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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of productivity analysis"
~language:"eng"
~person:"Chan, Joshua"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"ARCH model"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
ARCH model
Bayesian inference
Estimation theory
Estimation
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Newbold, Paul
Chan, Joshua
Choi, In
Ghose, Devajyoti
Kapetanios, George
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Steel, Mark F. J.
20
Franses, Philip Hans
16
Einmahl, John H. J.
11
Drost, Feike C.
10
Koop, Gary
10
Kumbhakar, Subal
10
Magnus, Jan R.
10
Ullah, Aman
10
Giles, David E. A.
9
Nijman, Theodore E.
9
Osiewalski, Jacek
9
Soest, Arthur van
9
Taylor, Robert
9
Verbeek, Marno
9
Kleijnen, Jack P. C.
8
Krämer, Walter
8
Bera, Anil K.
7
Hassler, Uwe
7
Härdle, Wolfgang
7
King, Maxwell L.
7
Koopman, Siem Jan
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Kuan, Chung-ming
7
Lee, Junsoo
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Leybourne, Stephen James
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Melenberg, Bertrand
7
Phillips, Garry D. A.
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Phillips, Peter C. B.
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Simar, Léopold
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Baillie, Richard
6
Fernández, Carmen
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Shakai-Keizai-Kenkyūsho <Osaka>
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Discussion paper / Center for Economic Research, Tilburg University
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Econometric reviews
Economics letters
Journal of empirical finance
Journal of productivity analysis
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31
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CESifo working papers
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Cambridge working papers in economics
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Contributions to financial econometrics : theoretical and practical issues
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DAE working paper
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ECONIS (ZBW)
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1
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
4
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
5
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
7
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
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