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Browsing by Author Chan, Chi Chun (Joshua)

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Showing results 6 to 19 of 19

Fast Computation of the Deviance Information Criterion for Latent Variable Models

Author(s)Chan, Chi Chun (Joshua); Grant, Angelia
TypeJournal article
Date Published2014
Date Created-

Fitting mixture importance sampling distributions via improved cross-entropy

Author(s)Brereton, Tim J.; Chan, Chi Chun (Joshua); Kroese, Dirk
TypeConference paper
Date Published2011
Date CreatedDecember 11-14 2011
01_Chan_Improved_cross-entropy_method_2012.pdf.jpg

Improved cross-entropy method for estimation

Author(s)Chan, Chi Chun (Joshua); Kroese, Dirk
TypeJournal article
Date Published2012
Date Created-
01_Chan_Marginal_Likelihood_Estimation_2015.pdf.jpg

Marginal Likelihood Estimation with the Cross-Entropy Method

Author(s)Chan, Chi Chun (Joshua); Eisenstat, Eric
TypeJournal article
Date Published2015
Date Created-

MCMC Estimation of Restricted Covariance Matrices

Author(s)Chan, Chi Chun (Joshua); Jeliazkov, Ivan
TypeJournal article
Date Published2009
Date Created-

Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables

Author(s)Chan, Chi Chun (Joshua); Koop, Gary
TypeJournal article
Date Published2014
Date Created-

Moving average stochastic volatility models with application to inflation forecast

Author(s)Chan, Chi Chun (Joshua)
TypeJournal article
Date Published2013
Date Created-

Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean

Author(s)Chan, Chi Chun (Joshua); Grant, Angelia
TypeJournal article
Date Published2015
Date Created-

Priors and posterior computation in linear endogenous variable models with imperfect instruments

Author(s)Chan, Chi Chun (Joshua); Tobias, Justin
TypeJournal article
Date Published2014
Date Created-
02_Chan_Rare-event_probability_2011.pdf.jpg

Rare-event probability estimation with conditional Monte Carlo

Author(s)Chan, Chi Chun (Joshua); Kroese, Dirk
TypeJournal article
Date Published2011
Date Created-

Replication of the results in 'learning about heterogeneity in returns to schooling'

Author(s)Chan, Chi Chun (Joshua)
TypeJournal article
Date Published2005
Date Created-

Stochastic Model Specification Search for Time-Varying Parameter VARs

Author(s)Eisenstat, Eric; Chan, Chi Chun (Joshua); Strachan, Rodney
TypeJournal article
Date Published2016
Date Created-

The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling

Author(s)Chan, Chi Chun (Joshua)
TypeJournal article
Date Published2015
Date Created-
02_Chan_Time_Varying_Dimension_M_2012.pdf.jpg

Time Varying Dimension Models

Author(s)Chan, Chi Chun (Joshua); Koop, Gary; Leon-Gonzalez, Roberto, et al
TypeJournal article
Date Published2012
Date Created-

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