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subject:"Time series analysis"
~person:"Chan, Joshua"
~subject:"Theory"
~type_genre:"Article in journal"
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Time series analysis
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16
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16
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11
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10
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10
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10
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9
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Chan, Joshua
Gil-Alaña, Luis A.
89
Caporale, Guglielmo Maria
52
Gupta, Rangan
50
Chang, Tsangyao
33
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Bahmani-Oskooee, Mohsen
27
Serletis, Apostolos
27
Kumbhakar, Subal
25
Wohar, Mark E.
21
Bollerslev, Tim
18
Narayan, Paresh Kumar
17
Koopman, Siem Jan
16
McAleer, Michael
16
Koop, Gary
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
McMillan, David G.
14
Phillips, Peter C. B.
14
Tauchen, George Eugene
14
Todorov, Viktor
14
Tsionas, Efthymios G.
14
Apergēs, Nikolaos
13
Engsted, Tom
13
Franses, Philip Hans
13
Ghysels, Eric
13
Herwartz, Helmut
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Brooks, Robert
12
Creedy, John
12
Fabozzi, Frank J.
12
Nonejad, Nima
12
Papell, David H.
12
Pesaran, M. Hashem
12
Pierdzioch, Christian
12
Ranjbar, Omid
12
Österholm, Pär
12
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Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Economics letters
1
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1
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1
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ECONIS (ZBW)
12
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
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
Saved in:
3
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:
4
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
5
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
6
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:
7
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:
8
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:
9
A Bayesian model comparison for trend-cycle decompositions of output
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 525-552
Persistent link: https://www.econbiz.de/10011708075
Saved in:
10
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
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