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subject:"Estimation theory"
subject:"Schätzung"
~accessRights:"restricted"
~person:"Chan, Joshua"
~subject:"Spieltheorie"
~subject:"Volatilität"
~subject:"Wohlfahrtsanalyse"
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Estimation theory
Schätzung
Spieltheorie
Volatilität
Wohlfahrtsanalyse
Theorie
17
Theory
17
Bayes-Statistik
13
Bayesian inference
13
Time series analysis
13
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Stochastic process
12
Stochastischer Prozess
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Estimation
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Bayesian model comparison
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Markov chain
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Chan, Joshua
Gupta, Rangan
28
Marcellino, Massimiliano
24
Serletis, Apostolos
19
Acemoglu, Daron
15
Zenou, Yves
15
Gersbach, Hans
14
Gil-Alaña, Luis A.
14
Mukherjee, Arijit
14
Wang, Yudong
13
Galí, Jordi
12
Redding, Stephen
12
Rubio-Ramírez, Juan Francisco
12
Wang, Leonard F. S.
12
Jeanne, Olivier
11
Kollmann, Robert
11
Kumbhakar, Subal
11
Perri, Fabrizio
11
Tiwari, Aviral Kumar
11
Bahmani-Oskooee, Mohsen
10
Fabozzi, Frank J.
10
Ghysels, Eric
10
Jawadi, Fredj
10
McAleer, Michael
10
Timmermann, Allan
10
Wohar, Mark E.
10
Agénor, Pierre-Richard
9
Apergēs, Nikolaos
9
Aït-Sahalia, Yacine
9
Bekiros, Stelios
9
Devereux, Michael B.
9
Egger, Peter
9
Fernández-Villaverde, Jesús
9
Herwartz, Helmut
9
Kelly, Bryan T.
9
Rodriguez, Gabriel
9
Sarno, Lucio
9
Schorfheide, Frank
9
Vives, Xavier
9
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9
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Journal of economic dynamics & control
3
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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