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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"MPRA Paper"
~person:"Chan, Joshua"
~person:"Kalogeropoulos, Konstantinos"
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Bayes-Statistik
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Chan, Joshua
Kalogeropoulos, Konstantinos
Calzolari, Giorgio
11
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6
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5
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
2
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:
3
Likelihood-based inference for correlated diffusions
Kalogeropoulos, Konstantinos
;
Dellaportas, Petros
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain
Monte
Carlo
…
Persistent link: https://www.econbiz.de/10005836360
Saved in:
4
Inference for stochastic volatility model using time change transformations
Kalogeropoulos, Konstantinos
;
Roberts, Gareth O.
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
Monte
Carlo
(MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through transformations …
Persistent link: https://www.econbiz.de/10005616851
Saved in:
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