Narrow search
Showing 1 - 4 of 4
Cover Image
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Cover Image
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
Cover Image
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - In: Econometric reviews 35 (2016) 8/10, pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Cover Image
A new Bayesian model for contagion and interdependence
Poon, Aubrey; Zhu, Dan - In: Econometric reviews 41 (2022) 7, pp. 806-826
Persistent link: https://www.econbiz.de/10013364908