Browsing by Author Chan, Chi Chun (Joshua)
Showing results 9 to 19 of 19
Marginal Likelihood Estimation with the Cross-Entropy Method
Author(s) | Chan, Chi Chun (Joshua); Eisenstat, Eric |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
MCMC Estimation of Restricted Covariance Matrices
Author(s) | Chan, Chi Chun (Joshua); Jeliazkov, Ivan |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
Author(s) | Chan, Chi Chun (Joshua); Koop, Gary |
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Type | Journal article |
Date Published | 2014 |
Date Created | - |
Moving average stochastic volatility models with application to inflation forecast
Author(s) | Chan, Chi Chun (Joshua) |
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Type | Journal article |
Date Published | 2013 |
Date Created | - |
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
Author(s) | Chan, Chi Chun (Joshua); Grant, Angelia |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
Priors and posterior computation in linear endogenous variable models with imperfect instruments
Author(s) | Chan, Chi Chun (Joshua); Tobias, Justin |
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Type | Journal article |
Date Published | 2014 |
Date Created | - |
Rare-event probability estimation with conditional Monte Carlo
Author(s) | Chan, Chi Chun (Joshua); Kroese, Dirk |
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Type | Journal article |
Date Published | 2011 |
Date Created | - |
Replication of the results in 'learning about heterogeneity in returns to schooling'
Author(s) | Chan, Chi Chun (Joshua) |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
Stochastic Model Specification Search for Time-Varying Parameter VARs
Author(s) | Eisenstat, Eric; Chan, Chi Chun (Joshua); Strachan, Rodney |
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Type | Journal article |
Date Published | 2016 |
Date Created | - |
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
Author(s) | Chan, Chi Chun (Joshua) |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
Time Varying Dimension Models
Author(s) | Chan, Chi Chun (Joshua); Koop, Gary; Leon-Gonzalez, Roberto, et al |
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Type | Journal article |
Date Published | 2012 |
Date Created | - |
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