Roberto Leon-Gonzalez

National Graduate Institute for Policy Studies (GRIPS)

7-22-1 Roppongi, Minato-Ku

Tokyo 106-8677, Tokyo 106-8677

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

102

SSRN CITATIONS
Rank 45,725

SSRN RANKINGS

Top 45,725

in Total Papers Citations

6

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Invariant Inference and Efficient Computation in the Static Factor Model

CAMA Working Paper 32/2013
Number of pages: 29 Posted: 08 Jun 2013
Joshua C. C. Chan, Roberto Leon-Gonzalez and Rodney W. Strachan
University of Technology Sydney (UTS) - UTS Business School, National Graduate Institute for Policy Studies (GRIPS) and University of Queensland - School of Economics
Downloads 37 (446,581)
Citation 5

Abstract:

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2.

Time Varying Dimension Models

Number of pages: 27 Posted: 11 Aug 2011
Joshua C. C. Chan, Gary Koop, Roberto Leon-Gonzalez and Rodney W. Strachan
University of Technology Sydney (UTS) - UTS Business School, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, National Graduate Institute for Policy Studies (GRIPS) and University of Queensland - School of Economics
Downloads 29 (483,146)
Citation 5

Abstract:

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3.

Bayesian Inference in a Time Varying Cointegration Model

Number of pages: 37 Posted: 01 Aug 2011
Gary Koop, Roberto Leon-Gonzalez and Rodney W. Strachan
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, National Graduate Institute for Policy Studies (GRIPS) and University of Queensland - School of Economics
Downloads 28 (488,456)
Citation 2

Abstract:

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Bayesian, time varying cointegration, error correction model, reduced rank regression, Markov Chain Monte Carlo

4.

Multivariate Stochastic Volatility with Co-Heteroscedasticity

CAMA Working Paper No. 52/2018
Number of pages: 42 Posted: 22 Oct 2018
Joshua C. C. Chan, Arnaud Doucet, Roberto Leon-Gonzalez and Rodney W. Strachan
University of Technology Sydney (UTS) - UTS Business School, University of Oxford, National Graduate Institute for Policy Studies (GRIPS) and University of Queensland - School of Economics
Downloads 8 (609,024)
Citation 2

Abstract:

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Markov Chain Monte Carlo, Gibbs Sampling, Flexible Parametric Model, Particle Filter, Co-heteroscedasticity, state-space, reparameterization, alternating-order