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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Chan, Joshua"
~person:"Karanassou, Marika"
~person:"Neumark, David"
~person:"Pesaran, M. Hashem"
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Time series analysis
United States
Estimation
31
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31
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13
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13
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11
Bayes-Statistik
10
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10
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Chan, Joshua
Karanassou, Marika
Neumark, David
Pesaran, M. Hashem
Gupta, Rangan
62
Gil-Alaña, Luis A.
42
Marcellino, Massimiliano
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
18
Tiwari, Aviral Kumar
16
Balcilar, Mehmet
15
Wohar, Mark E.
15
Ghysels, Eric
14
Forni, Mario
13
Gambetti, Luca
13
Massa, Massimo
13
Salisu, Afees A.
13
Caporale, Guglielmo Maria
11
Ranjbar, Omid
11
Heckman, James J.
10
Li, Jia
10
Miller, Stephen M.
10
Hamermesh, Daniel S.
9
Kelly, Bryan T.
9
Lettau, Martin
9
Ludvigson, Sydney C.
9
Ma, Feng
9
Moosa, Imad A.
9
Stulz, René M.
9
Timmermann, Allan
9
Adrian, Tobias
8
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Koopman, Siem Jan
8
Nonejad, Nima
8
Sala, Luca
8
Todorov, Viktor
8
Autor, David H.
7
Beaudry, Paul
7
Bianchi, Francesco
7
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7
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7
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4
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2
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2
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2
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1
Econometric reviews
1
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1
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ECONIS (ZBW)
17
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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
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:
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
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:
8
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:
9
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
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