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Andriy Norets

Personal Details

First Name:Andriy
Middle Name:
Last Name:Norets
Suffix:
RePEc Short-ID:pno189
[This author has chosen not to make the email address public]
https://anorets.github.io

Affiliation

Economics Department
Brown University

Providence, Rhode Island (United States)
http://www.econ.brown.edu/
RePEc:edi:edbrous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Papers 2202.04339, arXiv.org, revised Aug 2023.
  2. Andriy Norets & Justinas Pelenis, 2018. "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Papers 1806.07484, arXiv.org.
  3. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  4. Norets, Andriy & Pelenis, Justinas, 2011. "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series 282, Institute for Advanced Studies.
  5. Andriy Norets & Xun Tang, 2010. "Semiparametric Inference in Dynamic Binary Choice Models, Second Version," PIER Working Paper Archive 12-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Apr 2012.
  6. Sam Schulhofer-Wohl & Andriy Norets, 2009. "Heterogeneity in income processes," 2009 Meeting Papers 999, Society for Economic Dynamics.

Articles

  1. Norets, Andriy, 2021. "Optimal Auxiliary Priors And Reversible Jump Proposals For A Class Of Variable Dimension Models," Econometric Theory, Cambridge University Press, vol. 37(1), pages 49-81, February.
  2. Norets, Andriy & Pati, Debdeep, 2017. "Adaptive Bayesian Estimation Of Conditional Densities," Econometric Theory, Cambridge University Press, vol. 33(4), pages 980-1012, August.
  3. Ulrich K. Müller & Andriy Norets, 2016. "Credibility of Confidence Sets in Nonstandard Econometric Problems," Econometrica, Econometric Society, vol. 84, pages 2183-2213, November.
  4. Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
  5. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
  6. A. Norets & X. Tang, 2014. "Semiparametric Inference in Dynamic Binary Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1229-1262.
  7. Norets, Andriy & Pelenis, Justinas, 2014. "Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures," Econometric Theory, Cambridge University Press, vol. 30(3), pages 606-646, June.
  8. Andriy Norets & Satoru Takahashi, 2013. "On the surjectivity of the mapping between utilities and choice probabilities," Quantitative Economics, Econometric Society, vol. 4(1), pages 149-155, March.
  9. Andriy Norets, 2012. "Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 84-106.
  10. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
  11. Andriy Norets, 2010. "Continuity and differentiability of expected value functions in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 1(2), pages 305-322, November.
  12. Andriy Norets, 2009. "Inference in Dynamic Discrete Choice Models With Serially orrelated Unobserved State Variables," Econometrica, Econometric Society, vol. 77(5), pages 1665-1682, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2012-01-03 2013-11-02 2018-07-23 2022-02-21
  2. NEP-DCM: Discrete Choice Models (3) 2013-11-02 2022-02-21 2022-03-21
  3. NEP-ORE: Operations Research (3) 2013-11-02 2022-02-21 2022-03-21
  4. NEP-UPT: Utility Models and Prospect Theory (2) 2022-02-21 2022-03-21
  5. NEP-BAN: Banking (1) 2022-03-21

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