Similar Search Results

A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models

Koop, Gary; Steel, Mark F. J. - 1991

Persistent link: https://www.econbiz.de/10000823522

A Bayesian analysis of periodic integration

Franses, Philip H.; Koop, Gary - 1994

Persistent link: https://www.econbiz.de/10000122538

Analysis of economic data

Koop, Gary - 2009 - 3. ed.

Persistent link: https://www.econbiz.de/10003782011

A flexible approach to parametric inference in nonlinear time series models

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003519806

Time varying dimension models

Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2010

Persistent link: https://www.econbiz.de/10008657953

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

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

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

Regime-switching cointegration

Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48

Persistent link: https://www.econbiz.de/10011311202

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