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Too many shocks spoil the interpretation
Pagan, Adrian R.; Robinson, Tim - 2020
Persistent link: https://www.econbiz.de/10012225079
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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
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Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - 2018
Persistent link: https://www.econbiz.de/10012202336
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Discovering stars : problems in recovering latent variables from models
Buncic, Daniel; Pagan, Adrian R. - 2022
Persistent link: https://www.econbiz.de/10013478646
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On a unique nondegenerate distribution of agents in the Huggett model
Kam, Timothy; Lee, Junsang - 2010
Persistent link: https://www.econbiz.de/10008697798
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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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Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342411
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Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342444
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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