Details about Andriy Norets

Access statistics for papers by Andriy Norets.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pno189

Working Papers

2023

1. Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
   Papers, arXiv.org
   Also in Working Papers, Business School - Economics, University of Glasgow (2022)

2018

2. Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity
   Papers, arXiv.org
   Also in Economics Series, Institute for Advanced Studies (2018)

2013

3. Semi-Parametric Inference in Dynamic Binary Choice Models
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (11)
   See also Journal Article Semiparametric Inference in Dynamic Binary Choice Models, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (54) (2014)

2012

4. Semiparametric Inference in Dynamic Binary Choice Models, Second Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (28)

2011

5. Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
   Economics Series, Institute for Advanced Studies View citations (4)
   See also Journal Article POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES, Econometric Theory, Cambridge University Press (2014) View citations (8) (2014)

2009

6. Heterogeneity in income processes
   2009 Meeting Papers, Society for Economic Dynamics View citations (1)

Journal Articles

2021

1. OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS
   Econometric Theory, 2021, 37, (1), 49-81 View citations (3)

2017

2. ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
   Econometric Theory, 2017, 33, (4), 980-1012 View citations (9)

2016

3. Coverage Inducing Priors in Nonstandard Inference Problems
   Journal of the American Statistical Association, 2016, 111, (515), 1233-1241 View citations (1)
4. Credibility of Confidence Sets in Nonstandard Econometric Problems
   Econometrica, 2016, 84, 2183-2213 View citations (15)

2015

5. Bayesian regression with nonparametric heteroskedasticity
   Journal of Econometrics, 2015, 185, (2), 409-419 View citations (17)

2014

6. POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
   Econometric Theory, 2014, 30, (3), 606-646 View citations (8)
   See also Working Paper Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures, Economics Series (2011) View citations (4) (2011)
7. Semiparametric Inference in Dynamic Binary Choice Models
   The Review of Economic Studies, 2014, 81, (3), 1229-1262 View citations (54)
   See also Working Paper Semi-Parametric Inference in Dynamic Binary Choice Models, PIER Working Paper Archive (2013) View citations (11) (2013)

2013

8. On the surjectivity of the mapping between utilities and choice probabilities
   Quantitative Economics, 2013, 4, (1), 149-155 View citations (27)

2012

9. Bayesian modeling of joint and conditional distributions
   Journal of Econometrics, 2012, 168, (2), 332-346 View citations (16)
10. Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations
    Econometric Reviews, 2012, 31, (1), 84-106 View citations (17)

2010

11. Continuity and differentiability of expected value functions in dynamic discrete choice models
    Quantitative Economics, 2010, 1, (2), 305-322 View citations (18)

2009

12. Inference in Dynamic Discrete Choice Models With Serially orrelated Unobserved State Variables
    Econometrica, 2009, 77, (5), 1665-1682 View citations (66)