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Browsing byAuthorChan, JCC

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Issue DateTitleAuthor(s)
2017-11-01Efficient estimation of Bayesian VARMAs with time-varying coefficientsChan, JCC; Eisenstat, E
2020-03-02Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiationChan, JCC; Jacobi, L; Zhu, D
2014-09-29Estimation of Stochastic Volatility Models with Heavy Tails and Serial DependenceChan, JCC; Hsiao, CYL
2016-01-01Fast computation of the deviance information criterion for latent variable modelsChan, JCC; Grant, AL
2011-12-01Fitting mixture importance sampling distributions via improved cross-entropyBrereton, TJ; Chan, JCC; Kroese, DP
2012-09-01Improved cross-entropy method for estimationChan, JCC; Kroese, DP
2016-06-01Large Bayesian VARMAsChan, JCC; Eisenstat, E; Koop, G
2020-01-02Large Bayesian VARs: A Flexible Kronecker Error Covariance StructureChan, JCC
2020-01-01Large Bayesian Vector AutoregressionsChan, JCC
2015-01-01Marginal Likelihood Estimation with the Cross-Entropy MethodChan, JCC; Eisenstat, E
2018-09-01Measuring Inflation Expectations Uncertainty Using High-Frequency DataChan, JCC; Song, Y
2021-07-01Minnesota-type adaptive hierarchical priors for large Bayesian VARsChan, JCC
2016-02-01Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
2014-01-01Modelling breaks and clusters in the steady states of macroeconomic variablesChan, JCC; Koop, G
2013-01-01Moving average stochastic volatility models with application to inflation forecastChan, JCC
2018-02-01A New Model of Inflation, Trend Inflation, and Long-Run Inflation ExpectationsChan, JCC; Clark, TE; Koop, G
2013-04-18A new model of trend inflationChan, JCC; Koop, G; Potter, SM
2017-11-01Nonparametric estimation in economics: Bayesian and frequentist approachesChan, JCC; Henderson, DJ; Parmeter, CF; Tobias, JL
2016-09-01On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL
2015-06-01Pitfalls of estimating the marginal likelihood using the modified harmonic meanChan, JCC; Grant, AL
Showing results 9 to 28 of 39< previous   next >