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subject:"Volatility"
type_genre:"Article in journal"
~person:"Koop, Gary"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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20
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Koop, Gary
Phillips, Peter C. B.
29
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18
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18
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16
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16
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13
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13
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12
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12
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12
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12
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12
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12
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11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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ECONIS (ZBW)
10
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1
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10
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1
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:
2
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:
3
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:
4
A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary
;
Potter, Simon M.
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10008839935
Saved in:
5
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
6
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
Saved in:
7
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
8
A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
Saved in:
9
Bayesian semi-nonparametric arch models
Koop, Gary
- In:
The review of economics and statistics
76
(
1994
)
1
,
pp. 176-181
Persistent link: https://www.econbiz.de/10001167709
Saved in:
10
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary
- In:
Journal of applied econometrics
7
(
1992
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
Saved in:
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