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Yu, Xuewen

  1. 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)
  2. 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
  3. 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