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~isPartOf:"Journal of econometrics"
~person:"Koop, Gary"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~subject:"VAR model"
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Cointegration
Monte Carlo simulation
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Theory
10
Bayes-Statistik
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Bayesian inference
8
Markov chain
6
Markov-Kette
6
Time series analysis
6
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Koop, Gary
Dijk, Herman K. van
7
Casarin, Roberto
6
Chib, Siddhartha
6
Billio, Monica
5
Li, Yong
5
Yu, Jun
5
Carriero, Andrea
4
Gallant, A. Ronald
4
Jensen, Mark J.
4
Kohn, Robert
4
Maheu, John M.
4
Marcellino, Massimiliano
4
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4
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4
Timmermann, Allan
4
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4
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3
Clark, Todd E.
3
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3
Fulop, Andras
3
Korobilis, Dimitris
3
Li, Junye
3
Petrova, Katerina
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
Tsionas, Efthymios G.
3
Zeng, Tao
3
Chan, Joshua
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
Giacomini, Raffaella
2
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2
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2
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2
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Journal of econometrics
Strathclyde discussion papers in economics
15
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / University of Leicester, Department of Economics
6
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 paper / Tinbergen Institute
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
Journal of applied econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
CAMA Working Paper
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2
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2
European economic review : EER
2
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The econometrics journal
2
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1
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1
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Foundations and trends in econometrics
1
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Journal of empirical finance
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Journal of forecasting
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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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)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Bayesian inference in models based on equilibrium search theory
Koop, Gary
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10001580628
Saved in:
9
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
Saved in:
10
Bayes factors and nonlinearity : evidence from economic time series
Koop, Gary
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 251-281
Persistent link: https://www.econbiz.de/10001252784
Saved in:
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