Follow
Joshua Chan
Joshua Chan
Professor of Economics, Purdue University
Verified email at purdue.edu - Homepage
Title
Cited by
Cited by
Year
Bayesian Econometric Methods
JCC Chan, G Koop, DJ Poirier, JL Tobias
Cambridge University Press, 2019
5202019
Efficient simulation and integrated likelihood estimation in state space models
JCC Chan, I Jeliazkov
International Journal of Mathematical Modelling and Numerical Optimisation 1 …, 2009
3122009
Modeling energy price dynamics: GARCH versus stochastic volatility
JCC Chan, AL Grant
Energy Economics 54, 182-189, 2016
1812016
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
JCC Chan, E Eisenstat
Journal of Applied Econometrics 33 (4), 509-532, 2018
1692018
The stochastic volatility in mean model with time-varying parameters: An application to inflation modeling
JCC Chan
Journal of Business & Economic Statistics 35 (1), 17-28, 2017
1522017
Statistical Modeling and Computation
DP Kroese, JCC Chan
Springer, New York, 2014
1452014
Moving average stochastic volatility models with application to inflation forecast
JCC Chan
Journal of Econometrics 176 (2), 162-172, 2013
1392013
A new model of trend inflation
JCC Chan, G Koop, SM Potter
Journal of Business & Economic Statistics 31 (1), 94-106, 2013
1272013
A new model of inflation, trend inflation, and long-run inflation expectations
JCC Chan, TE Clark, G Koop
Journal of Money, Credit and Banking 50 (1), 5-53, 2018
1132018
Marginal likelihood estimation with the Cross-Entropy method
JCC Chan, E Eisenstat
Econometric Reviews 34 (3), 256-285, 2015
1022015
Efficient estimation of large portfolio loss probabilities in t-copula models
JCC Chan, DP Kroese
European Journal of Operational Research 205 (2), 361-367, 2010
942010
Time varying dimension models
JCC Chan, G Koop, R Leon-Gonzalez, RW Strachan
Journal of Business & Economic Statistics 30 (3), 358-367, 2012
872012
Fast computation of the deviance information criterion for latent variable models
JCC Chan, AL Grant
Computational Statistics & Data Analysis 100, 847-859, 2016
812016
Estimation of stochastic volatility models with heavy tails and serial dependence
JCC Chan, CYL Hsiao
Bayesian Inference in the Social Sciences, 159-180, 2014
812014
Large Bayesian VARs: A flexible Kronecker error covariance structure
JCC Chan
Journal of Business & Economic Statistics 38 (1), 68-79, 2020
802020
On the observed-data deviance information criterion for volatility modeling
JCC Chan, AL Grant
Journal of Financial Econometrics 14 (4), 772-802, 2016
782016
Stochastic model specification search for time-varying parameter VARs
E Eisenstat, JCC Chan, RW Strachan
Econometric Reviews 35 (8-10), 1638-1665, 2016
742016
Improved cross-entropy method for estimation
JCC Chan, DP Kroese
Statistics and computing 22, 1031-1040, 2012
722012
A bounded model of time variation in trend inflation, NAIRU and the Phillips curve
JCC Chan, G Koop, S Potter
Journal of Applied Econometrics 31 (3), 551-565, 2016
652016
Invariant inference and efficient computation in the static factor model
JCC Chan, R Leon-Gonzalez, RW Strachan
Journal of the American Statistical Association 113 (522), 819-828, 2018
562018
The system can't perform the operation now. Try again later.
Articles 1–20