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source:"econis"
~language:"eng"
~person:"Chan, Joshua"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation theory"
~subject:"Seasonal variations"
~subject:"Volatility"
~subject:"Wechselkurs"
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Search: subject_exact:"Time series analysis"
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Bootstrap-Verfahren
Estimation theory
Seasonal variations
Volatility
Wechselkurs
Time series analysis
46
Zeitreihenanalyse
46
Bayes-Statistik
28
Bayesian inference
28
Theorie
28
Theory
28
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28
VAR-Modell
28
Stochastic process
22
Stochastischer Prozess
22
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20
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20
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18
State space model
16
Zustandsraummodell
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ARMA-Modell
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Bayesian model comparison
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stochastic volatility
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Chan, Joshua
Franses, Philip Hans
101
Phillips, Peter C. B.
100
Koopman, Siem Jan
92
Caporale, Guglielmo Maria
77
Gao, Jiti
76
McAleer, Michael
74
Gil-Alaña, Luis A.
63
Taylor, Robert
58
Teräsvirta, Timo
52
Lütkepohl, Helmut
51
Nielsen, Morten Ørregaard
46
Härdle, Wolfgang
43
Johansen, Søren
43
Kapetanios, George
43
Cavaliere, Giuseppe
42
Sibbertsen, Philipp
42
Swanson, Norman R.
42
Lucas, André
41
Bollerslev, Tim
40
Engle, Robert F.
38
Harvey, Andrew C.
38
Koop, Gary
37
Pesaran, M. Hashem
37
Proietti, Tommaso
37
Watson, Mark W.
37
Gupta, Rangan
35
Lux, Thomas
33
Rahbek, Anders
33
Stock, James H.
33
Ghysels, Eric
32
Kunst, Robert M.
32
Linton, Oliver
32
Perron, Pierre
32
Maravall Herrero, Agustín
31
Andersen, Torben
30
Diebold, Francis X.
28
Bauwens, Luc
27
Kilian, Lutz
27
Brännäs, Kurt
26
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CAMA working paper series
11
Journal of econometrics
3
Econometric reviews
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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CAMA Working Paper
1
Journal of applied econometrics
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Journal of economic dynamics & control
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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
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
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
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:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
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:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
8
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
9
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
10
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
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