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~person:"Chan, Joshua"
~person:"Härdle, Wolfgang"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
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35
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35
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28
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Chan, Joshua
Härdle, Wolfgang
McAleer, Michael
19
Gil-Alaña, Luis A.
11
Mumtaz, Haroon
10
Asai, Manabu
8
Tansel, Aysıt
8
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7
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6
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6
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6
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6
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6
Strachan, Rodney W.
6
Theodoridis, Konstantinos
6
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5
Nason, James Michael
5
Balcilar, Mehmet
4
Caner, Mehmet
4
Haque, Qazi
4
Huber, Florian
4
Kilian, Lutz
4
Koop, Gary
4
Magnusson, Leandro M.
4
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4
Ozdemir, Zeynel Abidin
4
Öznur Kan, Elif
4
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3
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3
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3
Craig, Ben R.
3
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3
Doucet, Arnaud
3
Herwartz, Helmut
3
Hou, Chenghan
3
Hui, Cho H.
3
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3
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ECONIS (ZBW)
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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:
2
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:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
4
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:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
9
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
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