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subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Chan, Joshua"
~subject:"VAR model"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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VAR model
Estimation theory
7
Schätztheorie
7
Time series analysis
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7
Stochastic process
4
Stochastischer Prozess
4
VAR-Modell
4
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4
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4
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3
Estimation
3
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3
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Gibbs Sampling
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Monte Carlo simulation
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Multivariate Analyse
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Particle Filter
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Prognoseverfahren
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Schätzung
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State space model
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Zustandsraummodell
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alternating-order
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reparameterization
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state-space
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Bayes-Statistik
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Bayesian inference
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Correlation
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automatic differentiation
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vector autoregression
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Collection of articles written by one author
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Chan, Joshua
Lütkepohl, Helmut
35
Kilian, Lutz
20
Winker, Peter
16
Staszewska-Bystrova, Anna
15
Inoue, Atsushi
12
Lechner, Michael
12
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Bruns, Martin
7
Härdle, Wolfgang
7
Sentana, Enrique
7
Brecht, Beatrix
6
Breitung, Jörg
6
Koop, Gary
6
Theodoridis, Konstantinos
6
Wunsch, Conny
6
Amengual, Dante
5
Binder, Michael
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Huber, Martin
5
Issler, João Victor
5
Johansen, Søren
5
Jordà, Òscar
5
Kapetanios, George
5
Marcellino, Massimiliano
5
Peng, Bin
5
Pesaran, M. Hashem
5
Teräsvirta, Timo
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Abberger, Klaus
4
Benkwitz, Alexander
4
Brecht, Leo
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Croux, Christophe
4
Dustmann, Christian
4
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CAMA working paper series
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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
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
2
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
3
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
Saved in:
4
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
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