On the multiplicative inequality Journal of Mathematical Psychology, 2024, 122, 102867. (with Tony Marley)
An illustrated guide to context effects Journal of Mathematical Psychology, 2023, 115, 102790. (with Clint Davis-Stober, A. A. J. Marley and Brandon Turner)
Multivariate stochastic volatility using the HESSIAN method Econometrics and Statistics, 2021, 17, 76-94. (with Shirley Miller and Denis Pelletier)
Testing the random
utility hypothesis directly Economic Journal, 2020,
130, 183-207.
(with Clintin Davis-Stober, A. A. J. Marley, Sanghyuk Park and Nicholas
Brown)
The HESSIAN method for models with
leverage-like effects Journal of Financial Econometrics,
2015, 13, 722-755.
(with Gbowan B. Djegnéné)
Bayesian inference and model
comparison for random choice structures Journal of Mathematical
Psychology, 2014, 62-6, 33-46.
(with A.A.J. Marley)
Prior Distributions for Random
Choice Structures Journal of Mathematical Psychology, 2013,
57, 78-93.
(with A.A.J. Marley)
The HESSIAN Method (Highly Efficient State Smoothing, In A Nutshell) Journal of Econometrics, 2012, 168, 189-206.
Simulation smoothing for
state-space models: A computational efficiency analysis
Computational Statistics and Data Analysis, 2011,
55, 199-212.
(with Shirley Miller and Denis Pelletier)
Random Consumer Demand Economica, 2009, 76, 89-107.
On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature Restrictions Journal of Econometrics, 2008, 142, 484-507.
Time Reversibility of Stationary Regular Finite State Markov Chains Journal of Econometrics, 2007, 136, 303-318.
Using the BACC Software for Bayesian Inference Computational Economics, 2004, 23, 201-218.
Bayesian Specification Analysis in Econometrics American Journal of Agricultural Economics, 2001, 83, 1181-1186. (with John Geweke)
Joint sampling of states and parameters in state space models (with Samuel Gingras)
Dynamic factor models with stochastic volatility
A flexible stochastic conditional duration model (with Samuel Gingras)
On the unconditional distribution of time-varying parameters
A population choice experiment for testing axioms of stochastic discrete choice, submitted to Judgment and Decision Making. (with Tony Marley and Clint Davis-Stober)
A new experiment for population choice probabilities (with Charlie Gerringer, YouGov)
RanCh: A package for abstract discrete Random Choice analysis
Economic Modeling and Inference, by Bent Jesper Christensen and Nicholas M. Kiefer International Review of Economics and Finance, 2010, 19, 793-794. (book review)
Discussion on the Paper by Rue, Martino and Chopin Journal of the Royal Statistical Society: Series B, 2009, 71, 375-375.
Bayesian Inference on Time-Varying Proportions, in S. Chib, W.
Griffiths, G. Koop and D. Terrell (eds.), Advances in Econometrics,
Volume 23: Bayesian Econometric Methods. Bingley, UK: Emerald
Books, 2008, 525-544.
(with Brahim Lgui)
Using Simulation Methods for Bayesian Econometric Models in David E. A. Giles (ed.), Computer-Aided Econometrics. New York: Marcel Dekker, 2003, 209-261. (with John Geweke and John J. Stevens)
Embedding Bayesian Tools in Mathematical Software Proceedings of the International Society for Bayesian Analysis (ISBA), 2000, 165-173. (with John Geweke)
The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior (with Jim Engle-Warnick and John Miller)