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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit; Wong, Benjamin - 2014
Persistent link: https://www.econbiz.de/10011341994
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150
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An econometric analysis of some models for constructed binary time series
Harding, Don (contributor); Pagan, Adrian R. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003810439
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Deep habits in the New Keynesian Phillips curve
Lubik, Thomas A.; Teo, Wing Leong - 2012
Persistent link: https://www.econbiz.de/10009561201
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Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.; Koop, Gary - 2012
Persistent link: https://www.econbiz.de/10009561206
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua C. C.; Eisenstat, Eric - 2012
Persistent link: https://www.econbiz.de/10009562438
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009405741
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Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.; Leon-Gonzalez, Roberto; Strachan, … - 2013
Persistent link: https://www.econbiz.de/10009750016
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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C. - 2013
Persistent link: https://www.econbiz.de/10009750019