Narrow search
Showing 1 - 10 of 13
Cover Image
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342381
Cover Image
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342409
Cover Image
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342411
Cover Image
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
Cover Image
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224435
Cover Image
Large hybrid time-varying parameter VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224555
Cover Image
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
Cover Image
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://www.econbiz.de/10012202537
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
Cover Image
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150