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~person:"Chan, Joshua"
~person:"Gençay, Ramazan"
~person:"Lautier, Delphine"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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State space model
21
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21
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15
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11
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11
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10
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10
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Chan, Joshua
Gençay, Ramazan
Lautier, Delphine
Koopman, Siem Jan
14
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6
Creal, Drew
5
Koop, Gary
5
Perron, Pierre
5
Poncela, Pilar
5
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4
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4
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4
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4
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4
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4
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4
Ruiz, Esther
4
Snyder, Ralph D.
4
Soares, Maria Joana
4
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4
Abakah, Emmanuel Joel Aikins
3
Ahn, Hie Joo
3
Bašta, Milan
3
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3
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3
Chen, Baoline
3
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3
Cross, Jamie
3
Eroğlu, Burak Alparslan
3
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3
Giri, Federico
3
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3
Gyamerah, Samuel Asante
3
Hindrayanto, Irma
3
Hyndman, Rob J.
3
Ikpe, Dennis
3
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3
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3
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Economics letters
2
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2
Applied financial economics
1
Econometric reviews
1
Econometric theory
1
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1
European journal of operational research : EJOR
1
International journal of forecasting
1
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1
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1
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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
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:
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
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
5
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:
6
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
7
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:
8
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:
9
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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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