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Justinas Pelenis

Personal Details

First Name:Justinas
Middle Name:
Last Name:Pelenis
Suffix:
RePEc Short-ID:ppe611
[This author has chosen not to make the email address public]
http://elaine.ihs.ac.at/~pelenis/

Affiliation

Institut für Höhere Studien (IHS)

Wien, Austria
http://www.ihs.ac.at/

: ++43 - (0)1 - 599 91 - 0
++43 - (0)1 - 599 91 - 555
Josefstädter Straße 39, 1080 Wien
RePEc:edi:deihsat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
  2. Norets, Andriy & Pelenis, Justinas, 2011. "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series 282, Institute for Advanced Studies.

Articles

  1. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
  2. Norets, Andriy & Pelenis, Justinas, 2014. "Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures," Econometric Theory, Cambridge University Press, vol. 30(03), pages 606-646, June.
  3. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.

    Cited by:

    1. Debdeep Pati & David Dunson, 2014. "Bayesian nonparametric regression with varying residual density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 1-31, February.

  2. Norets, Andriy & Pelenis, Justinas, 2011. "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series 282, Institute for Advanced Studies.

    Cited by:

    1. Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
    2. A. R. Linero, 2017. "Bayesian nonparametric analysis of longitudinal studies in the presence of informative missingness," Biometrika, Biometrika Trust, vol. 104(2), pages 327-341.
    3. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
    4. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    5. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    6. Taisuke Nakata & Christopher Tonetti, 2015. "Small sample properties of Bayesian estimators of labor income processes," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 121-148, May.
    7. Villani, Mattias & Kohn, Robert & Nott, David J., 2012. "Generalized smooth finite mixtures," Journal of Econometrics, Elsevier, vol. 171(2), pages 121-133.
    8. Debdeep Pati & David Dunson, 2014. "Bayesian nonparametric regression with varying residual density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 1-31, February.

Articles

  1. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.

    Cited by:

    1. Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org.
    2. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    3. Abhra Sarkar & Bani K. Mallick & Raymond J. Carroll, 2014. "Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors," Biometrics, The International Biometric Society, vol. 70(4), pages 823-834, December.
    4. Zhao, Yanyun, 2015. "Bayesian Linear Regression with Conditional Heteroskedasticity," DES - Working Papers. Statistics and Econometrics. WS ws1504, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Mukhoti, Sujay & Guhathakurta, Kousik, 2015. "Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model," MPRA Paper 62517, University Library of Munich, Germany.

  2. Norets, Andriy & Pelenis, Justinas, 2014. "Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures," Econometric Theory, Cambridge University Press, vol. 30(03), pages 606-646, June.
    See citations under working paper version above.
  3. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.

    Cited by:

    1. Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org.
    2. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
    3. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
    4. Sam Schulhofer-Wohl & Andriy Norets, 2009. "Heterogeneity in income processes," 2009 Meeting Papers 999, Society for Economic Dynamics.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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  1. Lithuanian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2012-01-03. Author is listed
  2. NEP-ORE: Operations Research (1) 2012-05-02. Author is listed

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