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type_genre:"Amtsdruckschrift"
~person:"Asdrubali, Pierfederico"
~person:"Koop, Gary"
~person:"Pfarrhofer, Michael"
~subject:"Schätztheorie"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Vektorautoregressives Modell"
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Schätztheorie
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37
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37
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25
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25
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19
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19
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16
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Asdrubali, Pierfederico
Koop, Gary
Pfarrhofer, Michael
Lütkepohl, Helmut
13
Chan, Joshua
12
Mumtaz, Haroon
9
Clark, Todd E.
6
Kilian, Lutz
6
Kurita, Takamitsu
6
Marcellino, Massimiliano
6
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5
Inoue, Atsushi
5
Poon, Aubrey
5
Saikkonen, Pentti
5
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4
Cavicchioli, Maddalena
4
Chevillon, Guillaume
4
Croux, Christophe
4
Eisenstat, Eric
4
Gouriéroux, Christian
4
Kapetanios, George
4
Paruolo, Paolo
4
Petrova, Katerina
4
Rodriguez, Gabriel
4
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Trenkler, Carsten
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Economics letters
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
10
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
2
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
3
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary
;
Tole, Lise
- In:
Journal of empirical finance
24
(
2013
),
pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
Saved in:
10
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:
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