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~isPartOf:"CAMA working paper series"
~language:"eng"
~subject:"Bayesian model comparison"
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Bayesian model comparison
Bayes-Statistik
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Chan, Joshua
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Grant, Angelia L.
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Bao Hoang Nguyen
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Chan, Joshua C. C.
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Eisenstat, Eric
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ECONIS (ZBW)
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Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10012202136
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2
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
3
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
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4
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
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5
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
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2014
Persistent link: https://www.econbiz.de/10011341989
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6
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
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2014
Persistent link: https://www.econbiz.de/10010244614
Saved in:
7
A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.
;
Hsiao, Cody Yu-Ling
;
Fry-McKibbin, …
-
2013
Persistent link: https://www.econbiz.de/10009744179
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