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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10011341971
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Reducing dimensions in a large TVP-VAR
Chan, Joshua; Eisenstat, Eric; Strachan, Rodney W. - 2018
Persistent link: https://www.econbiz.de/10012203786
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009405741
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Bayesian inference in a time varying cointegration model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - 2011
Persistent link: https://www.econbiz.de/10009405764
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Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.; Leon-Gonzalez, Roberto; Strachan, … - 2013
Persistent link: https://www.econbiz.de/10009750016
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Estimation in non-linear non-Gaussian state space models with precision-based methods
Chan, Joshua C. C.; Strachan, Rodney W. - 2012
Persistent link: https://www.econbiz.de/10009561179
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Evidence on a DSGE business cycle model subject to neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.; Dijk, Herman K. van - 2012
Persistent link: https://www.econbiz.de/10009561224
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Bayesian state space models in macroeconometrics
Chan, Joshua; Strachan, Rodney W. - 2020
Persistent link: https://www.econbiz.de/10012533935
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994