Similar Search Results - EconBiz

Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix

Wu, Ping; Koop, Gary - 2023

Persistent link: https://www.econbiz.de/10014316242

Inducing sparsity and shrinkage in time-varying parameter models

Huber, Florian; Koop, Gary; Onorante, Luca - 2019

Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the estimates produced by these priors can still have appreciable...

Persistent link: https://www.econbiz.de/10012031047

Inducing sparsity and shrinkage in time-varying parameter models

Huber, Florian; Koop, Gary; Onorante, Luca - 2019

Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the estimates produced by these priors can still have appreciable...

Persistent link: https://www.econbiz.de/10012117683

Analysis of economic data

Koop, Gary - 2005 - 2. ed.

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

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

Instrumental variable regression model

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

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

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

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

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