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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
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2019
Persistent link: https://www.econbiz.de/10012223998
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2
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
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2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
3
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
4
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
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5
Large Bayesian vector autoregressions
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012223735
Saved in:
6
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
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7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
9
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
10
A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342382
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