| Bayesian model comparison for time‐varying parameter VARs with stochastic volatility JCC Chan, E Eisenstat Journal of applied econometrics 33 (4), 509-532, 2018 | 254 | 2018 |
| Marginal likelihood estimation with the cross-entropy method JCC Chan, E Eisenstat Econometric Reviews 34 (3), 256-285, 2015 | 127 | 2015 |
| Stochastic model specification search for time-varying parameter VARs E Eisenstat, JCC Chan, RW Strachan Econometric Reviews 35 (8-10), 1638-1665, 2016 | 93 | 2016 |
| Reducing the state space dimension in a large TVP-VAR JCC Chan, E Eisenstat, RW Strachan Journal of Econometrics 218 (1), 105-118, 2020 | 69 | 2020 |
| Large Bayesian VARMAs JCC Chan, E Eisenstat, G Koop Journal of Econometrics 192 (2), 374-390, 2016 | 41 | 2016 |
| Modelling inflation volatility E Eisenstat, RW Strachan Journal of Applied Econometrics 31 (5), 805-820, 2016 | 36 | 2016 |
| Comparing hybrid time-varying parameter VARs JCC Chan, E Eisenstat Economics Letters 171, 1-5, 2018 | 30 | 2018 |
| Semiotics and persuasion in marketing communication M Epure, E Eisenstat, C Dinu Linguistic and Philosophical Investigations 13, 592, 2014 | 24 | 2014 |
| Efficient estimation of Bayesian VARMAs with time‐varying coefficients JCC Chan, E Eisenstat Journal of Applied Econometrics 32 (7), 1277-1297, 2017 | 21 | 2017 |
| Composite likelihood methods for large Bayesian VARs with stochastic volatility JCC Chan, E Eisenstat, C Hou, G Koop Journal of Applied Econometrics 35 (6), 692-711, 2020 | 15 | 2020 |
| Large Bayesian VARs with factor stochastic volatility: Identification, order invariance and structural analysis J Chan, E Eisenstat, X Yu arXiv preprint arXiv:2207.03988, 2022 | 11 | 2022 |
| Reducing dimensions in a large TVP-VAR E Eisenstat, JCC Chan, RW Strachan Economics Discipline Group, UTS Business School, University of Technology …, 2018 | 7 | 2018 |
| Identifying noise shocks L Benati, J Chan, E Eisenstat, G Koop Journal of Economic Dynamics and Control 111, 103780, 2020 | 5 | 2020 |
| Gibbs samplers for VARMA and its extensions JCC Chan, E Eisenstat ANU Working Papers in Economics and Econometrics, 2013 | 4 | 2013 |
| Reducing dimensions in a large TVP-VAR JCC Chan, E Eisenstat, RW Strachan CAMA Working Paper, 2018 | 3 | 2018 |
| Identifying noise shocks J Chan, L Benati, E Eisenstat, G Koop Economics Discipline Group, UTS Business School, University of Technology …, 2018 | 2 | 2018 |
| Large Bayesian VARMAs JCC Chan, E Eisenstat, G Koop | 2 | 2014 |
| On Deep-Fake Stock Prices and Why Investor Behavior Might Not Matter C Vâlsan, E Druică, E Eisenstat Algorithms 15 (12), 475, 2022 | 1 | 2022 |
| Choosing between identification schemes in noisy-news models JCC Chan, E Eisenstat, G Koop Studies in Nonlinear Dynamics & Econometrics 26 (1), 99-136, 2022 | 1 | 2022 |
| Can news and noise shocks be disentangled? L Benati, E Eisenstat, G Koop Department of Economics, 2018 | 1 | 2018 |
Joshua ChanProfessor of Economics, Purdue UniversityПодтвержден адрес электронной почты в домене purdue.edu
