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Browsing byAuthorChan, JCC

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Issue DateTitleAuthor(s)
2022-01-01An automated prior robustness analysis in Bayesian model comparisonChan, JCC; Jacobi, L; Zhu, D
2018-06-01Bayesian model comparison for time-varying parameter VARs with stochastic volatilityChan, JCC; Eisenstat, E
2017-03-01A Bayesian Model Comparison for Trend-Cycle Decompositions of OutputGrant, AL; Chan, JCC
2021Bayesian State Space Models In MacroeconometricsChan, JCC; Strachan, RW
2016-04-01A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips CurveChan, JCC; Koop, G; Potter, SM
2018-10-01Comparing hybrid time-varying parameter VARsChan, JCC; Eisenstat, E
2011-01-01A comparison of cross-entropy and variance minimization strategiesChan, JCC; Glynn, PW; Kroese, DP
2020-01-01Composite likelihood methods for large Bayesian VARs with stochastic volatilityChan, JCC; Eisenstat, E; Hou, C; Koop, G
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
Showing results 1 to 20 of 39  next >