Joshua C. C. Chan

Available identifiers

zbMath Open chan.joshua-c-cMaRDI QIDQ281041

List of research outcomes

Publication	Date of Publication	Type
Time Varying Dimension Models	2025-01-20	Paper
A New Model of Trend Inflation	2025-01-20	Paper
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure	2024-10-28	Paper
Large Order-Invariant Bayesian VARs with Stochastic Volatility	2024-10-28	Paper
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling	2024-10-09	Paper
Nonparametric estimation in economics: Bayesian and frequentist approaches	2024-09-17	Paper
Large Hybrid Time-Varying Parameter VARs	2024-03-06	Paper
Asymmetric conjugate priors for large Bayesian VARs	2023-11-16	Paper
High-dimensional conditionally Gaussian state space models with missing data	2023-08-18	Paper
Comparing stochastic volatility specifications for large Bayesian VARs	2023-06-29	Paper
Choosing between identification schemes in noisy-news models	2023-04-27	Paper
A regime switching skew-normal model of contagion	2023-04-17	Paper
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility	2022-11-17	Paper
Stochastic Model Specification Search for Time-Varying Parameter VARs	2022-06-07	Paper
Marginal Likelihood Estimation with the Cross-Entropy Method	2022-05-31	Paper
Specification tests for time-varying parameter models with stochastic volatility	2022-03-09	Paper
Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach	2021-11-16	Paper
Reducing the state space dimension in a large TVP-VAR	2020-06-18	Paper
Modelling breaks and clusters in the steady states of macroeconomic variables	2018-11-23	Paper
Comparing hybrid time-varying parameter VARs	2018-10-08	Paper
Fast computation of the deviance information criterion for latent variable models	2018-08-15	Paper
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter	2018-08-09	Paper
Large Bayesian VARMAs	2016-05-10	Paper
Pitfalls of estimating the marginal likelihood using the modified harmonic mean	2015-10-05	Paper
Moving average stochastic volatility models with application to inflation forecast	2014-04-03	Paper
Statistical Modeling and Computation	2013-09-23	Paper
Improved cross-entropy method for estimation	2012-12-07	Paper
Rare-event probability estimation with conditional Monte Carlo	2012-03-08	Paper
A comparison of cross-entropy and variance minimization strategies	2011-10-25	Paper
Efficient estimation of large portfolio loss probabilities in \(t\)-copula models	2010-06-11	Paper
Efficient simulation and integrated likelihood estimation in state space models	2010-01-26	Paper

Research outcomes over time

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