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Moving average stochastic vola...
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Chan, Joshua
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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.
-
2012
Persistent link: https://www.econbiz.de/10009655700
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2
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
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3
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
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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
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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
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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
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7
BVARs and stochastic volatility
Chan, Joshua
- In:
Handbook of research methods and applications in …
,
(pp. 43-67)
.
2024
Persistent link: https://www.econbiz.de/10015189564
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8
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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9
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:
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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