Joshua Chan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multivariate stochastic volatility with co-heteroscedasticity
Studies in Nonlinear Dynamics and Econometrics
2025-11-06Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
Journal of Econometrics
2022-03-16Paper
Identifying noise shocks
Journal of Economic Dynamics and Control
2020-01-31Paper
Bayesian Econometric Methods2019-07-18Paper
Invariant inference and efficient computation in the static factor model
Journal of the American Statistical Association
2018-11-02Paper


Research outcomes over time


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