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Analysis of economic data

Koop, Gary - 2009 - 3. ed.

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

Bayesian model averaging in the instrumental variable regression model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 171 (2012) 2, pp. 237-250

Persistent link: https://www.econbiz.de/10009691152

Empirical Bayesian inference in a nonparametric regression model

Koop, Gary; Poirier, Dale J. - In: State space and unobserved component models : theory …, (pp. 152-170). 2004

Persistent link: https://www.econbiz.de/10009719926

Instrumental variable regression model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - 2011

Persistent link: https://www.econbiz.de/10009231272

Bayesian variants of some classical semiparametric regression techniques

Koop, Gary; Poirier, Dale J. - In: Journal of econometrics 123 (2004) 2, pp. 259-282

Persistent link: https://www.econbiz.de/10002361717

Semiparametric Bayesian inference in smooth coefficient models

Koop, Gary (contributor); Tobias, Justin L. (contributor) - 2003

Persistent link: https://www.econbiz.de/10002457195

Analysis of economic data

Koop, Gary - 2005 - 2. ed.

Persistent link: https://www.econbiz.de/10002100222

Semiparametric Bayesian inference in smooth coefficient models

Koop, Gary; Tobias, Justin L. - In: Journal of econometrics 134 (2006) 1, pp. 283-315

Persistent link: https://www.econbiz.de/10003368428

Analysis of economic data

Koop, Gary - 2000

Persistent link: https://www.econbiz.de/10001430356

Bayesian Compressed Vector Autoregressions

Koop, Gary - 2017

Macroeconomists are increasingly working with large Vector Autoregressions (VARs) where the number of parameters vastly exceeds the number of observations. Existing approaches either involve prior shrinkage or the use of factor methods. In this paper, we develop an alternative based on ideas...

Persistent link: https://www.econbiz.de/10012969692