← All authors Sylvia Frühwirth-Schnatter Vienna University of Economics and Business (from arXiv:2301.06354, 2023) · ORCID · OpenAlex
60 papers in scope · 57 published · 8 on the econ.EM arXiv · 5,233 citations · h-index 27 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Gregor Kastner Darjus Hosszejni Peter Knaus Tomasz Woźniak Hedibert F. Lopes Fei Shang Annalisa Cadonna Florian Huber Luis Uzeda Helmut Lütkepohl Annika Camehl Daniel R. Kowal Giorgio Calzolari Christian Mücher Manabu Asai Benjamin Poignard Niko Hauzenberger Martin Feldkircher Gary Koop Roxana Halbleib Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (9 of 60)
published 2025 · Journal of Multivariate Analysis · 3 citations · first circulated 2022
Without pain – clustering categorical data using a Bayesian mixture of finite mixtures of latent class analysis models
published 2025 · Advances in Data Analysis and Classification · 2 citations · first circulated 2024
with Gertraud Malsiner-Walli, Bettina Grün
Dynamic Mixture of Finite Mixtures of Factor Analysers
published 2025 · Bayesian Analysis · 2 citations · first circulated 2023
with Margarita Grushanina
Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown (with Discussion)
published 2024 · Bayesian Analysis · 49 citations · first circulated 2018
Bayesian Reconciliation of Return Predictability
published 2023 · Studies in Nonlinear Dynamics and Econometrics · 1 citations · first circulated 2022
with Borys Koval, Leopold Sögner
working paper 2023 · arXiv · 1 citations
published 2023 · Econometrics · 13 citations
Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
published 2023 · Journal of the American Statistical Association · 16 citations · first circulated 2020
published 2023 · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 13 citations
working paper 2022 · arXiv · 2 citations · first circulated 2021
Factor-augmented Bayesian treatment effects models for panel outcomes
published 2022 · Econometrics and Statistics · 4 citations · first circulated 2021
with Helga Wagner, Liana Jacobi
Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis
published 2022 · Australian & New Zealand Journal of Statistics · 13 citations
with Jan Greve, Bettina Grün, Gertraud Malsiner-Walli
Generalized Mixtures of Finite Mixtures and Telescoping Sampling
published 2021 · Bayesian Analysis · 37 citations · first circulated 2020
with Gertraud Malsiner-Walli, Bettina Grün
How many data clusters are in the Galaxy data set?
published 2021 · Advances in Data Analysis and Classification · 9 citations
with Bettina Grün, Gertraud Malsiner-Walli
published 2021 · Journal of Statistical Software · 24 citations · first circulated 2019
published 2020 · Econometrics · 8 citations · first circulated 2019
Special issue on “Advances on model-based clustering and classification”
published 2019 · Advances in Data Analysis and Classification · 4 citations
with Salvatore Ingrassia, Agustín Mayo-Íscar
Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective
published 2018 · Journal of Econometrics · 7 citations
with Sylvia Kaufmann, Herman K. van Dijk
Achieving shrinkage in a time-varying parameter model framework
published 2018 · Journal of Econometrics · 159 citations · first circulated 2016
with Angela Bitto
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
published 2018 · Advances in Data Analysis and Classification · 72 citations · first circulated 2017
with Gertraud Malsiner-Walli
Identifying Mixtures of Mixtures Using Bayesian Estimation
published 2016 · Journal of Computational and Graphical Statistics · 64 citations
with Gertraud Malsiner-Walli, Bettina Grün
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
published 2016 · Journal of Econometrics · 18 citations · first circulated 2014
with Liana Jacobi, Helga Wagner
Mothers' Long-Run Career Patterns after First Birth
published 2015 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 13 citations
with Christoph Pamminger, Andrea Weber, Rudolf Winter-Ebmer
Recursive Residuals
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations
Model-based clustering based on sparse finite Gaussian mixtures
published 2014 · Statistics and Computing · 174 citations
with Gertraud Malsiner-Walli, Bettina Grün
Bayesian exploratory factor analysis
published 2014 · Journal of Econometrics · 146 citations
with Gabriella Conti, James J. Heckman, Rémi Piatek
Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models
published 2013 · Springer proceedings in mathematics & statistics · 8 citations
Special issue on Bayesian computing, methods and applications
published 2013 · Computational Statistics & Data Analysis
with Cathy W. S. Chen, David B. Dunson, Stephen G. Walker
published 2013 · Computational Statistics & Data Analysis · 301 citations
working paper 2012 · arXiv
A censored random coefficients model for the detection of zero willingness to pay
published 2011 · Quantitative Marketing and Economics · 7 citations
with Johannes Reichl
Panel data analysis: a survey on model-based clustering of time series
published 2011 · Advances in Data Analysis and Classification · 64 citations
Labor market entry and earnings dynamics: Bayesian inference using mixtures‐of‐experts Markov chain clustering
published 2011 · Journal of Applied Econometrics · 35 citations · first circulated 2010
with Christoph Pamminger, Andrea Weber, Rudolf Winter-Ebmer
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
published 2011 · Computational Statistics & Data Analysis · 4 citations
Model-based Clustering of Categorical Time Series with Multinomial Logit Classification
published 2010 · Bayesian Analysis · 57 citations
with Christoph Pamminger, Rudolf Winter-Ebmer, Andrea Weber, Theodore E. Simos, George Psihoyios, Ch. Tsitouras
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
published 2010 · Biostatistics · 211 citations
with Saumyadipta Pyne
Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models
published 2009 · Journal of Financial Econometrics · 37 citations
with Markus Hahn, Jörn Saß
Estimating models based on Markov jump processes given fragmented observation series
published 2009 · AStA Advances in Statistical Analysis · 8 citations
with Markus Hahn, Jörn Saß
Stochastic model specification search for Gaussian and partial non-Gaussian state space models
published 2009 · Journal of Econometrics · 229 citations
with Helga Wagner
Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data
published 2008 · Statistics and Computing · 90 citations
with R. Frühwirth, Leonhard Held, Håvard Rue
Comment on article by Rydén
published 2008 · Bayesian Analysis · 5 citations
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
published 2008 · Computational Statistics & Data Analysis · 50 citations
with Helga Wagner
Model-Based Clustering of Multiple Time Series
published 2007 · Journal of Business and Economic Statistics · 194 citations · first circulated 2004
with Sylvia Kaufmann
Neural Network Models for Conditional Distribution Under Bayesian Analysis
published 2007 · Neural Computation · 8 citations
with Tatiana Miazhynskaia, Georg Dorffner
Bayesian parsimonious covariance estimation for hierarchical linear mixed models
published 2007 · Statistics and Computing · 43 citations
with Regina Tüchler
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
published 2007 · Annals of the Institute of Statistical Mathematics · 25 citations
with Leopold Sögner
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
published 2006 · Biometrika · 116 citations
with Helga Wagner
Auxiliary mixture sampling with applications to logistic models
published 2006 · Computational Statistics & Data Analysis · 96 citations
with R. Frühwirth
How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
published 2006 · Journal of Applied Econometrics · 17 citations
with Sylvia Kaufmann
Bayesian testing for non-linearity in volatility modeling
published 2006 · Computational Statistics & Data Analysis · 10 citations
with Tatiana Miazhynskaia, Georg Dorffner
Capturing consumer heterogeneity in metric conjoint analysis using Bayesian mixture models
published 2004 · International Journal of Research in Marketing · 45 citations
with Thomas Otter, Regina Tüchler
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
published 2004 · Econometrics Journal · 18 citations
Bayesian Analysis of the Heterogeneity Model
published 2004 · Journal of Business and Economic Statistics · 65 citations
with Regina Tüchler, Thomas Otter
Bayesian analysis of switching ARCH models
published 2002 · Journal of Time Series Analysis · 4 citations
with Sylvia Kaufmann
Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
published 2001 · Journal of the American Statistical Association · 457 citations
Fully Bayesian Analysis of Switching Gaussian State Space Models
published 2001 · Annals of the Institute of Statistical Mathematics · 41 citations
State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications
published 2000 · Journal of the American Statistical Association · 1201 citations
with Chang-Jin Kim, Charles R. Nelson
Bayesian Model Discrimination and Bayes Factors for Linear Gaussian State Space Models
published 1995 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 80 citations
DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
published 1994 · Journal of Time Series Analysis · 835 citations
A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections
published 1994 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 17 citations
with Joe Whittaker
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