1. A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve. (15th January 2015) Authors: Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. Journal: Journal of applied econometrics Issue: Volume 31:Number 3(2016) Page Start: 551 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. An automated prior robustness analysis in Bayesian model comparison. (8th January 2022) Authors: Chan, Joshua C. C.; Jacobi, Liana; Zhu, Dan Journal: Journal of applied econometrics Issue: Volume 37:Number 3(2022) Page Start: 583 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Asymmetric conjugate priors for large Bayesian VARs. Issue 3 (19th July 2022) Authors: Chan, Joshua C. C. Journal: Quantitative economics Issue: Volume 13:Issue 3(2022) Page Start: 1145 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Bayesian model comparison for time‐varying parameter VARs with stochastic volatility. (13th March 2018) Authors: Chan, Joshua C. C.; Eisenstat, Eric Journal: Journal of applied econometrics Issue: Volume 33:Number 4(2018) Page Start: 509 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Composite likelihood methods for large Bayesian VARs with stochastic volatility. (10th August 2020) Authors: Chan, Joshua C. C.; Eisenstat, Eric; Hou, Chenghan; Koop, Gary Journal: Journal of applied econometrics Issue: Volume 35:Number 6(2020) Page Start: 692 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation. (2nd March 2020) Authors: Chan, Joshua C. C.; Jacobi, Liana; Zhu, Dan Journal: Journal of forecasting Issue: Volume 39:Number 6(2020) Page Start: 934 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure. Issue 1 (2nd January 2020) Authors: Chan, Joshua C. C. Journal: Journal of business & economic statistics Issue: Volume 38:Issue 1(2020) Page Start: 68 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Nonparametric estimation in economics: Bayesian and frequentist approaches. (14th August 2017) Authors: Chan, Joshua C. C.; Henderson, Daniel J.; Parmeter, Christopher F.; Tobias, Justin L. Journal: Wiley interdisciplinary reviews Issue: Volume 9:Number 6(2017) Page Start: n/a Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments. (18th March 2014) Authors: Chan, Joshua C. C.; Tobias, Justin L. Journal: Journal of applied econometrics Issue: Volume 30:Number 4(2015) Page Start: 650 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Specification tests for time-varying parameter models with stochastic volatility. (14th September 2018) Authors: Chan, Joshua C. C. Journal: Econometric reviews Issue: Volume 37:Number 8(2018) Page Start: 807 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗