Authors: Chan, Joshua C C Eisenstat, Eric

Citation: C. Chan, Joshua C et Eisenstat, Eric, Marginal Likelihood Estimation with the Cross-Entropy Method, Econometric reviews , 34(3), 2015, pp. 256-285

Authors: Chan, Joshua C C

Citation: C. Chan, Joshua C, Specification tests for time-varying parameter models with stochastic volatility, Econometric reviews , 37(8), 2018, pp. 807-823

Authors: Eisenstat, Eric Chan, Joshua C C Strachan, Rodney W

Citation: Eisenstat, Eric et al., Stochastic Model Specification Search for Time-Varying Parameter VARs, Econometric reviews , 35(8-10), 2016, pp. 1638-1665