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The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.; Trung Duc Tran; Wong, Benjamin - 2022
Persistent link: https://www.econbiz.de/10012878807
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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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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 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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What do the Fama-French factors add to CCAPM?
Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009744151
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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
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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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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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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