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~person:"Chan, Joshua"
~subject:"Schätztheorie"
~subject:"State space model"
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Search: subject:"Bayes-Statistik"
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Schätztheorie
State space model
Bayes-Statistik
51
Bayesian inference
51
VAR model
31
VAR-Modell
31
Time series analysis
28
Zeitreihenanalyse
28
Theorie
26
Theory
26
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24
Stochastischer Prozess
24
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21
Volatilität
21
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Prognoseverfahren
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Bayesian model comparison
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6
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Large vector autoregression
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Shrinkage prior
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marginal likelihood
4
state space
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stochastic volatility
4
vector autoregression
4
ARMA model
3
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21
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Chan, Joshua
Koop, Gary
44
Schorfheide, Frank
30
Martin, Gael M.
19
Dijk, Herman K. van
17
Kohn, Robert
16
Tsionas, Efthymios G.
16
Fernández-Villaverde, Jesús
13
Zhang, Xibin
13
Aßmann, Christian
12
Chaturvedi, Anoop
12
Koopman, Siem Jan
12
Poon, Aubrey
12
Del Negro, Marco
11
Korobilis, Dimitris
11
Matlin, Ethan
11
Sarfati, Reca
11
Zhang, Xinyu
11
Ardia, David
10
Chib, Siddhartha
10
Doppelhofer, Gernot
10
Frazier, David T.
10
Herbst, Edward P.
10
Kilian, Lutz
10
Robert, Christian P.
10
Shin, Minchul
10
Strachan, Rodney W.
10
Baltagi, Badi H.
9
Bauwens, Luc
9
Bresson, Georges
9
Forbes, Catherine Scipione
9
Guerrón-Quintana, Pablo A.
9
Hong, Han
9
Huber, Florian
9
Inoue, Atsushi
9
Lacroix, Guy
9
Lang, Stefan
9
Maneesoonthorn, Worapree
9
Boysen-Hogrefe, Jens
8
Chamberlain, Gary
8
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CAMA working paper series
10
Economics letters
2
Journal of applied econometrics
2
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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ECONIS (ZBW)
21
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1
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
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
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
4
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
5
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:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
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:
8
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
9
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:
10
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
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