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Selected contributions have been drawn from the conference for this book. All contributions in this volume are peer-reviewed and share original research in Bayesian computation, application, and theory. She has published in many leading journals in applied statistics and econometrics on topics such as Bayesian inference, finite mixture models, Markov switching models, state space models, and their application in economics, finance, and business.
In , she became elected member of the Austrian Academy of Science.
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Her research focuses on the Bayesian estimation of sparse time-varying parameter models. Gregor researches the Bayesian modeling of economic time series, in particular the efficient estimation of univariate and high-dimensional stochastic volatility models. His work has been published in leading journals in computational statistics and computer software.
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