Chan, Joshua C. C.
- 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)
- High-Dimensional Conditionally Gaussian State Space Models with Missing Data
2023/02/07 by Joshua C. C. Chan, Aubrey Poon, Chan, Joshua C. C. +3 · 3 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Methods and Bayesian Inference
- Asymmetric Conjugate Priors for Large Bayesian VARs
2021/11/13 by Chan, Joshua C. C. · 2 citations
#Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Statistics Theory (math.ST)
- Comparing Stochastic Volatility Specifications for Large Bayesian VARs
2022/08/28 by Chan, Joshua C. C. · 2 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
2024/07/02 by Joshua C. C. Chan, Davide Pettenuzzo, Chan, Joshua C. C. +5 · 2 citations
Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Economics and business #Monetary Policy and Economic Impact