Joshua Chan

Joshua Chan

Purdue University - West Lafayette / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1445946
person_outline Joshua Chan's MOST POPULAR ARTICLES
1-) Bayesian Econometric MethodsJCC Chan, G Koop, DJ Poirier, JL TobiasCambridge University Press, 20195102019
2-) Efficient simulation and integrated likelihood estimation in state space modelsJCC Chan, I JeliazkovInternational Journal of Mathematical Modelling and Numerical Optimisation 1 …, 20092892009
3-) Modeling energy price dynamics: GARCH versus stochastic volatilityJCC Chan, AL GrantEnergy Economics 54, 182-189, 20161702016
4-) Bayesian model comparison for time-varying parameter VARs with stochastic volatilityJCC Chan, E EisenstatJournal of Applied Econometrics 33 (4), 509-532, 20182352018
5-) Moving average stochastic volatility models with application to inflation forecastJCC ChanJournal of Econometrics 176 (2), 162-172, 20131742013