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subject:"Time series analysis"
~person:"Chan, Joshua"
~person:"Lanne, Markku"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Time series analysis
Estimation
60
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60
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33
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33
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30
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28
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28
Volatility
23
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Chan, Joshua
Lanne, Markku
Gil-Alaña, Luis A.
175
Caporale, Guglielmo Maria
124
Gupta, Rangan
46
Koopman, Siem Jan
39
Pesaran, M. Hashem
29
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
McAleer, Michael
23
Sibbertsen, Philipp
21
Gao, Jiti
20
Härdle, Wolfgang
20
Marcellino, Massimiliano
20
Franses, Philip Hans
19
Kapetanios, George
19
Moosa, Imad A.
19
Koop, Gary
18
Lütkepohl, Helmut
18
Kunst, Robert M.
17
Lucas, André
17
Tauchen, George Eugene
16
Miller, Stephen M.
15
Nielsen, Morten Ørregaard
15
Swanson, Norman R.
15
Österholm, Pär
15
Bahmani-Oskooee, Mohsen
14
Taylor, Robert
14
Teräsvirta, Timo
14
Bollerslev, Tim
13
Carcel, Hector
13
Huber, Florian
13
Ramírez, Miguel D.
13
Wolters, Maik H.
13
Chang, Chia-Lin
12
Linton, Oliver
12
Lovcha, Yuliya
12
Ranjbar, Omid
12
Todorov, Viktor
12
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11
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11
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CAMA working paper series
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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2
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2
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ECONIS (ZBW)
30
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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:
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