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~person:"Koop, Gary"
~subject:"Cointegration"
~subject:"Estimation"
~type:"book"
~type_genre:"Graue Literatur"
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Search: subject_exact:"VARMA model"
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Koop, Gary
Lütkepohl, Helmut
51
Mumtaz, Haroon
31
Pesaran, M. Hashem
28
Johansen, Søren
26
Gambetti, Luca
25
Marcellino, Massimiliano
23
Theodoridis, Konstantinos
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19
Castelnuovo, Efrem
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16
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15
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15
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14
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14
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14
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13
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12
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12
Rubio-Ramírez, Juan Francisco
11
Eickmeier, Sandra
10
Hecq, Alain W. J.
10
Kilian, Lutz
10
Mohaddes, Kamiar
10
Weber, Enzo
10
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9
Lubik, Thomas A.
9
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9
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9
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9
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8
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ECONIS (ZBW)
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
4
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
5
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
6
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
7
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
-
2012
Persistent link: https://www.econbiz.de/10009537673
Saved in:
8
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
9
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:
10
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009405764
Saved in:
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