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Details about Andriy Norets

Homepage:https://anorets.github.io
Workplace:Economics Department, Brown University, (more information at EDIRC)

Access statistics for papers by Andriy Norets.

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

Short-id: pno189


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Working Papers

2023

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

2018

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

2013

  1. Semi-Parametric Inference in Dynamic Binary Choice Models
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads 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) Downloads View citations (54) (2014)

2012

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

2011

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

2009

  1. Heterogeneity in income processes
    2009 Meeting Papers, Society for Economic Dynamics Downloads 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 Downloads View citations (3)

2017

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

2016

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

2015

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

2014

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

2013

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

2012

  1. Bayesian modeling of joint and conditional distributions
    Journal of Econometrics, 2012, 168, (2), 332-346 Downloads View citations (16)
  2. Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations
    Econometric Reviews, 2012, 31, (1), 84-106 Downloads View citations (15)

2010

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

2009

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