Bayesian Inference in the Social Sciences, Ivan Jeliazkov and Xin-She Yang (Editors), John Wiley & Sons, Ltd., 2014.
Bayesian Inference in Economics, a Special Issue of the International Journal of Mathematical Modelling and Numerical Optimisation, Ivan Jeliazkov (Guest Editor), Vol 5, No. 1 & 2, 2014.
Advances in Econometrics: Bayesian Model Comparison, Volume 34, Ivan Jeliazkov and Dale J. Poirier (Editors), Emerald Publishing, 2014.
Advances in Econometrics: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling, Volumes 40A & 40B, Ivan Jeliazkov and Justin L. Tobias (Editors), Emerald Publishing, 2019.
Journal Articles & Book Chapters
“Marginal Likelihood from the Metropolis-Hastings Output,” with Siddhartha Chib, Journal of the American Statistical Association, 96, 270-281, 2001.
“Comment on ‘The Macroeconomic Consequences of Terrorism’,” with Michelle Garfinkel, Journal of Monetary Economics, 51, 1033-1037, 2004.
“The Uncovered Set and the Limits of Legislative Action,” with William T. Bianco and Itai Sened, Political Analysis, 12, 256-276, 2004.
“Accept-Reject Metropolis-Hastings Sampling and Marginal Likelihood Estimation,” with Siddhartha Chib, Statistica Neerlandica, 59, 30-44, 2005.
“Inference in Semiparametric Dynamic Models for Binary Longitudinal Data,” with Siddhartha Chib, Journal of the American Statistical Association, 101, 685-700, 2006.
“Dynamic and Structural Features of Intifada Violence: A Markov Process Approach,” with Dale J. Poirier, Bayesian Analysis, 3, 63-78, 2008.
“Fitting and Comparison of Models for Multivariate Ordinal Outcomes,’ with Jennifer Graves and Mark Kutzbach, in Advances in Econometrics: Bayesian Econometrics, 23, 115-156, 2008.
“Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection,” with Siddhartha Chib and Edward Greenberg, Journal of Computational and Graphical Statistics, 18, 321-348, 2009.
“MCMC Estimation of Restricted Covariance Matrices,” with Joshua C.C. Chan, Journal of Computational and Graphical Statistics, 18, 457-480, 2009.
“Lysogens and Free Viruses in Fresh, Brackish, and Marine Waters: A Bayesian Analysis,” with Samuel Choi and Sunny Jiang, FEMS Microbiology Ecology, 69, 243-254, 2009.
“Efficient Simulation and Integrated Likelihood Estimation in State Space Models,” with Joshua C.C. Chan, International Journal of Mathematical Modelling and Numerical Optimisation, 1, 101-120, 2009.
“MCMC Perspectives on Simulated Likelihood Estimation,” with Esther Lee, Advances in Econometrics: Maximum Simulated Likelihood, 26, 3-39, 2010.
“A Model-Based Ranking of U.S. Recessions,” with Rui Liu, Economics Bulletin, 30, 3, 2289-2296, 2010.
“Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics,” with Alicia Lloro, Computational Optimization, Methods and Algorithms, Xin-She Yang and Slawomir Koziel (Eds.), 85-100, 2011. Berlin: Springer-Verlag.
“Binary and Ordinal Data Analysis in Economics: Modeling and Estimation,” with Mohammad Arshad Rahman, Mathematical Modeling with Multidisciplinary Applications, Xin-She Yang (Editor), 123-150, 2012. New York: John Wiley & Sons, Ltd.
“Nonparametric Vector Autoregressions: Specification, Estimation, and Inference,” Advances in Econometrics, 32, 327-359, 2013.
“Information Processing Pattern and Propensity to Buy: An Investigation of Online Point-of-Purchase Behavior,” with Ofer Mintz and Imran S. Currim, Marketing Science, 32, 716-732, 2013.
“From the Great Depression to the Great Recession: A Ranking of U.S. Recessions,” with Rui Liu, in Bayesian Inference in the Social Sciences, Ivan Jeliazkov and Xin-She Yang (Eds.), 177-198, 2014. Hoboken, New Jersey: John Wiley & Sons.
“Evaluation Set Size and Purchase: Evidence from a Product Search Engine,” with Vidyanand Choudhary, Imran Currim, Sanjeev Dewan, Ofer Mintz, and John Turner, Journal of Interactive Marketing, 37, 16-31, 2017.
“The Impact of Estimation Uncertainty on Covariate Effects in Nonlinear Models,” with Angela Vossmeyer, Statistical Papers, 59, 1031-1042, 2018.
“An Interview with Dale Poirier, with Dale J. Poirier and Justin L. Tobias, Advances in Econometrics: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling, Vol. 40A, 1-16, 2019.
Miscellaneous
“Introduction,” with Juan Carlos Escanciano, Thomas B. Fomby, R. Carter Hill, and Eric Hillebrand, Advances in Econometrics: DSGE Models in Macroeconomics – Estimation, Evaluation, and New Developments, Volume 28, pp. ix-xii, 2012.
“Why Bayes?”, an introduction to the special issue on Bayesian Inference in Economics of the International Journal of Mathematical Modelling and Numerical Optimisation, Volume 5, No. 1-2, pp. 1-3, 2014.
Preface, with Xin-She Yang, Bayesian Inference in the Social Sciences, xiii-ix, 2014.
Preface, with Dale J. Poirier, Advances in Econometrics: Bayesian Model Comparison, Volume 34, pp. ix-xi, 2014.
Foreword to Part A, with Justin L. Tobias, Advances in Econometrics: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling, Volume 40A, pp. vii-x, 2019.
Foreword to Part B, with Justin L. Tobias, Advances in Econometrics: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling, Volume 40B, pp. vii-ix, 2019.
