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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - In: Journal of applied econometrics 37 (2022) 3, pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
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Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics
Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812
Persistent link: https://www.econbiz.de/10015156775
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Priors and posterior computation in linear endogenous variable models with imperfect instruments
Chan, Joshua; Tobias, Justin L. - In: Journal of applied econometrics 30 (2015) 4, pp. 650-674
Persistent link: https://www.econbiz.de/10011332855
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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
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua; Koop, Gary; Potter, Simon M. - In: Journal of applied econometrics 31 (2016) 3, pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
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Replication of the results in 'learning about heterogeneity in returns to schooling'
Chan, Joshua C. C. - In: Journal of applied econometrics 20 (2005) 3, pp. 439-443
Persistent link: https://www.econbiz.de/10002807281