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~person:"Chan, Joshua"
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Search: subject:"Bayesian"
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Bayes-Statistik
48
Bayesian inference
48
Time series analysis
28
VAR model
28
VAR-Modell
28
Zeitreihenanalyse
28
Theorie
23
Theory
23
Stochastic process
21
Stochastischer Prozess
21
Estimation
19
Schätzung
19
Volatility
18
Volatilität
18
State space model
15
Zustandsraummodell
15
Bayesian model comparison
13
Forecasting model
13
Prognoseverfahren
13
USA
8
United States
8
Bayesian
7
Modellierung
7
Scientific modelling
7
Estimation theory
6
Schätztheorie
6
Business cycle
4
Konjunktur
4
Stochastic volatility
4
marginal likelihood
4
state space
4
stochastic volatility
4
vector autoregression
4
ARMA model
3
ARMA-Modell
3
Constrained inflation
3
Large vector autoregression
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Phillips curve
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11
Working Paper
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2
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English
51
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2
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Chan, Joshua
Koop, Gary
236
Ravazzolo, Francesco
190
Dijk, Herman K. van
168
Casarin, Roberto
139
Schorfheide, Frank
139
Korobilis, Dimitris
112
Tsionas, Efthymios G.
102
Hoogerheide, Lennart
87
Carriero, Andrea
86
Marcellino, Massimiliano
86
Billio, Monica
77
Gupta, Rangan
75
Paap, Richard
74
Strachan, Rodney W.
74
Robert, Christian P.
68
Kaufmann, Sylvia
67
Villani, Mattias
66
Canova, Fabio
65
Rady, Sven
65
Havránek, Tomáš
64
Clark, Todd E.
63
Del Negro, Marco
62
Huber, Florian
62
Österholm, Pär
62
Bauwens, Luc
61
Leon-Gonzalez, Roberto
59
Bergemann, Dirk
58
Morris, Stephen
55
Pettenuzzo, Davide
55
van Dijk, Herman K.
55
Grassi, Stefano
54
Hoogerheide, Lennart F.
54
Kapetanios, George
54
Yoshihara, Naoki
51
Ewerhart, Christian
50
Feldkircher, Martin
50
Lang, Stefan
50
Ciccarelli, Matteo
48
Fernández-Villaverde, Jesús
47
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Economics Department, University of Strathclyde
3
Scottish Institute for Research in Economics (SIRE)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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CAMA working paper series
19
CAMA Working Paper
3
Journal of applied econometrics
3
Working Papers / Economics Department, University of Strathclyde
3
Econometric reviews
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric exercises
1
Energy economics
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
MPRA Paper
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Quantitative economics : QE ; journal of the Econometric Society
1
SIRE Discussion Papers
1
Strathclyde discussion papers in economics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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ECONIS (ZBW)
48
RePEc
5
Showing
1
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53
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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
Asymmetric conjugate priors for large
Bayesian
VARs
Chan, Joshua
- In:
Quantitative economics : QE ; journal of the …
13
(
2022
)
3
,
pp. 1145-1169
Large
Bayesian
VARs are now widely used in empirical macroeconomics. One popular shrinkage prior in this setting is the …
Persistent link: https://www.econbiz.de/10013382075
Saved in:
3
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:
4
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:
5
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:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Bayesian
state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
8
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:
9
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:
10
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
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