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Dr Miguel Gonzalez Belmonte

Formerly at Lancaster University

  1. 2014
  2. Published

    Hierarchical shrinkage in time-varying parameter models

    Gonzalez Belmonte, M. A., Koop, G. & Korobilis, D., 01/2014, In: Journal of Forecasting. 33, 1, p. 80–94 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Model switching and model averaging in time-varying parameter regression models

    Gonzalez Belmonte, M. A. & Koop, G., 2014, Bayesian model comparision. Emerald Group Publishing Ltd, p. 45-69 25 p. (Advances in Econometrics; vol. 34).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  4. 2010
  5. Published

    Discussion on the paper of 'Particle Markov chain Monte Carlo methods' by Christophe Andrieu, Arnaud Doucet, and Roman Holenstein

    Gonzalez Belmonte, M. A. & Papaspiliopoulos, O., 2010, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 72, 3, p. 308-310 3 p.

    Research output: Contribution to Journal/MagazineComment/debatepeer-review

  6. 2008
  7. Published

    Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models

    Papaspiliopoulos, O., Gonzalez Belmonte, M. A. & Pitt, M., 2008.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

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