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~person:"Théoret, Raymond"
~person:"Chan, Joshua"
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Search: subject:"Kalman filter"
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State space model
33
Zustandsraummodell
33
Estimation
21
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Time series analysis
17
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17
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16
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Théoret, Raymond
Chan, Joshua
Koopman, Siem Jan
201
Tiwari, Aviral Kumar
50
Proietti, Tommaso
38
Koop, Gary
30
Wel, Michel van der
28
Grassi, Stefano
27
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25
Ooms, Marius
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23
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22
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22
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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
Bos, Charles S.
16
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16
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16
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16
Shephard, Neil G.
16
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16
Aguiar-Conraria, Luís
15
Coenen, Günter
15
Darvas, Zsolt
15
Fernández-Villaverde, Jesús
15
Strachan, Rodney W.
15
Aloui, Chaker
14
Dar, Arif Billah
14
Everaert, Gerdie
14
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14
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Départment des sciences administratives, Université du Québec en Outaouais (UQO)
4
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1
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ECONIS (ZBW)
35
RePEc
6
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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
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
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