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~person:"Théoret, Raymond"
~person:"Chan, Joshua"
~subject:"Forecasting model"
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Forecasting model
State space model
33
Zustandsraummodell
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Estimation
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Time series analysis
17
Zeitreihenanalyse
17
Stochastic process
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Théoret, Raymond
Chan, Joshua
Koopman, Siem Jan
37
Grassi, Stefano
12
Gupta, Rangan
11
Koop, Gary
11
Snyder, Ralph D.
10
Koehler, Anne B.
9
Martin, Gael M.
9
Proietti, Tommaso
9
Chan, Joshua C. C.
8
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8
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7
Zadrozny, Peter A.
7
Bekiros, Stelios
6
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6
Nason, James Michael
6
Ooms, Marius
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Ord, John Keith
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Schwaab, Bernd
6
Wel, Michel van der
6
Dijk, Herman K. van
5
Forbes, Catherine Scipione
5
Maneesoonthorn, Worapree
5
Mazzi, Gian Luigi
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Mittnik, Stefan
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Nonejad, Nima
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Paccagnini, Alessia
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Poncela, Pilar
5
Ruiz, Esther
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Santucci de Magistris, Paolo
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Schorfheide, Frank
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5
Venditti, Fabrizio
5
Yaron, Amir
5
Audrino, Francesco
4
Bańbura, Marta
4
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4
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CAMA working paper series
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1
Journal of applied econometrics
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ECONIS (ZBW)
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1
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:
2
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:
3
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
4
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
5
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
6
Efficient estimation of Bayesian VARMAs with time‐varying coefficients
Chan, Joshua
;
Eisenstat, Eric
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1277-1297
Persistent link: https://www.econbiz.de/10011862722
Saved in:
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