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subject:"Estimation"
~accessRights:"restricted"
~person:"Blundell, Richard W."
~person:"Chan, Joshua"
~person:"Härdle, Wolfgang"
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Estimation
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49
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49
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20
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15
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13
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13
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Blundell, Richard W.
Chan, Joshua
Härdle, Wolfgang
Gupta, Rangan
18
Marcellino, Massimiliano
18
Serletis, Apostolos
17
Gil-Alaña, Luis A.
14
Kumbhakar, Subal
11
Bahmani-Oskooee, Mohsen
10
Jawadi, Fredj
10
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9
Kelly, Bryan T.
9
Rubio-Ramírez, Juan Francisco
9
Timmermann, Allan
9
Fabozzi, Frank J.
8
Rossi, Barbara
8
Xu, Libo
8
Baumeister, Christiane
7
Egger, Peter
7
Engel, Charles
7
Forni, Mario
7
Ghysels, Eric
7
Hamilton, James D.
7
Jordà, Òscar
7
Koopman, Siem Jan
7
Müller, Gernot J.
7
Petrella, Ivan
7
Tsionas, Efthymios G.
7
Afonso, Oscar
6
Albuquerque, Rui
6
Arbia, Giuseppe
6
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6
Bekiros, Stelios
6
Born, Benjamin
6
Casarin, Roberto
6
Gagliardini, Patrick
6
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6
Huber, Florian
6
Jalles, João Tovar
6
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6
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6
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
5
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
6
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
7
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
8
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
9
A Bayesian model comparison for trend-cycle decompositions of output
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 525-552
Persistent link: https://www.econbiz.de/10011708075
Saved in:
10
Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
Saved in:
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