Dr Joshua Chan
Current affiliation: Australian National University
Subject: Economics
Primary location: Australia
A New Model of Trend Inflation
Published in:Journal of Business and Economic Statistics
Publication date:2013-01-01
Time Varying Dimension Models
Published in:Journal of Business and Economic Statistics
Publication date:2012-07-01
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
Published in:Journal of Applied Econometrics
Publication date:2014-03-18COMPUTATION WITH IMPERFECT INSTRUMENTS
Statistical Modeling and Computation
Published in:Not available
Publication date:2014-01-01
Moving Average Stochastic Volatility Models with Application to Inflation Forecast
Published in:SSRN Electronic Journal
Publication date:Not available
A New Model of Trend Inflation
Published in:SSRN Electronic Journal
Publication date:Not available
Marginal Likelihood Estimation with the Cross-Entropy Method
Published in:SSRN Electronic Journal
Publication date:Not available
Randomized methods for solving the Winner Determination Problem in combinatorial auctions
Published in:2008 Winter Simulation Conference
Publication date:2008-12-01
Fitting mixture importance sampling distributions via improved cross-entropy
Published in:Proceedings of the 2011 Winter Simulation Conference (WSC)
Publication date:2011-12-01
Monte Carlo Methods for Portfolio Credit Risk
Published in:Credit Securitizations and Derivatives
Publication date:2013-08-29
Invariant Inference and Efficient Computation in the Static Factor Model
Published in:SSRN Electronic Journal
Publication date:Not available
Replication of the results in ?learning about heterogeneity in returns to schooling?
Published in:Journal of Applied Econometrics
Publication date:2005-01-01
Fast Computation of the Deviance Information Criterion for Latent Variable Models
Published in:SSRN Electronic Journal
Publication date:Not available
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
Published in:SSRN Electronic Journal
Publication date:Not available
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
Published in:SSRN Electronic Journal
Publication date:2013-01-01
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
Published in:SSRN Electronic Journal
Publication date:Not available
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
Published in:SSRN Electronic Journal
Publication date:Not available
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
Published in:SSRN Electronic Journal
Publication date:Not available
Time Varying Dimension Models
Published in:SSRN Electronic Journal
Publication date:Not available
Moving average stochastic volatility models with application to inflation forecast
Published in:Journal of Econometrics
Publication date:2013-10-01
A Regime Switching Skew-Normal Model for Measuring Financial Crisis and Contagion
Published in:SSRN Electronic Journal
Publication date:Not available
Improved cross-entropy method for estimation
Published in:Statistics and Computing
Publication date:2011-09-22
Rare-event probability estimation with conditional Monte Carlo
Published in:Annals of Operations Research
Publication date:2009-03-24
Stochastic Model Specification Search for Time-Varying Parameter VARs
Published in:SSRN Electronic Journal
Publication date:Not available
MCMC Estimation of Restricted Covariance Matrices
Published in:Journal of Computational and Graphical Statistics
Publication date:2009-01-01
Efficient simulation and integrated likelihood estimation in state space models
Published in:International Journal of Mathematical Modelling and Numerical Optimisation
Publication date:2009-01-01
Efficient estimation of large portfolio loss probabilities in t-copula models
Published in:European Journal of Operational Research
Publication date:2010-09-01
Marginal Likelihood Estimation with the Cross-Entropy Method
Published in:Econometric Reviews
Publication date:2014-10-24