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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~subject:"VAR model"
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Monte Carlo simulation
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13
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12
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12
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7
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7
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Koop, Gary
Dijk, Herman K. van
8
Carriero, Andrea
7
Casarin, Roberto
7
Chib, Siddhartha
7
Marcellino, Massimiliano
7
Billio, Monica
6
Steel, Mark F. J.
6
Li, Yong
5
Maheu, John M.
5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
Chan, Joshua
3
Fernández, Carmen
3
Fulop, Andras
3
Hoogerheide, Lennart
3
Jacobi, Liana
3
Kaufmann, Sylvia
3
Kleibergen, Frank
3
Koopman, Siem Jan
3
Korobilis, Dimitris
3
Kumbhakar, Subal
3
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3
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3
Petrova, Katerina
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
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3
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3
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2
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Journal of applied econometrics
Journal of econometrics
Strathclyde discussion papers in economics
15
Federal Reserve Bank of Cleveland working paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International journal of forecasting
5
CAMA working paper series
4
Discussion papers / University of Leicester, Department of Economics
4
Discussion paper / Tinbergen Institute
3
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3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
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1
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Nonlinear time series analysis of business cycles
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ECONIS (ZBW)
13
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1
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
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:
4
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
5
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
6
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
7
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
8
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
9
Semiparametric Bayesian inference in multiple equation models
Koop, Gary
;
Poirier, Dale J.
;
Tobias, Justin L.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 723-747
Persistent link: https://www.econbiz.de/10003168876
Saved in:
10
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
Saved in:
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