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~subject:"Bayesian model comparison"
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Bayesian model comparison
Bayesian inference
108
Bayes-Statistik
107
Theorie
94
Theory
94
Schätzung
78
Estimation
76
Time series analysis
61
Zeitreihenanalyse
61
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60
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60
State space model
58
Zustandsraummodell
58
VAR model
57
VAR-Modell
57
Volatility
54
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54
Forecasting model
52
Prognoseverfahren
52
Estimation theory
37
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37
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33
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33
Markov chain
30
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30
Modellierung
27
Scientific modelling
27
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17
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17
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15
Regression analysis
14
Regressionsanalyse
14
Option pricing theory
13
Optionspreistheorie
13
ARMA model
12
ARMA-Modell
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English
14
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Chan, Joshua
13
Grant, Angelia L.
7
Eisenstat, Eric
2
Fry-McKibbin, Renée
2
Hsiao, Cody Yu-Ling
2
Chan, Joshua C. C.
1
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CAMA working paper series
6
Economics letters
2
Econometric reviews
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Energy economics
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
14
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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
Saved in:
2
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10010244614
Saved in:
3
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
- In:
Economics letters
131
(
2015
),
pp. 29-33
Persistent link: https://www.econbiz.de/10011422529
Saved in:
4
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
5
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
6
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
7
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
8
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
9
A Bayesian model comparison for trend-cycle decompositions of output
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 525-552
Persistent link: https://www.econbiz.de/10011708075
Saved in:
10
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
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