17 citations · 19 across the 7 of their papers we have counts for
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econ.EM2021★ 2 cited
Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
David Kohns, Tibor Szendrei
This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we…
econ.EM2020
Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model
David Kohns, Arnab Bhattacharjee
This paper investigates the benefits of internet search data in the form of Google Trends for nowcasting real U.S. GDP growth in real time through the lens of mixed frequency Bayes…
econ.EM2020★ 17 cited
Horseshoe Prior Bayesian Quantile Regression
David Kohns, Tibor Szendrei
This paper extends the horseshoe prior of Carvalho et al. (2010) to Bayesian quantile regression (HS-BQR) and provides a fast sampling algorithm for computation in high dimensions.…