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~person:"Chan, Joshua"
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State space model
29
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29
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Chan, Joshua
Koopman, Siem Jan
202
Tiwari, Aviral Kumar
50
Proietti, Tommaso
38
Koop, Gary
30
Wel, Michel van der
28
Grassi, Stefano
27
Harvey, Andrew C.
25
Ooms, Marius
25
Laubach, Thomas
23
Zadrozny, Peter A.
23
Crowley, Patrick M.
22
Gupta, Rangan
22
Jungbacker, Borus
22
Kapetanios, George
22
Schorfheide, Frank
22
Fiorentini, Gabriele
21
Martin, Gael M.
21
Marcellino, Massimiliano
20
Sentana, Enrique
20
Chan, Joshua C. C.
19
Hindrayanto, Irma
19
Lucas, André
19
Snyder, Ralph D.
19
Schlicht, Ekkehart
18
Soares, Maria Joana
17
Aguiar-Conraria, Luís
16
Bos, Charles S.
16
Forbes, Catherine Scipione
16
Hyndman, Rob J.
16
Schaling, Eric
16
Shephard, Neil G.
16
Coenen, Günter
15
Darvas, Zsolt
15
Felipe, Jesus
15
Fernández-Villaverde, Jesús
15
Strachan, Rodney W.
15
Aloui, Chaker
14
Dar, Arif Billah
14
Everaert, Gerdie
14
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ECONIS (ZBW)
29
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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
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
6
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:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
9
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:
10
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:
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