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~person:"Chan, Joshua"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Fiscal policy"
~subject:"Forecasting model"
~type:"book"
~type_genre:"Graue Literatur"
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Search: subject_exact:"VARMA model"
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Chan, Joshua
Lütkepohl, Helmut
54
Marcellino, Massimiliano
51
Pesaran, M. Hashem
41
Mumtaz, Haroon
35
Koop, Gary
30
Clark, Todd E.
28
Carriero, Andrea
27
Gambetti, Luca
26
Johansen, Søren
26
Theodoridis, Konstantinos
26
Castelnuovo, Efrem
23
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22
Nielsen, Morten Ørregaard
21
Forni, Mario
20
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17
Chudik, Alexander
17
Saikkonen, Pentti
17
Sala, Luca
17
Belke, Ansgar
16
Giannone, Domenico
16
Kapetanios, George
16
Jusélius, Katarina
15
Kilian, Lutz
15
Korobilis, Dimitris
15
Ricco, Giovanni
15
Schorfheide, Frank
15
Trenkler, Carsten
15
Afonso, António
14
Benati, Luca
14
Mitchell, James
14
Rubio-Ramírez, Juan Francisco
14
Hecq, Alain W. J.
13
Kriwoluzky, Alexander
13
Smith, L. Vanessa
13
Warne, Anders
13
Gottschalk, Jan
12
Guillén, Osmani Teixeira de Carvalho
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12
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
2
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:
3
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
4
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
7
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:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
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