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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Chan, Joshua"
~subject:"VAR model"
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Estimation
Public choice
VAR model
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6
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6
Time series analysis
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6
Bayes-Statistik
4
Bayesian inference
4
Stochastic process
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Chan, Joshua
Koop, Gary
10
Lütkepohl, Helmut
7
Sickles, Robin C.
5
Aït-Sahalia, Yacine
4
Guay, Alain
4
Herwartz, Helmut
4
Kapetanios, George
4
Pesaran, M. Hashem
4
Phillips, Peter C. B.
4
Saikkonen, Pentti
4
Casarin, Roberto
3
Frühwirth-Schnatter, Sylvia
3
Fève, Patrick
3
Harvey, Andrew C.
3
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Korobilis, Dimitris
3
Liu, Xiaochun
3
Malley, James R.
3
Marcellino, Massimiliano
3
Martins, Manuel Mota Freitas
3
Paruolo, Paolo
3
Pettenuzzo, Davide
3
Poon, Aubrey
3
Prokopczuk, Marcel
3
Rahbek, Anders
3
Schorfheide, Frank
3
Serletis, Apostolos
3
Steel, Mark F. J.
3
Todorov, Viktor
3
Aguiar-Conraria, Luís
2
Andersen, Torben
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bai, Jushan
2
Bali, Turan G.
2
Berger, Tino
2
Billio, Monica
2
Bognanni, Mark
2
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Journal of banking & finance
Journal of econometrics
Journal of economic dynamics & control
CAMA working paper series
11
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CAMA Working Paper
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of money, credit and banking : JMCB
1
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1
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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
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:
4
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:
5
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
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