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source:"econis"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~person:"Chan, Joshua"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"State space model"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Strukturbruch"
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ARCH-Modell
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Time series analysis
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Chan, Joshua
Gil-Alaña, Luis A.
17
Moosa, Imad A.
15
Gupta, Rangan
11
Taylor, Robert
11
Leybourne, Stephen James
9
Chang, Tsangyao
8
Koop, Gary
8
Phillips, Peter C. B.
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Harvey, David I.
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Tiwari, Aviral Kumar
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7
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6
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Koopman, Siem Jan
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Li, Jia
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Patton, Andrew J.
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Swanson, Norman R.
6
Andersen, Torben
5
Burns, Kelly
5
Francq, Christian
5
Kim, Donggyu
5
Linton, Oliver
5
Omay, Tolga
5
Ranjbar, Omid
5
Tauchen, George Eugene
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Allen, David E.
4
Bahmani-Oskooee, Mohsen
4
Barigozzi, Matteo
4
Bollerslev, Tim
4
Castle, Jennifer
4
Dijk, Herman K. van
4
Hallin, Marc
4
Hendry, David F.
4
Marcellino, Massimiliano
4
McAleer, Michael
4
Ng, Serena
4
Park, Joon Y.
4
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4
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Applied economics letters
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Journal of econometrics
Journal of empirical finance
Risks : open access journal
CAMA working paper series
17
Journal of economic dynamics & control
3
CAMA Working Paper
2
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2
GRIPS discussion papers
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Journal of economic surveys
1
Journal of money, credit and banking : JMCB
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
4
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
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