Bayesian Econometric Methods JCC Chan, G Koop, DJ Poirier, JL Tobias Cambridge University Press, 2019 | 566 | 2019 |
Efficient simulation and integrated likelihood estimation in state space models JCC Chan, I Jeliazkov International Journal of Mathematical Modelling and Numerical Optimisation 1 …, 2009 | 371 | 2009 |
Modeling energy price dynamics: GARCH versus stochastic volatility JCC Chan, AL Grant Energy Economics 54, 182-189, 2016 | 238 | 2016 |
Bayesian model comparison for time-varying parameter VARs with stochastic volatility JCC Chan, E Eisenstat Journal of Applied Econometrics 33 (4), 509-532, 2018 | 222 | 2018 |
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 | 170 | 2017 |
Moving average stochastic volatility models with application to inflation forecast JCC Chan Journal of Econometrics 176 (2), 162-172, 2013 | 166 | 2013 |
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, New York, 2014 | 154 | 2014 |
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 | 136 | 2018 |
A new model of trend inflation JCC Chan, G Koop, SM Potter Journal of Business & Economic Statistics 31 (1), 94-106, 2013 | 133 | 2013 |
Marginal likelihood estimation with the cross-entropy method JCC Chan, E Eisenstat Econometric Reviews 34 (3), 256-285, 2015 | 110 | 2015 |
Large Bayesian VARs: A flexible Kronecker error covariance structure JCC Chan Journal of Business & Economic Statistics 38 (1), 68-79, 2020 | 106 | 2020 |
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 | 102 | 2010 |
Time varying dimension models JCC Chan, G Koop, R Leon-Gonzalez, RW Strachan Journal of Business & Economic Statistics 30 (3), 358-367, 2012 | 91 | 2012 |
On the observed-data deviance information criterion for volatility modeling JCC Chan, AL Grant Journal of Financial Econometrics 14 (4), 772-802, 2016 | 89 | 2016 |
Fast computation of the deviance information criterion for latent variable models JCC Chan, AL Grant Computational Statistics & Data Analysis 100, 847-859, 2016 | 89 | 2016 |
Estimation of stochastic volatility models with heavy tails and serial dependence JCC Chan, CYL Hsiao Bayesian Inference in the Social Sciences, 159-180, 2014 | 89 | 2014 |
Stochastic model specification search for time-varying parameter VARs E Eisenstat, JCC Chan, RW Strachan Econometric Reviews 35 (8-10), 1638-1665, 2016 | 86 | 2016 |
Improved cross-entropy method for estimation JCC Chan, DP Kroese Statistics and computing 22, 1031-1040, 2012 | 79 | 2012 |
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 | 77 | 2016 |
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter AL Grant, JCC Chan Journal of Economic Dynamics and Control 75, 114-121, 2017 | 68 | 2017 |