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~accessRights:"restricted"
~person:"Chan, Joshua"
~subject:"Estimation theory"
~subject:"Scheduling-Verfahren"
~subject:"Stochastic volatility"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Theoretisches Modell"
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Stochastischer Prozess
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13
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13
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Chan, Joshua
Vanhoucke, Mario
36
Cheng, T. C. E.
34
Gendreau, Michel
25
Chu, Chengbin
22
Dolgui, Alexandre
22
Chu, Feng
21
Liu, Ming
21
Mosheiov, Gur
21
Briskorn, Dirk
17
Dauzère-Péres, Stéphane
17
Demeulemeester, Erik
17
Shabtay, Dvir
16
Yuan, Jinjiang
16
Zheng, Feifeng
16
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15
Yang, Lixing
15
Yin, Yunqiang
15
Escudero, Laureano F.
14
Maggioni, Francesca
13
Naderi, Bahman
13
Boysen, Nils
12
Desaulniers, Guy
12
Leus, Roel
12
Pesch, Erwin
12
Pinedo, Michael
12
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12
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12
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12
Wu, Chin-Chia
12
Artigues, Christian
11
Li, Kai
11
Magatão, Leandro
11
Rei, Walter
11
Shen, Siqian
11
Spieksma, Frits C. R.
11
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10
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10
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10
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3
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Journal of economic surveys
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ECONIS (ZBW)
12
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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
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
5
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:
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
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:
10
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
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