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subject:"Germany"
~person:"Koop, Gary"
~subject:"Bayesian inference"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Festschrift"
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Germany
Bayesian inference
Estimation theory
20
Schätztheorie
20
Time series analysis
10
Zeitreihenanalyse
10
Theorie
9
Theory
9
Bayes-Statistik
8
Estimation
6
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5
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5
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1988
2
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2
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2
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1701-1998
1
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1
Bayesian estimation
1
Bayesian identification
1
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1
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1
Bruttoinlandsprodukt
1
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Koop, Gary
Tsionas, Efthymios G.
14
Zhang, Xinyu
9
Zhang, Xibin
8
Lütkepohl, Helmut
7
Allenby, Greg M.
6
Han, Xiaoyi
6
Lechner, Michael
5
Lopes, Hedibert Freitas
5
Simoni, Anna
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Ardia, David
4
Chaturvedi, Anoop
4
Doppelhofer, Gernot
4
Dunson, David B.
4
Gallant, A. Ronald
4
Guerrón-Quintana, Pablo A.
4
Lee, Lung-fei
4
Poon, Aubrey
4
Tsay, Ruey S.
4
Zou, Guohua
4
Bollinger, Christopher R.
3
Canova, Fabio
3
Chan, Joshua
3
Florens, Jean-Pierre
3
Galakis, John
3
Hasselt, Martijn van
3
Hong, Han
3
Huber, Florian
3
Inoue, Atsushi
3
Kim, Chae-yŏng
3
Kohn, Robert
3
Krämer, Walter
3
Lesage, James P.
3
Loiza-Maya, Ruben
3
Lux, Thomas
3
Norets, Andriy
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Economics letters
1
International journal of forecasting
1
Journal of econometrics
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
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ECONIS (ZBW)
8
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1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
4
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
5
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
On identification of Bayesian DSGE models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 300-314
Persistent link: https://www.econbiz.de/10009785992
Saved in:
8
Bayesian model averaging in the instrumental variable regression model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 237-250
Persistent link: https://www.econbiz.de/10009691152
Saved in:
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