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~person:"Chan, Joshua"
~subject:"VAR model"
~type_genre:"Conference paper"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Chan, Joshua
Marcellino, Massimiliano
44
Clark, Todd E.
30
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29
Koop, Gary
26
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20
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15
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11
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10
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10
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9
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9
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8
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8
Primiceri, Giorgio E.
8
Vahid, Farshid
8
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7
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7
Hecq, Alain W. J.
7
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7
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7
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6
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6
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6
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6
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6
Reichlin, Lucrezia
6
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6
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5
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1
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
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
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:
7
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:
8
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
9
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
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