907 7 20 135 2,699


Statistics updated 2020-09-04