Publications
s, 245(1-2). DOI: 10.1016/j.jeconom.2024.105876 . Demetrescu, M., Hillmann, B. (2025). Gaussian inference in predictive regressions for stock returns. Journal of Financial Econometrics, 23(2), nbaf004 [...] estimation in the presence of outlier blocks. Statistical Papers , 66, 134. DOI: 10.1007/s00362-025-01754-2 . Kock, L., Klein, N., Nott, D.J. (2025). Deep Mixture of Linear Mixed Models for Complex Longitudinal [...] Series collection . Working Papers Aguilar, J. E., Kohns, D., Vehtari, A., Bürkner, P. C. (2025). R2 priors for Grouped Variance Decomposition in High-dimensional Regression. arXiv . DOI: 10.48550/arXiv …