Bayesian Econometrics

Intrinsic Bayesian Estimation of Linear Time Series Models (with D. Sun)
Working Paper.

A Bayesian Analysis of Normalized VAR Models (with D. Sun)
Journal of Multivariate Analysis, 2014, vol.124, 247-259.

Selection of Multivariate Stochastic Volatility Models Bayesian Stochastic Search (with A. Loddo and D. Sun)
Journal of Business and Economic Statistics, July 2011, vol. 29, pp342-355.

Bayesian Stochastic Search for VAR Model Restrictions (with E. George and D. Sun)
Journal of Econometrics, January 2008, vol. 142, pp553-580.

Intrinsic Bayesian estimation of VAR Impulse Responses (with D. Sun and X. Sun)
Journal of Business and Economic Statistics, Apr 2007, vol. 25, pp163-176.

Bayesian Estimates of Vector Autoregressive Models (with D. Sun)
Journal of Business and Economic Statistics, Jan 2005, vol. 23, pp105-117.

Bayesian Analysis of VAR Models with Noninformative Priors (with D. Sun)
Journal of Statistical Planning and Inference, 2004, vol. 121, 291-309.

Noninformative Priors and Frequentist Risks of Bayesian Estimators of Vector-Autoregressive Models(with D. Sun)
Journal of Econometrics, July 2003, vol. 115, pp159-197.