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Publications by Joshua C.C. Chan

Efficient Estimation of Bayesian VARMAs With Time-Varying Coefficients

Journal of Applied Econometrics

Social Sciences

English

Fast Computation of the Deviance Information Criterion for Latent Variable Models

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

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Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Journal of Business and Economic Statistics

Social Sciences

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Bayesian Shrinkage Estimation of Time-Varying Covariance Matrices in Financial Time Series

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A Spatial Autoregression Model With Time-Varying Coefficients

Statistics and its Interface

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A Semiparametric Recurrent Events Model With Time-Varying Coefficients

Statistics in Medicine

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Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers

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Bayesian Estimation of Hypocenter With Origin Time Eliminated.

Journal of Physics of the Earth

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Fast and Efficient Estimation of Individual Ancestry Coefficients

English

Modelling of the First-Order Time-Varying Filters With Periodically Variable Coefficients

Mathematical Problems in Engineering

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Exchange Rate Predictability and a Monetary Model With Time-Varying Cointegration Coefficients

Journal of International Money and Finance

English