Ivan Jeliazkov : Citation Profile

Are you Ivan Jeliazkov?

University of California-Irvine

6

H index

3

i10 index

381

Citations

RESEARCH PRODUCTION:

9

Articles

1

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 21
   Journals where Ivan Jeliazkov has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 3 (0.78 %)

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   Permalink: http://citec.repec.org/pje120
   Updated: 2024-12-03    RAS profile: 2020-08-28    
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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 Ivan Jeliazkov.

Is cited by:

Omori, Yasuhiro (29)

Nakajima, Jouchi (18)

Chan, Joshua (18)

Woitek, Ulrich (8)

Dufays, Arnaud (7)

Rahman, Mohammad Arshad (7)

Malley, Jim (7)

mumtaz, haroon (7)

Kunihama, Tsuyoshi (7)

Owyang, Michael (6)

Bauwens, Luc (6)

Cites to:

Li, Beibei (2)

Wildenbeest, Matthijs (2)

wernerfelt, birger (2)

Danaher, Peter (1)

Villas-Boas, J. Miguel (1)

Smith, Michael (1)

De los Santos, Babur (1)

hajivassiliou, vassilis (1)

Moraga-Gonzalez, Jose (1)

Kohn, Robert (1)

Koulayev, Sergei (1)

Main data

Where Ivan Jeliazkov has published?

Journals with more than one article published# docs
Journal of the American Statistical Association2

Recent works citing Ivan Jeliazkov (2024 and 2023)

YearTitle of citing document
2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Flexible Bayesian Quantile Analysis of Residential Rental Rates. (2023). Vossmeyer, Angela ; Rahman, Mohammad Arshad ; Karnawat, Shubham ; Jeliazkov, Ivan. In: Papers. RePEc:arx:papers:2305.13687.

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2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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2023A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

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2023Dynamics of public opinion and policy response under proportional and plurality elections. (2023). Bartle, John ; Dellepianeavellaneda, Sebastian ; McGann, Anthony J. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:1:p:333-355.

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2023Bayesian criterion?based variable selection. (2021). Ghosh, Santu ; Basu, Sanjib ; Maity, Arnab Kumar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:835-857.

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2023Bayesian solution to the monotone likelihood in the standard mixture cure model. (2023). Colosimo, Enrico A ; Mayrink, Vinicius D ; Almeida, Frederico M. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:3:p:365-390.

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2023Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Arellano, Miguel Ataurima ; Cisneros, Rodrigo Salcedo ; Calero, Roberto ; Castillo, Paul ; Rodriguez, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2023High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Integrated likelihood inference in multinomial distributions. (2023). Severini, Thomas A. In: METRON. RePEc:spr:metron:v:81:y:2023:i:2:d:10.1007_s40300-022-00236-x.

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2023The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin. (2023). POLEMIS, MICHAEL ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1602-1621.

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2023Bayesian optimization of hyperparameters from noisy marginal likelihood estimates. (2023). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:577-595.

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2023Forecasting with a panel Tobit model. (2023). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:117-159.

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Ivan Jeliazkov is editor of

Journal
Advances in Econometrics

Works by Ivan Jeliazkov:

YearTitleTypeCited
2006Inference in Semiparametric Dynamic Models for Binary Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article22
2001Marginal Likelihood From the Metropolis-Hastings Output In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article310
2005Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation In: Statistica Neerlandica.
[Full Text][Citation analysis]		article16
2004The Uncovered Set and the Limits of Legislative Action In: Political Analysis.
[Full Text][Citation analysis]		article9
2010A model-based ranking of U.S. recessions In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2017Evaluation Set Size and Purchase: Evidence from a Product Search Engine In: Journal of Interactive Marketing.
[Full Text][Citation analysis]		article6
2004Comment on The macroeconomic consequences of terrorism In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2019An Interview with Dale Poirier In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2013Information Processing Pattern and Propensity to Buy: An Investigation of Online Point-of-Purchase Behavior In: Marketing Science.
[Full Text][Citation analysis]		article6
2007Dynamic and Structural Features of Intifada Violence: A Markov Process Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018The impact of estimation uncertainty on covariate effects in nonlinear models In: Statistical Papers.
[Full Text][Citation analysis]		article5

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