Roberto Casarin
Economics and Econometrics · 2013–2019
A researcher in the Science corpus: 3 papers; trusts 34 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 32 citations into it
- Finance — 31 citations into it
- Statistics and Probability — 23 citations into it
- Artificial Intelligence — 20 citations into it
- Statistical and Nonlinear Physics — 10 citations into it
- Management Science and Operations Research — 8 citations into it
- Probabilistic & Bayesian Methods — 5 citations into it
Whom Roberto Casarin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tilmann Gneiting
- Sylvia Frühwirth-Schnatter
- A. P. Dawid
- Stephen G. Walker
- Roopesh Ranjan
- Matt Taddy
- Jennifer A. Hoeting
- Adrian E. Raftery
- Hemant Ishwaran
- Béla Bollobás
Who trusts Roberto Casarin overall
Papers from Roberto Casarin's perspective
Ordered by how strongly the researchers Roberto Casarin trusts endorse each paper. Same corpus, a different order for every researcher.
- Bayesian Density Estimation and Inference Using Mixtures
- Bayes factors
- Generalized autoregressive conditional heteroskedasticity
- Present position and potential developments: some personal views
- Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems
- Estimating the Dimension of a Model
- Probabilistic forecasts, calibration and sharpness
- Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
- Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors
- Combining probability forecasts
Their papers
- Modeling systemic risk with Markov Switching Graphical SUR models (2019) — 69 citations
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (2015) — 59 citations
- Markov switching GARCH models for Bayesian hedging on energy futures markets (2013) — 60 citations