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Browsing byAuthorChan, JCC

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Showing results 21 to 39 of 39< previous 
Issue DateTitleAuthor(s)
2017-01-02The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation ModelingChan, JCC
2016-11-25Stochastic Model Specification Search for Time-Varying Parameter VARsEisenstat, E; Chan, JCC; Strachan, RW
2016-09-01On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL
2016-06-01Large Bayesian VARMAsChan, JCC; Eisenstat, E; Koop, G
2016-04-01A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips CurveChan, JCC; Koop, G; Potter, SM
2016-02-01Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
2016-01-01Fast computation of the deviance information criterion for latent variable modelsChan, JCC; Grant, AL
2015-06-01Pitfalls of estimating the marginal likelihood using the modified harmonic meanChan, JCC; Grant, AL
2015-01-01Marginal Likelihood Estimation with the Cross-Entropy MethodChan, JCC; Eisenstat, E
2015-01-01Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect InstrumentsChan, JCC; Tobias, JL
2014-09-29Estimation of Stochastic Volatility Models with Heavy Tails and Serial DependenceChan, JCC; Hsiao, CYL
2014-01-01Modelling breaks and clusters in the steady states of macroeconomic variablesChan, JCC; Koop, G
2013-04-18A new model of trend inflationChan, JCC; Koop, G; Potter, SM
2013-01-01Moving average stochastic volatility models with application to inflation forecastChan, JCC
2012-09-01Improved cross-entropy method for estimationChan, JCC; Kroese, DP
2012-07-30Time varying dimension modelsChan, JCC; Koop, G; Leon-Gonzalez, R; Strachan, RW
2011-12-01Fitting mixture importance sampling distributions via improved cross-entropyBrereton, TJ; Chan, JCC; Kroese, DP
2011-09-01Rare-event probability estimation with conditional Monte CarloChan, JCC; Kroese, DP
2011-01-01A comparison of cross-entropy and variance minimization strategiesChan, JCC; Glynn, PW; Kroese, DP
Showing results 21 to 39 of 39< previous