Details about Justinas Pelenis

Access statistics for papers by Justinas Pelenis.

Last updated 2014-06-21. Update your information in the RePEc Author Service.

Short-id: ppe611

Working Papers

2018

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

2012

2. Bayesian Semiparametric Regression
   Economics Series, Institute for Advanced Studies View citations (2)

2011

3. 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)

Journal Articles

2022

1. Adaptive Bayesian Estimation of Discrete‐Continuous Distributions Under Smoothness and Sparsity
   Econometrica, 2022, 90, (3), 1355-1377 View citations (1)
2. Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
   Journal of Econometrics, 2022, 230, (1), 62-82

2014

3. Bayesian regression with heteroscedastic error density and parametric mean function
   Journal of Econometrics, 2014, 178, (P3), 624-638 View citations (11)
4. 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)

2012

5. Bayesian modeling of joint and conditional distributions
   Journal of Econometrics, 2012, 168, (2), 332-346 View citations (16)