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~isPartOf:"CAMA working paper series"
~isPartOf:"Research series / Universiteit van Amsterdam"
~language:"eng"
~subject:"Nichtlineare Regression"
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Search: subject_exact:"Kalman filter"
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Nichtlineare Regression
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Chan, Joshua
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The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
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2017
Persistent link: https://www.econbiz.de/10011747745
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2
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
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3
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
4
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009750030
Saved in:
5
Estimation in non-linear non-Gaussian state space models with precision-based methods
Chan, Joshua C. C.
;
Strachan, Rodney W.
-
2012
Persistent link: https://www.econbiz.de/10009561179
Saved in:
6
A new model of trend inflation
Chan, Joshua C. C.
;
Koop, Gary
;
Potter, Simon M.
-
2012
Persistent link: https://www.econbiz.de/10009561204
Saved in:
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