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An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Koop, Gary - In: Journal of empirical finance 1 (1993) 3, pp. 343-364
Persistent link: https://www.econbiz.de/10001166760
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: International journal of forecasting 39 (2023) 1, pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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A Bayesian analysis of periodic integration
Franses, Philip H.; Koop, Gary - 1994
Persistent link: https://www.econbiz.de/10000122538
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans; Koop, Gary - 1996
Persistent link: https://www.econbiz.de/10000945728
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Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - 1992
Persistent link: https://www.econbiz.de/10000852381
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000966951
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Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary (contributor) - 1995
Persistent link: https://www.econbiz.de/10000918205
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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