← All authors Justinas Pelenis Institut für Höhere Studien - Institute for Advanced Studies (IHS) (per OpenAlex) · ORCID · OpenAlex
5 papers in scope · 5 published · 1 on the econ.EM arXiv · 117 citations · h-index 4 (over the papers listed here)
Papers (1 of 5)
published 2022 · Econometrica · 4 citations · first circulated 2018
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
published 2021 · Journal of Econometrics · 3 citations
POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
published 2013 · Econometric Theory · 40 citations · first circulated 2011
Bayesian regression with heteroscedastic error density and parametric mean function
published 2013 · Journal of Econometrics · 20 citations
Bayesian modeling of joint and conditional distributions
published 2012 · Journal of Econometrics · 50 citations
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