Jim Edward Griffin : Citation Profile

Are you Jim Edward Griffin?

11

H index

11

i10 index

494

Citations

RESEARCH PRODUCTION:

21

Articles

4

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 30
   Journals where Jim Edward Griffin has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 12 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr328
   Updated: 2024-01-16    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)

Maheu, John (30)

Huber, Florian (23)

Casarin, Roberto (22)

Veiga, Helena (17)

Sarmiento, Miguel (14)

Rossini, Luca (13)

Koop, Gary (13)

Jensen, Mark (12)

Hajargasht, Gholamreza (11)

Korobilis, Dimitris (10)

Cites to:

Steel, Mark (31)

Koop, Gary (30)

Shephard, Neil (27)

Bollerslev, Tim (16)

Lunde, Asger (11)

Osiewalski, Jacek (11)

Andersen, Torben (10)

Hansen, Peter (10)

Rossi, Peter (9)

Diebold, Francis (8)

Maheu, John (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 (2024 and 2023)

YearTitle of citing document
2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023.

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2023Online learning for the Dirichlet process mixture model via weakly conjugate approximation. (2023). Kim, Yongdai ; Chae, Minwoo ; Jeong, Kuhwan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002067.

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2023Bayesian nonparametric hypothesis testing for longitudinal data analysis. (2023). Mena, Ramses H ; Taylor-Rodriguez, Daniel ; Gutierrez, Luis ; Pereira, Luz Adriana. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002092.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Service quality performance indicators for electricity distribution in Brazil. (2023). Medrano, Luis Alberto ; Max, Marlon ; Pereira, Amaro Olimpio ; Cardoso, Mario Jorge ; Moreira, Jose Francisco. In: Utilities Policy. RePEc:eee:juipol:v:80:y:2023:i:c:s095717872200145x.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis. (2023). Bezbradica, Marija ; Crane, Martin ; Lindberg, David ; Kim, Minkun. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:4:p:24-:d:1258711.

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2023An assessment of financial mechanisms for green financial recovery and climate change mitigation: the case of China. (2023). Liu, Puxin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09483-y.

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2023Role of banking sector in green economic growth: empirical evidence from South Asian economies. (2023). Li, Yinqiao. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09499-4.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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Works by Jim Edward Griffin:

YearTitleTypeCited
2006Order-Based Dependent Dirichlet Processes In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article54
2013Comparing distributions by using dependent normalized random-measure mixtures In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article8
2017Compound random measures and their use in Bayesian non-parametrics In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article4
2010Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2008Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011Modeling overdispersion with the normalized tempered stable distribution In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2013A Bayesian semiparametric model for volatility with a leverage effect In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article16
2004Semiparametric Bayesian inference for stochastic frontier models In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
2002Semiparametric Bayesian Inference for Stochastic Frontier Models.(2002) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2006Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2011Covariance measurement in the presence of non-synchronous trading and market microstructure noise In: Journal of Econometrics.
[Full Text][Citation analysis]		article69
2011Stick-breaking autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2014Time-varying sparsity in dynamic regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article38
2018Bayesian nonparametric vector autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2017On efficient Bayesian inference for models with stochastic volatility In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2007Bayesian stochastic frontier analysis using WinBUGS In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article89
2005Bayesian Stochastic Frontier Analysis Using WinBUGS.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2008Flexible mixture modelling of stochastic frontiers In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article18
2011Bayesian clustering of distributions in stochastic frontier analysis In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article0
2012Structuring shrinkage: some correlated priors for regression In: Biometrika.
[Full Text][Citation analysis]		article2
2011Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article8
2016Bayesian Nonparametric Estimation of Ex-post Variance In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2008Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? In: Econometric Reviews.
[Full Text][Citation analysis]		article41
2015Flexible Modeling of Dependence in Volatility Processes In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article6

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