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~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Monte Carlo simulation
Nichtparametrisches Verfahren
Theorie
Bayes-Statistik
144
Bayesian inference
144
Theory
87
Forecasting model
65
Prognoseverfahren
65
VAR model
62
VAR-Modell
62
Time series analysis
50
Zeitreihenanalyse
50
Bayesian
29
Estimation theory
25
Schätztheorie
25
Regression analysis
21
Regressionsanalyse
21
Estimation
20
Schätzung
20
State space model
17
USA
17
United States
17
Zustandsraummodell
17
Markov chain
16
Markov-Kette
16
Cointegration
15
Kointegration
15
Phillips curve
15
Phillips-Kurve
15
Frühindikator
14
Inflation
14
Leading indicator
14
Nonparametric statistics
14
Induktive Statistik
13
Monte-Carlo-Simulation
13
Statistical inference
13
Modellierung
11
Scientific modelling
11
Economic forecast
10
Markov Chain Monte Carlo
10
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Free
53
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10
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Book / Working Paper
60
Article
32
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44
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44
Graue Literatur
41
Non-commercial literature
41
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30
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2
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English
92
Author
All
Koop, Gary
Dijk, Herman K. van
97
Schorfheide, Frank
74
Casarin, Roberto
65
Tsionas, Efthymios G.
61
Korobilis, Dimitris
47
Ravazzolo, Francesco
46
Kohn, Robert
39
Waggoner, Daniel F.
39
Strachan, Rodney W.
37
Billio, Monica
36
Marcellino, Massimiliano
35
Hoogerheide, Lennart
34
Bauwens, Luc
33
Frühwirth-Schnatter, Sylvia
33
Chan, Joshua
31
Clark, Todd E.
31
Koopman, Siem Jan
31
Grassi, Stefano
30
Hoogerheide, Lennart F.
30
Del Negro, Marco
29
Geweke, John
29
Timmermann, Allan
29
Carriero, Andrea
27
Chib, Siddhartha
26
Huber, Florian
26
Pettenuzzo, Davide
26
Zha, Tao
26
Elliott, Robert J.
25
Lang, Stefan
25
Martin, Gael M.
24
Paap, Richard
24
Ciccarelli, Matteo
23
Kneib, Thomas
23
Peters, Gareth
23
Rubio-Ramírez, Juan Francisco
23
Zhang, Xibin
23
Bos, Charles S.
22
Kaufmann, Sylvia
22
Lütkepohl, Helmut
22
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University of Strathclyde / Department of Economics
7
University of British Columbia / Finance Division
2
Federal Reserve Bank of New York
1
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Journal of econometrics
11
Strathclyde discussion papers in economics
11
Discussion papers / University of Leicester, Department of Economics
6
Federal Reserve Bank of Cleveland working paper series
6
Discussion paper / Tinbergen Institute
3
International journal of forecasting
3
Journal of applied econometrics
3
CAMA working paper series
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / CEPR
2
Econometric exercises
2
European economic review : EER
2
FRB of Cleveland Working Paper
2
Finance working papers
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Staff reports / Federal Reserve Bank of New York
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
CAMA Working Paper
1
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1
CESifo working papers
1
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1
Cambridge working papers in economics
1
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1
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1
FRB NY Staff Report
1
GRIPS discussion papers
1
JRC working papers in economics and finance
1
Journal of empirical finance
1
Journal of forecasting
1
Nonlinear time series analysis of business cycles
1
State space and unobserved component models : theory and applications
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
Working papers / Brandeis University, Department of Economics and International Business School
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ECONIS (ZBW)
92
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51
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:
52
Bayesian model averaging in the instrumental variable regression model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10008934781
Saved in:
53
Model uncertainty in Panel Vector Autoregressive models
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
81
(
2016
),
pp. 115-131
Persistent link: https://www.econbiz.de/10011742044
Saved in:
54
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Koop, Gary
-
2009
use of
Markov
chain
Monte Carlo methods developed for state space models and we describe these algorithms. The focus is on …
Persistent link: https://www.econbiz.de/10013153539
Saved in:
55
Forecasting with dimension switching VARs
Koop, Gary
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
Saved in:
56
A new index of financial conditions
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
71
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
Saved in:
57
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
58
A flexible approach to parametric inference in nonlinear time series models
Koop, Gary
(
contributor
);
Potter, Simon M.
(
contributor
)
-
2007
and prediction are available. In this paper, we apply Bayesian methods using a
Markov
Chain
Monte Carlo (MCMC) algorithm …
Persistent link: https://www.econbiz.de/10003519806
Saved in:
59
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:
60
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:
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