Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity. WP
with G. Potjagailo Bank of England Staff WP Series,2023, revise and resubmit at Journal of Business and Economic Statistics.
Working papers
Bayesian order identification of ARMA models with projection predictive inference. WP
with Y. McLatchie, A. Matamoros, A. Vehtari arXiv:2208.14824,2022, submitted.
Decoupling shrinkage and selection for the Bayesian quantile regression. WP
with T. Szendrei arXiv:2107.08498, 2021, submitted.