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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Bayesian inference
95
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94
Theorie
76
Theory
76
Schätzung
70
Estimation
68
Time series analysis
62
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59
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54
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52
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English
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Chan, Joshua
37
Chan, Joshua C. C.
17
Eisenstat, Eric
11
Strachan, Rodney W.
11
Zhu, Dan
6
Koop, Gary
5
Yu, Xuewen
5
Doucet, Arnaud
4
Zhang, Bo
4
Cross, Jamie
3
Grant, Angelia L.
3
León-González, Roberto
3
Chan, Jiun Hong
2
Grant, Angelia
2
Hou, Chenghan
2
Joshi, Mark S.
2
Poon, Aubrey
2
Zhang, Zhimin
2
Ai, Meiqiao
1
Clark, Todd E.
1
Cross, Jamie L.
1
Hsiao, Cody Y. L.
1
Hsiao, Cody Yu-Ling
1
Leon-Gonzalez, Roberto
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Song, Yong
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CAMA working paper series
17
CAMA Working Paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric reviews
3
ANU working papers in economics and econometrics
2
GRIPS discussion papers
2
International journal of forecasting
2
Scandinavian actuarial journal
2
CAMA Working Paper 31/2013
1
Energy economics
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
1
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ECONIS (ZBW)
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High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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2
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
3
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
4
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:
5
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:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
7
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:
8
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342409
Saved in:
9
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
10
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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