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Showing results 6 to 25 of 39
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Issue Date
Title
Author(s)
2018-10-01
Comparing hybrid time-varying parameter VARs
Chan, JCC
;
Eisenstat, E
2011-01-01
A comparison of cross-entropy and variance minimization strategies
Chan, JCC
;
Glynn, PW
;
Kroese, DP
2020-01-01
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, JCC
;
Eisenstat, E
;
Hou, C
;
Koop, G
2017-11-01
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, JCC
;
Eisenstat, E
2020-03-02
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, JCC
;
Jacobi, L
;
Zhu, D
2014-09-29
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
Chan, JCC
;
Hsiao, CYL
2016-01-01
Fast computation of the deviance information criterion for latent variable models
Chan, JCC
;
Grant, AL
2011-12-01
Fitting mixture importance sampling distributions via improved cross-entropy
Brereton, TJ
;
Chan, JCC
;
Kroese, DP
2012-09-01
Improved cross-entropy method for estimation
Chan, JCC
;
Kroese, DP
2016-06-01
Large Bayesian VARMAs
Chan, JCC
;
Eisenstat, E
;
Koop, G
2020-01-02
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure
Chan, JCC
2020-01-01
Large Bayesian Vector Autoregressions
Chan, JCC
2015-01-01
Marginal Likelihood Estimation with the Cross-Entropy Method
Chan, JCC
;
Eisenstat, E
2018-09-01
Measuring Inflation Expectations Uncertainty Using High-Frequency Data
Chan, JCC
;
Song, Y
2021-07-01
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, JCC
2016-02-01
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, JCC
;
Grant, AL
2014-01-01
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, JCC
;
Koop, G
2013-01-01
Moving average stochastic volatility models with application to inflation forecast
Chan, JCC
2018-02-01
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
Chan, JCC
;
Clark, TE
;
Koop, G
2013-04-18
A new model of trend inflation
Chan, JCC
;
Koop, G
;
Potter, SM