Jim Edward Griffin : Citation Profile


Are you Jim Edward Griffin?

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414

Citations

RESEARCH PRODUCTION:

21

Articles

4

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 25
   Journals where Jim Edward Griffin has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 12 (2.82 %)

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   Permalink: http://citec.repec.org/pgr328
   Updated: 2022-01-23    RAS profile: 2019-04-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jim Edward Griffin.

Is cited by:

Galan, Jorge (32)

Casarin, Roberto (21)

Maheu, John (20)

Veiga, Helena (17)

Sarmiento, Miguel (14)

Rossini, Luca (13)

Jensen, Mark (12)

Hajargasht, Gholamreza (11)

Billio, Monica (9)

Hansen, Peter (8)

Korobilis, Dimitris (7)

Cites to:

Steel, Mark (25)

Shephard, Neil (23)

Koop, Gary (20)

Bollerslev, Tim (16)

Lunde, Asger (10)

Hansen, Peter (9)

Barndorff-Nielsen, Ole (9)

Rossi, Peter (9)

Osiewalski, Jacek (9)

Andersen, Torben (8)

Diebold, Francis (8)

Main data


Where Jim Edward Griffin has published?


Journals with more than one article published# docs
Journal of Econometrics6
Journal of Productivity Analysis3
Computational Statistics & Data Analysis3
Journal of the Royal Statistical Society Series B2

Working Papers Series with more than one paper published# docs
Econometrics / University Library of Munich, Germany2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jim Edward Griffin (2021 and 2020)


YearTitle of citing document
2020Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging. (2020). Mazur, Bla Zej ; Makiela, Kamil. In: Papers. RePEc:arx:papers:2003.07150.

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2020High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485.

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2021Using the Epps effect to detect discrete data generating processes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Papers. RePEc:arx:papers:2005.10568.

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2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2021The Epps effect under alternative sampling schemes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Papers. RePEc:arx:papers:2011.11281.

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2021Persistent and Transient Inefficiency of Australian States and Territories in Providing Public Hospital Services: An Application of Bayesian Stochastic Finite Mixture Frontier Analysis. (2021). Kimpton, Sean ; Temoso, Omphile ; Andrews, Antony. In: Working Papers. RePEc:aut:wpaper:202102.

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2021A Bayesian non-parametric stochastic frontier model. (2021). Josiassen, Alexander ; Kock, Florian ; Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s0160738320302607.

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2020On the inferential implications of decreasing weight structures in mixture models. (2020). Prunster, Igor ; Mena, Ramses H ; Martinez, Asael Fabian ; De Blasi, Pierpaolo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:147:y:2020:i:c:s0167947320300311.

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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2020Dependent microstructure noise and integrated volatility estimation from high-frequency data. (2020). Laeven, Roger ; Vellekoop, Michel H ; Li, Merrick Z. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:536-558.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2021Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34.

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2021Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo. (2021). Clements, Adam ; Drovandi, Christopher ; Li, Dan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:22-46.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2020Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method. (2020). Morita, Hiroshi ; Chen, Xun C ; Johnson, Andrew L ; Preciado, Jose Luis. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:699-711.

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2021A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency. (2021). Skevas, Ioannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:3:p:1131-1142.

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2020The economic value of VIX ETPs. (2020). Christiansen, Charlotte ; Posselt, Anders M ; Christensen, Kim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:121-138.

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2021Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345.

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2021Does innovative capability enhance the energy efficiency of Indian Iron and Steel firms? A Bayesian stochastic frontier analysis. (2021). Mishra, Prajna Paramita ; Haider, Salman. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000335.

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2020A Bayesian nonparametric model and its application in insurance loss prediction. (2020). Meng, Shengwang ; Huang, Yifan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:84-94.

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2021Compound vectors of subordinators and their associated positive Lévy copulas. (2021). Leisen, Fabrizio ; Riva-Palacio, Alan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:183:y:2021:i:c:s0047259x21000063.

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2021Using measures of efficiency for regionally-targeted smallholder policy intervention: The case of Pakistan’s horticulture sector. (2021). Ahmad, Shabbir ; Steen, John ; Shankar, Sriram ; Burki, Abid Aman ; Verreynne, Martie-Louise. In: Land Use Policy. RePEc:eee:lauspo:v:101:y:2021:i:c:s0264837720325175.

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2021The Epps effect under alternative sampling schemes. (2021). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006026.

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2020Socio-institutional determinants of educational resource efficiency according to the capability approach: An endogenous stochastic frontier analysis. (2020). Guarini, Giulio ; Garofalo, Giuseppe ; Laureti, Tiziana. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119305695.

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2020A Bayesian framework for estimating human capabilities. (2020). Follett, Lendie ; Henderson, Heath. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x19305212.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

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2020Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis. (2020). Makieła, Kamil ; Mazur, Baej ; Makiea, Kamil. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:13-:d:347990.

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2021Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach. (2021). Yang, Qiao ; Liu, Jia ; Jin, Xin. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:45-:d:695927.

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2021Impact of Economic Freedom on Corruption Revisited in ASEAN Countries: A Bayesian Hierarchical Mixed-Effects Analysis. (2021). Ngoc, Bui ; Thach, Nguyen Ngoc. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:3-:d:474834.

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2021.

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2021The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2021). Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike G ; Murphy, Anthony. In: Working Papers. RePEc:liv:livedp:202109.

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2020Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:100164.

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2021Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2021). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:162.

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2020Statistical Modeling of Women Employment Status at Harari Region Urban Districts: Bayesian Approach. (2020). Abebe, Alebachew ; Kiros, Habtamu. In: Annals of Data Science. RePEc:spr:aodasc:v:7:y:2020:i:1:d:10.1007_s40745-019-00215-6.

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2020A scalable Bayesian nonparametric model for large spatio-temporal data. (2020). Rivaz, Firoozeh ; Barzegar, Zahra. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00905-y.

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2020The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables. (2020). Cho, Cheol-Keun ; Schmidt, Peter. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1573-x.

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2020Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks. (2020). Tran, Kien ; mamatzakis, emmanuel ; Tsionas, Mike G. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01618-9.

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2021Price response functions and spread impact in correlated financial markets. (2021). Guhr, Thomas ; Krause, Sebastian M ; Henao-Londono, Juan C. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:94:y:2021:i:4:d:10.1140_epjb_s10051-021-00077-z.

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Works by Jim Edward Griffin:


YearTitleTypeCited
2006Order-Based Dependent Dirichlet Processes In: Journal of the American Statistical Association.
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article50
2013Comparing distributions by using dependent normalized random-measure mixtures In: Journal of the Royal Statistical Society Series B.
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article8
2017Compound random measures and their use in Bayesian non-parametrics In: Journal of the Royal Statistical Society Series B.
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article4
2010Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes In: Computational Statistics & Data Analysis.
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article6
2008Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2011Modeling overdispersion with the normalized tempered stable distribution In: Computational Statistics & Data Analysis.
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article3
2013A Bayesian semiparametric model for volatility with a leverage effect In: Computational Statistics & Data Analysis.
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article12
2004Semiparametric Bayesian inference for stochastic frontier models In: Journal of Econometrics.
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article51
2002Semiparametric Bayesian Inference for Stochastic Frontier Models.(2002) In: Econometrics.
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This paper has another version. Agregated cites: 51
paper
2006Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility In: Journal of Econometrics.
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article26
2011Covariance measurement in the presence of non-synchronous trading and market microstructure noise In: Journal of Econometrics.
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article57
2011Stick-breaking autoregressive processes In: Journal of Econometrics.
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article25
2014Time-varying sparsity in dynamic regression models In: Journal of Econometrics.
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article21
2018Bayesian nonparametric vector autoregressive models In: Journal of Econometrics.
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article7
2017On efficient Bayesian inference for models with stochastic volatility In: Econometrics and Statistics.
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article0
2007Bayesian stochastic frontier analysis using WinBUGS In: Journal of Productivity Analysis.
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article82
2005Bayesian Stochastic Frontier Analysis Using WinBUGS.(2005) In: Econometrics.
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This paper has another version. Agregated cites: 82
paper
2008Flexible mixture modelling of stochastic frontiers In: Journal of Productivity Analysis.
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article15
2011Bayesian clustering of distributions in stochastic frontier analysis In: Journal of Productivity Analysis.
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article0
2012Structuring shrinkage: some correlated priors for regression In: Biometrika.
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article1
2011Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods In: Journal of Financial Econometrics.
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article7
2016Bayesian Nonparametric Estimation of Ex-post Variance In: MPRA Paper.
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paper1
2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics In: Statistical Methods & Applications.
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article0
2008Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? In: Econometric Reviews.
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article36
2015Flexible Modeling of Dependence in Volatility Processes In: Journal of Business & Economic Statistics.
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article2

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