Details about Martin Burda

Access statistics for papers by Martin Burda.

Last updated 2016-10-24. Update your information in the RePEc Author Service.

Short-id: pbu134

Working Papers

2013

1. Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
   Working Papers, University of Toronto, Department of Economics View citations (1)
   Also in Working Papers, Concordia University, Department of Economics (2012) View citations (1)
   See also Journal Article Copula based factorization in Bayesian multivariate infinite mixture models, Journal of Multivariate Analysis, Elsevier (2014) View citations (3) (2014)

2012

2. Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   See also Journal Article Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) View citations (5) (2013)

2011

3. Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
   Working Papers, University of Toronto, Department of Economics

2008

4. A Bayesian mixed logit-probit model for multinomial choice
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (75)
   See also Journal Article A Bayesian mixed logit-probit model for multinomial choice, Journal of Econometrics, Elsevier (2008) View citations (65) (2008)
5. Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
   Working Papers, University of Toronto, Department of Economics View citations (1)

Journal Articles

2015

1. A Bayesian Semiparametric Competing Risk Model with Unobserved Heterogeneity
   Journal of Applied Econometrics, 2015, 30, (3), 353-376 View citations (7)
2. Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting
   Journal of Time Series Econometrics, 2015, 7, (1), 95-113 View citations (6)

2014

3. Copula based factorization in Bayesian multivariate infinite mixture models
   Journal of Multivariate Analysis, 2014, 127, (C), 200-213 View citations (3)
   See also Working Paper Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models, Working Papers (2013) View citations (1) (2013)
4. Environmental Justice: Evidence from Superfund cleanup durations
   Journal of Economic Behavior & Organization, 2014, 107, (PA), 380-401 View citations (8)

2013

5. Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (4), 345-372 View citations (5)
   See also Working Paper Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models, Working Paper series (2012) View citations (1) (2012)
6. PANEL PROBIT WITH FLEXIBLE CORRELATED EFFECTS: QUANTIFYING TECHNOLOGY SPILLOVERS IN THE PRESENCE OF LATENT HETEROGENEITY
   Journal of Applied Econometrics, 2013, 28, (6), 956-981 View citations (10)

2012

7. A Poisson mixture model of discrete choice
   Journal of Econometrics, 2012, 166, (2), 184-203 View citations (13)

2008

8. A Bayesian mixed logit-probit model for multinomial choice
   Journal of Econometrics, 2008, 147, (2), 232-246 View citations (65)
   See also Working Paper A Bayesian mixed logit-probit model for multinomial choice, CeMMAP working papers (2008) View citations (75) (2008)