The following pages link to Joshua C. C. Chan (Q281041):
Displaying 31 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
- Rare-event probability estimation with conditional Monte Carlo (Q666350) (← links)
- Improved cross-entropy method for estimation (Q693334) (← links)
- Efficient estimation of large portfolio loss probabilities in \(t\)-copula models (Q976453) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554) (← links)
- Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
- Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
- Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
- Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
- Efficient simulation and integrated likelihood estimation in state space models (Q2655891) (← links)
- A regime switching skew-normal model of contagion (Q2697018) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Statistical Modeling and Computation (Q2849643) (← links)
- A comparison of cross-entropy and variance minimization strategies (Q3094483) (← links)
- Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
- Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
- Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516) (← links)
- Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
- Nonparametric estimation in economics: Bayesian and frequentist approaches (Q6607060) (← links)
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
- Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure (Q6626285) (← links)
- Time Varying Dimension Models (Q6666878) (← links)
- A New Model of Trend Inflation (Q6666905) (← links)
