Professor of Economics at Purdue. Bayesian macroeconometrics, state space models, large BVARs. Code for papers and textbook examples.
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Purdue University
- https://joshuachan.org/
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chan-jeliazkov-2009
chan-jeliazkov-2009 PublicMATLAB examples of the precision sampler from Chan and Jeliazkov (2009)
MATLAB
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