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Priors and posterior computation in linear endogenous variable models with imperfect instruments
Chan, Joshua C. C.; Tobias, Justin L. - 2012
Persistent link: https://www.econbiz.de/10009583190
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011342445
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Large Bayesian vector autoregressions
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012223735
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Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224053
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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224435
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Intra-household allocation and consumption of WIC-approved foods : a Bayesian approach
Ishdorj, Ariun (contributor); Jensen, Helen H. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519578
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Bayesian semiparametric inference in multiple equation models
Koop, Gary (contributor); Poirier, Dale J. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002457180
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Semiparametric Bayesian inference in smooth coefficient models
Koop, Gary (contributor); Tobias, Justin L. (contributor) - 2003
Persistent link: https://www.econbiz.de/10002457195
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Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10011341989
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342381