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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Bayes-Statistik
110
Bayesian inference
110
Theorie
86
Theory
86
Time series analysis
80
Zeitreihenanalyse
80
Estimation
72
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72
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64
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55
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Gross domestic product
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Bayesian model comparison
14
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14
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Inflation targeting
13
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13
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13
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17
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English
64
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Chan, Joshua
35
Chan, Joshua C. C.
17
Eisenstat, Eric
11
Strachan, Rodney W.
11
Poon, Aubrey
8
Cross, Jamie
7
Koop, Gary
7
Hou, Chenghan
5
Zhu, Dan
5
Doucet, Arnaud
4
Yu, Xuewen
4
Zhang, Bo
4
Grant, Angelia L.
3
León-González, Roberto
3
Chan, Jiun Hong
2
Cross, Jamie L.
2
Grant, Angelia
2
Joshi, Mark S.
2
Zhang, Zhimin
2
Ai, Meiqiao
1
Clark, Todd E.
1
Garcia, Juan Angel
1
Hsiao, Cody Y. L.
1
Hsiao, Cody Yu-Ling
1
Leon-Gonzalez, Roberto
1
McIntyre, Stuart G.
1
Mitchell, James
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Song, Yong
1
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CAMA working paper series
18
CAMA Working Paper
10
Journal of econometrics
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
CAMP working paper series
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
FRB of Cleveland Working Paper
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
Working paper series / European Central Bank
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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ECONIS (ZBW)
64
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A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
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
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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
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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
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5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
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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
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:
8
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:
9
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:
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
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