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researcher

Aubrey Poon

7 papers hereh-index 11454 citations47 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author7

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • econ.EM6
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20212026
most citedHigh-Dimensional Conditionally Gaussian State Space Models with Missing Data

5 citations · 9 across the 7 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

econ.EM2022

Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP

Matteo Iacopini, Aubrey Poon, Luca Rossini +1

Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.