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Chan, Joshua
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Hou, Chenghan
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Bao Hoang Nguyen
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1
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
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2014
Persistent link: https://www.econbiz.de/10010244614
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2
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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3
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate
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2019
Persistent link: https://www.econbiz.de/10012224630
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4
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
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2021
Persistent link: https://www.econbiz.de/10012542739
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5
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2011
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Rev.
Persistent link: https://www.econbiz.de/10009153453
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6
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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7
Boom or gloom? : examining the Dutch disease in a two-speed economy
Bjørnland, Hilde Christiane
;
Thorsrud, Leif Anders
-
2013
Persistent link: https://www.econbiz.de/10010211765
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8
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
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9
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
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10
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco
;
Vahey, Shaun P.
-
2010
Persistent link: https://www.econbiz.de/10003978284
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