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