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subject:"Time series analysis"
subject:"Kapitaleinkommen"
~person:"Chan, Joshua"
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Time series analysis
Kapitaleinkommen
Estimation
36
Schätzung
36
State space model
21
Zustandsraummodell
21
Zeitreihenanalyse
20
Bayes-Statistik
19
Bayesian inference
19
Theorie
19
Theory
19
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
VAR model
12
VAR-Modell
12
Bayesian model comparison
9
Business cycle
7
Inflation
7
Konjunktur
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USA
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United States
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Inflation expectations
6
Inflationserwartung
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Estimation theory
5
Forecasting model
5
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Inflationsrate
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Phillips curve
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Phillips-Kurve
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Prognoseverfahren
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Schätztheorie
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stochastic volatility
5
Bruttoinlandsprodukt
4
Gross domestic product
4
Markov chain
4
Markov-Kette
4
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Chan, Joshua
Gil-Alaña, Luis A.
185
Caporale, Guglielmo Maria
164
Gupta, Rangan
111
Zaremba, Adam
68
Pesaran, M. Hashem
57
McMillan, David G.
49
Koopman, Siem Jan
47
Bollerslev, Tim
43
Pierdzioch, Christian
40
McAleer, Michael
39
Timmermann, Allan
38
Tiwari, Aviral Kumar
37
Wohar, Mark E.
36
Kapetanios, George
33
Todorov, Viktor
31
Bohl, Martin T.
30
Härdle, Wolfgang
29
Narayan, Paresh Kumar
29
Bali, Turan G.
28
Gao, Jiti
27
Diebold, Francis X.
26
Engle, Robert F.
25
Franses, Philip Hans
25
Marcellino, Massimiliano
25
Chang, Tsangyao
24
Koop, Gary
24
Zhou, Guofu
24
Campbell, John Y.
23
Nitschka, Thomas
23
Gil-Alana, Luis A.
22
Guidolin, Massimo
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Balcilar, Mehmet
21
Cakici, Nusret
21
Hautsch, Nikolaus
21
Sibbertsen, Philipp
21
Bouri, Elie
20
Ghysels, Eric
20
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CAMA working paper series
8
Econometric reviews
2
GRIPS discussion papers
2
Journal of economic dynamics & control
2
Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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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
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
6
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:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
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:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
11
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
12
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:
13
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:
14
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
15
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
16
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:
17
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:
18
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:
19
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:
20
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua
;
Eisenstat, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
Saved in:
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