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~isPartOf:"Journal of econometrics"
~isPartOf:"Strathclyde discussion papers in economics"
~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
~subject:"Theorie"
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Monte Carlo simulation
Regressionsanalyse
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Bayes-Statistik
24
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21
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15
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15
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13
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Koop, Gary
Dijk, Herman K. van
7
Casarin, Roberto
6
Chib, Siddhartha
6
Billio, Monica
5
Korobilis, Dimitris
5
Li, Yong
5
Yu, Jun
5
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4
Huber, Florian
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
Zhang, Xinyu
4
Bauwens, Luc
3
Chan, Joshua
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Kim, Chang-jin
3
Li, Junye
3
Norets, Andriy
3
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3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
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3
Tsionas, Efthymios G.
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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University of Strathclyde / Department of Economics
7
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Journal of econometrics
Strathclyde discussion papers in economics
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / University of Leicester, Department of Economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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3
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3
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3
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3
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3
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2
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2
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2
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ECONIS (ZBW)
24
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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
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
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:
5
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:
6
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:
7
Bayesian inference in the time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
8
Instrumental variable regression model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231272
Saved in:
9
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:
10
Model uncertainty in panel vector autoregressive models
Koop, Gary
;
Korobilis, Dimitris
-
2014
Persistent link: https://www.econbiz.de/10010403255
Saved in:
1
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