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Reconciled estimates of monthly GDP in the US

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022

Persistent link: https://www.econbiz.de/10012822269

Reconciled estimates of monthly GDP in the United States

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 563-577

Persistent link: https://www.econbiz.de/10014448358

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

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

"Objective" Bayesian unit root tests

Koop, Gary - In: Journal of applied econometrics 7 (1992) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10001119751

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

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