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subject:"Panel"
subject:"Stochastic process"
~person:"Koop, Gary"
~subject:"Statistical distribution"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
52
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29
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29
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25
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Koop, Gary
Pesaran, M. Hashem
76
Baltagi, Badi H.
74
Phillips, Peter C. B.
62
Lütkepohl, Helmut
53
Gao, Jiti
50
Hayakawa, Kazuhiko
36
Kilian, Lutz
32
Su, Liangjun
31
Hsiao, Cheng
29
Peng, Bin
29
Weidner, Martin
29
Chudik, Alexander
27
Kao, Chihwa
25
Westerlund, Joakim
25
Zhou, Qiankun
25
Inoue, Atsushi
24
Moon, Hyungsik Roger
23
Staszewska-Bystrova, Anna
23
Winker, Peter
23
Sarafidis, Vasilis
22
Bai, Jushan
20
Fernández-Val, Iván
20
Lee, Lung-fei
20
Linton, Oliver
20
Bresson, Georges
19
Bun, Maurice J. G.
19
Kapetanios, George
19
Koopman, Siem Jan
19
Sentana, Enrique
19
Han, Chirok
18
Einmahl, John H. J.
17
McAleer, Michael
17
Sul, Donggyu
17
Windmeijer, Frank
17
Cai, Zongwu
16
Pirotte, Alain
16
Chen, Jia
14
Park, Joon Y.
14
Yu, Jihai
14
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ECONIS (ZBW)
14
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1
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
4
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
5
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
6
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:
7
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:
8
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
9
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
10
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:
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