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~accessRights:"restricted"
~person:"Chan, Joshua"
~subject:"Innovation"
~subject:"Management"
~subject:"Post-Keynesian economics"
~subject:"Stochastischer Prozess"
~subject:"Ökonomische Ideengeschichte"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Einführung"
~type_genre:"Festschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Systematic review"
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16
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13
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Chan, Joshua
Gendreau, Michel
17
Escudero, Laureano F.
13
Chu, Angus C.
12
Wallace, Stein W.
11
Chu, Feng
10
Liu, Ming
10
Maggioni, Francesca
10
Chu, Chengbin
9
Escobar, Marcos
9
Li, Shoude
9
O'Donnell, Rod M.
9
Shapiro, Alexander
9
Wong, Wing Keung
9
Zheng, Feifeng
9
Antonelli, Cristiano
8
Boettke, Peter J.
8
Dolgui, Alexandre
8
Lejeune, Miguel A.
8
Pichler, Alois
8
Rei, Walter
8
Rochon, Louis-Philippe
8
Tsionas, Efthymios G.
8
Ulmer, Marlin Wolf
8
Ahmed, Shabbir
7
Bylund, Per L.
7
Dosi, Giovanni
7
Florio, Alexandre M.
7
Hartl, Richard F.
7
Kopa, Miloš
7
McAleer, Michael
7
Phillips, Peter C. B.
7
Rossi, Roberto
7
Sen, Suvrajeet
7
Shen, Siqian
7
Topaloglou, Nikolas
7
Tzeng, Larry Y.
7
Ackooij, Wim van
6
Bertazzi, Luca
6
Bertsimas, Dimitris
6
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3
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
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