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~person:"Théoret, Raymond"
~person:"Chan, Joshua"
~person:"Strachan, Rodney W."
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Search: subject:"Kalman filter"
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State space model
42
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42
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23
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23
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21
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Théoret, Raymond
Chan, Joshua
Strachan, Rodney W.
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
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25
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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
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19
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19
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18
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16
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15
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Fernández-Villaverde, Jesús
15
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14
Dar, Arif Billah
14
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14
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ECONIS (ZBW)
44
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
Bayesian State Space Models in Macroeconometrics
Chan, Joshua CC
;
Strachan, Rodney W.
-
2020
estimation routines and their outputs. This discussion includes the
Kalman
filter
and smoother, and precision based algorithms …
Persistent link: https://www.econbiz.de/10014091729
Saved in:
5
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:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
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:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
10
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:
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