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Jim Edward Griffin

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Personal Details

First Name: Jim
Middle Name: Edward
Last Name: Griffin
Suffix:

RePEc Short-ID: pgr328

Email: [This author has chosen not to make the email address public]
Homepage: http://www.kent.ac.uk/ims/personal/jeg28/index.htm
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Affiliation

University of Kent
Homepage: http://www.kent.ac.uk/ims/
Location: Canterbury

Works

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Working papers

  1. Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
  2. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, EconWPA 0509004, EconWPA.
  3. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics, EconWPA 0209001, EconWPA, revised 18 Sep 2002.

Articles

  1. Delatola, E.-I. & Griffin, J.E., 2013. "A Bayesian semiparametric model for volatility with a leverage effect," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 60(C), pages 97-110.
  2. J. E. Griffin & P. J. Brown, 2012. "Structuring shrinkage: some correlated priors for regression," Biometrika, Biometrika Trust, Biometrika Trust, vol. 99(2), pages 481-487.
  3. J. Griffin, 2011. "Bayesian clustering of distributions in stochastic frontier analysis," Journal of Productivity Analysis, Springer, Springer, vol. 36(3), pages 275-283, December.
  4. Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J., 2011. "Modeling overdispersion with the normalized tempered stable distribution," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 55(7), pages 2288-2301, July.
  5. Griffin, Jim E. & Oomen, Roel C.A., 2011. "Covariance measurement in the presence of non-synchronous trading and market microstructure noise," Journal of Econometrics, Elsevier, Elsevier, vol. 160(1), pages 58-68, January.
  6. Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 383-396, June.
  7. J. E. Griffin, 2011. "Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods," Journal of Financial Econometrics, Society for Financial Econometrics, Society for Financial Econometrics, vol. 9(3), pages 519-549, Summer.
  8. Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(11), pages 2594-2608, November.
  9. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, Springer, vol. 29(1), pages 33-50, February.
  10. Jim Griffin & Roel Oomen, 2008. "Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 27(1-3), pages 230-253.
  11. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, Springer, vol. 27(3), pages 163-176, June.
  12. Griffin, J.E. & Steel, M.F.J., 2006. "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, Elsevier, vol. 134(2), pages 605-644, October.
  13. Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
  14. Griffin, J. E. & Steel, M. F. J., 2004. "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, Elsevier, vol. 123(1), pages 121-152, November.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2002-09-28 2005-11-09 2008-10-21. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2008-10-21. Author is listed
  3. NEP-ORE: Operations Research (1) 2008-10-21. Author is listed

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