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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
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Introduction to the special issue on the centenary of Frank H. Knight's risk, uncertainty, and profit
Bylund, Per L. - In: Journal of institutional economics 17 (2021) 6, pp. 877-881
Persistent link: https://www.econbiz.de/10012704886
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Let's do it Frank's way : general principles and historical specificity in the study of entrepreneurship
Hudik, Marek; Bylund, Per L. - In: Journal of institutional economics 17 (2021) 6, pp. 943-958
Persistent link: https://www.econbiz.de/10012704901
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Keynes and Knight on uncertainty : peas in a pod or chalk and cheese?
Packard, Mark D.; Bylund, Per L.; Clark, Brent B. - In: Cambridge journal of economics 45 (2021) 5, pp. 1099-1125
Persistent link: https://www.econbiz.de/10012618756
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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - In: International journal of forecasting 37 (2021) 3, pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
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Where is the Austrian theory of collaborative orders? : comment on Elert and Henrekson
Bylund, Per L. - In: The review of Austrian economics 32 (2019) 4, pp. 339-347
Persistent link: https://www.econbiz.de/10012383933
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On the observed-data deviance information criterion for volatility modeling
Chan, Joshua; Grant, Angelia L. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
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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
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - In: Econometric reviews 35 (2016) 8/10, pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
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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