Yu, Xuewen
- Large Order-Invariant Bayesian VARs with Stochastic Volatility
2021/11/14 by Chan, Joshua C. C., Koop, Gary, Yu, Xuewen · 5 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis
2022/07/08 by Joshua C. C. Chan, Chan, Joshua, Eric Eisenstat +3 · 1 citation
Computer Science · Engineering · #Bayesian Modeling and Causal Inference #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Fault Detection and Control Systems #Methodology (stat.ME) #Neural Networks and Applications
- Large Structural VARs with Multiple Sign and Ranking Restrictions
2025/03/26 by Chan, Joshua, Matthes, Christian, Yu, Xuewen · 1 citation
#Econometrics (econ.EM) #FOS: Economics and business