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Bayesian Analysis of Markov Sw...
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Chan, Joshua
Koop, Gary
155
Dijk, Herman K. van
145
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121
Schorfheide, Frank
109
Casarin, Roberto
103
Tsionas, Efthymios G.
85
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70
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70
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67
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61
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61
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61
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58
Billio, Monica
53
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53
Huber, Florian
52
Robert, Christian P.
48
Gupta, Rangan
47
Kohn, Robert
46
Grassi, Stefano
44
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43
Havránek, Tomáš
43
Hoogerheide, Lennart F.
42
Crespo Cuaresma, Jesús
41
Österholm, Pär
41
Paap, Richard
40
Martin, Gael M.
38
Ardia, David
36
Canova, Fabio
36
Basturk, Nalan
35
Feldkircher, Martin
35
Lang, Stefan
35
Allenby, Greg M.
34
Chib, Siddhartha
34
Doppelhofer, Gernot
34
Amisano, Gianni
33
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32
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32
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32
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4
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3
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2
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2
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2
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ECONIS (ZBW)
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1
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
2
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
3
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
4
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
Saved in:
5
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
6
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
7
Priors and posterior computation in linear endogenous variable models with imperfect instruments
Chan, Joshua
;
Tobias, Justin L.
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 650-674
Persistent link: https://www.econbiz.de/10011332855
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
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
10
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
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