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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
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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
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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
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua; Eisenstat, Eric - 2012
Persistent link: https://www.econbiz.de/10009562438
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 358-367
Persistent link: https://www.econbiz.de/10009657279
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2010
Persistent link: https://www.econbiz.de/10008657953
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A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342382
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A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015
Persistent link: https://www.econbiz.de/10011386660
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - 2014
Persistent link: https://www.econbiz.de/10010431594
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua; Grant, Angelia L. - 2016
Persistent link: https://www.econbiz.de/10011756222