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~subject:"Stochastischer Prozess"
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Moving average stochastic vola...
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Stochastischer Prozess
Bayes-Statistik
85
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85
Theorie
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68
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61
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61
State space model
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Chan, Joshua
47
Eisenstat, Eric
12
Strachan, Rodney W.
12
Chan, Joshua C. C.
8
Doucet, Arnaud
5
Koop, Gary
5
Yu, Xuewen
5
Cross, Jamie
4
León-González, Roberto
4
Zhang, Bo
4
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3
Grant, Angelia L.
3
Hou, Chenghan
2
Clark, Todd E.
1
Hsiao, Cody Y. L.
1
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1
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CAMA working paper series
16
CAMA Working Paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
3
ANU working papers in economics and econometrics
2
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CAMA Working Paper 31/2013
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Energy economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2013
Persistent link: https://www.econbiz.de/10009750019
Saved in:
2
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2012
Persistent link: https://www.econbiz.de/10009655700
Saved in:
3
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:
4
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:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
6
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
7
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
8
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348808
Saved in:
9
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
Saved in:
10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
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