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~person:"Chan, Joshua"
~subject:"Dynamic equilibrium"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
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Dynamic equilibrium
Scientific modelling
Stochastischer Prozess
Bayes-Statistik
48
Bayesian inference
48
Time series analysis
28
VAR model
28
VAR-Modell
28
Zeitreihenanalyse
28
Theorie
23
Theory
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Stochastic process
21
Estimation
19
Schätzung
19
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18
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18
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Bayesian model comparison
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marginal likelihood
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state space
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stochastic volatility
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Chan, Joshua
Schorfheide, Frank
67
Ravazzolo, Francesco
44
Del Negro, Marco
31
Dijk, Herman K. van
25
Koop, Gary
25
Casarin, Roberto
24
Clark, Todd E.
22
Carriero, Andrea
21
Strachan, Rodney W.
20
Billio, Monica
18
Marcellino, Massimiliano
17
Fernández-Villaverde, Jesús
15
Pettenuzzo, Davide
15
Theodoridis, Konstantinos
15
Chib, Siddhartha
14
Mertens, Elmar
14
Woitek, Ulrich
14
Canova, Fabio
13
Christiano, Lawrence J.
13
Pesaran, M. Hashem
13
Kliem, Martin
12
Paccagnini, Alessia
12
Rodriguez, Gabriel
12
Warne, Anders
12
Zhang, Xinyu
12
Guerrón-Quintana, Pablo A.
11
Martin, Gael M.
11
Mumtaz, Haroon
11
Shephard, Neil G.
11
Trabandt, Mathias
11
Walentin, Karl
11
Inoue, Atsushi
10
Vogel, Lukas
10
van Dijk, H. K.
10
Ahelegbey, Daniel Felix
9
An, Sungbae
9
Christoffel, Kai
9
Forbes, Catherine Scipione
9
Gupta, Rangan
9
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CAMA working paper series
10
Econometric reviews
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
CAMA Working Paper
1
Energy economics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
24
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1
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
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:
5
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
6
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:
7
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:
8
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
9
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
10
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
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