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~person:"Chan, Joshua"
~person:"Lucas, André"
~subject:"Maximum likelihood estimation"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Zustandsraummodell"
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Maximum likelihood estimation
Stochastischer Prozess
Zustandsraummodell
49
State space model
48
Theorie
28
Theory
28
Estimation
23
Schätzung
23
Stochastic process
23
Zeitreihenanalyse
23
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22
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18
Bayesian inference
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Maximum-Likelihood-Schätzung
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Finanzkrise
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Chan, Joshua
Lucas, André
Koopman, Siem Jan
61
Bos, Charles S.
12
Martin, Gael M.
10
Wel, Michel van der
10
Jungbacker, Borus
9
Scharth, Marcel
8
Shephard, Neil G.
8
Chan, Joshua C. C.
7
Forbes, Catherine Scipione
7
Strachan, Rodney W.
7
Jensen, Mark J.
6
Liesenfeld, Roman
6
Maneesoonthorn, Worapree
6
Ooms, Marius
6
Blasques, Francisco
5
Dessertaine, A.
5
Dordonnat, V.
5
Fiorentini, Gabriele
5
Poon, Aubrey
5
Sentana, Enrique
5
Singer, Hermann
5
Collet, J.
4
Creal, Drew
4
Cross, Jamie
4
Eisenstat, Eric
4
Kam, Timothy
4
Mittnik, Stefan
4
Moura, Guilherme Valle
4
Pitt, Michael K.
4
Zadrozny, Peter A.
4
Audrino, Francesco
3
Björk, Tomas
3
Casarin, Roberto
3
Chib, Siddhartha
3
Corsi, Fulvio
3
DeJong, David Neil
3
Dharmarajan, Hariharan
3
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3
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CAMA working paper series
6
Discussion paper / Tinbergen Institute
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
GRIPS discussion papers
2
Econometric reviews
1
Federal Reserve Bank of Cleveland working paper series
1
International journal of forecasting
1
Journal of applied econometrics
1
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1
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1
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:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
3
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
4
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:
5
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:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
8
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
9
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
10
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:
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