Joshua C. C. Chan

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Person:281041

Available identifiers

zbMath Open chan.joshua-c-cMaRDI QIDQ281041

List of research outcomes





PublicationDate of PublicationType
Time Varying Dimension Models2025-01-20Paper
A New Model of Trend Inflation2025-01-20Paper
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure2024-10-28Paper
Large Order-Invariant Bayesian VARs with Stochastic Volatility2024-10-28Paper
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling2024-10-09Paper
Nonparametric estimation in economics: Bayesian and frequentist approaches2024-09-17Paper
Large Hybrid Time-Varying Parameter VARs2024-03-06Paper
Asymmetric conjugate priors for large Bayesian VARs2023-11-16Paper
High-dimensional conditionally Gaussian state space models with missing data2023-08-18Paper
Comparing stochastic volatility specifications for large Bayesian VARs2023-06-29Paper
Choosing between identification schemes in noisy-news models2023-04-27Paper
A regime switching skew-normal model of contagion2023-04-17Paper
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility2022-11-17Paper
Stochastic Model Specification Search for Time-Varying Parameter VARs2022-06-07Paper
Marginal Likelihood Estimation with the Cross-Entropy Method2022-05-31Paper
Specification tests for time-varying parameter models with stochastic volatility2022-03-09Paper
Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach2021-11-16Paper
Reducing the state space dimension in a large TVP-VAR2020-06-18Paper
Modelling breaks and clusters in the steady states of macroeconomic variables2018-11-23Paper
Comparing hybrid time-varying parameter VARs2018-10-08Paper
Fast computation of the deviance information criterion for latent variable models2018-08-15Paper
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter2018-08-09Paper
Large Bayesian VARMAs2016-05-10Paper
Pitfalls of estimating the marginal likelihood using the modified harmonic mean2015-10-05Paper
Moving average stochastic volatility models with application to inflation forecast2014-04-03Paper
Statistical Modeling and Computation2013-09-23Paper
Improved cross-entropy method for estimation2012-12-07Paper
Rare-event probability estimation with conditional Monte Carlo2012-03-08Paper
A comparison of cross-entropy and variance minimization strategies2011-10-25Paper
Efficient estimation of large portfolio loss probabilities in \(t\)-copula models2010-06-11Paper
Efficient simulation and integrated likelihood estimation in state space models2010-01-26Paper

Research outcomes over time

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