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~person:"Chan, Joshua"
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Search: subject:"state space"
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State space model
29
Zustandsraummodell
29
Estimation
21
Schätzung
21
Stochastic process
16
Stochastischer Prozess
16
Time series analysis
16
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Phillips curve
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Schätztheorie
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state space
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Bayesian
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Co-heteroscedasticity
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Constrained inflation
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English
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Chan, Joshua
Koopman, Siem Jan
210
Koop, Gary
60
Tiwari, Aviral Kumar
50
Proietti, Tommaso
43
Lucas, André
38
Grassi, Stefano
33
Kapetanios, George
32
Schwaab, Bernd
30
Snyder, Ralph D.
30
Bos, Charles S.
28
Gupta, Rangan
27
Martin, Gael M.
27
Hyndman, Rob J.
25
Schorfheide, Frank
24
Dijk, Herman K. van
23
Ooms, Marius
23
Pozzi, Lorenzo
23
Crowley, Patrick M.
22
Harvey, Andrew C.
22
Schlicht, Ekkehart
22
Zadrozny, Peter A.
22
Lucas, Andre
20
Marcellino, Massimiliano
20
Wel, Michel van der
20
Chan, Joshua C. C.
19
Hindrayanto, Irma
19
Marczak, Martyna
19
Casarin, Roberto
18
Nakajima, Jouchi
17
Forbes, Catherine Scipione
16
Raknerud, Arvid
16
Scharth, Marcel
16
Shephard, Neil G.
16
Strachan, Rodney W.
16
Wohar, Mark E.
16
Björk, Tomas
15
Fernández-Villaverde, Jesús
15
Hammoudeh, Shawkat
15
Jungbacker, Borus
15
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Economics Department, University of Strathclyde
1
Scottish Institute for Research in Economics (SIRE)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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CAMA working paper series
13
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
29
RePEc
3
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1
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
3
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
6
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:
7
Bayesian
state
space
models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
8
Bayesian
state
space
models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
9
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:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
1
2
3
4
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