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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Chan, Joshua"
~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~subject:"Einheitswurzeltest"
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Capital income
Zeitreihenanalyse
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43
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23
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19
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Chan, Joshua
Phillips, Peter C. B.
Gil-Alaña, Luis A.
21
Gupta, Rangan
19
Marcellino, Massimiliano
16
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
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12
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12
Wang, Yudong
12
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11
Koopman, Siem Jan
11
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11
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11
Nieuwerburgh, Stijn van
10
Timmermann, Allan
10
Wohar, Mark E.
10
Chang, Tsangyao
9
Jawadi, Fredj
9
Kang, Yanfei
9
Leybourne, Stephen James
9
McElroy, Tucker
9
Nonejad, Nima
9
Perron, Pierre
9
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9
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8
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8
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8
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8
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8
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8
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8
Koop, Gary
8
Ma, Feng
8
Rodriguez, Gabriel
8
Schorfheide, Frank
8
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Journal of econometrics
7
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3
Econometric reviews
2
Econometric theory
2
International journal of forecasting
2
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
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1
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
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
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
6
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:
7
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
8
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
9
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
10
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
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