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subject:"Deutschland"
subject:"Forecasting model"
~person:"Koop, Gary"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Forecasting model
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Estimation theory
19
Schätztheorie
19
Time series analysis
10
Zeitreihenanalyse
10
Theorie
9
Theory
9
Bayes-Statistik
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Bayesian inference
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Estimation
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VAR model
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VAR-Modell
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1988
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Forecasting
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Hierarchical prior
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Induktive Statistik
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Mixed frequency
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Nichtlineare Regression
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Regression analysis
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USA
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1701-1998
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Arbeitslosigkeit
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Bayesian estimation
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Bayesian identification
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Bayesian methods
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Bruttoinlandsprodukt
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Koop, Gary
Francq, Christian
18
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Rahbek, Anders
8
Cai, Zongwu
7
Ling, Shiqing
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Linton, Oliver
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Swanson, Norman R.
7
Tsay, Ruey S.
7
Ardia, David
6
Baltagi, Badi H.
6
Bauwens, Luc
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lahiri, Kajal
6
Maheswaran, S.
6
Paolella, Marc S.
6
Peng, Liang
6
Shang, Han Lin
6
Taylor, James W.
6
Baillie, Richard
5
Chan, Ngai Hang
5
Fosten, Jack
5
Hafner, Christian M.
5
Horváth, Lajos
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Krämer, Walter
5
Lechner, Michael
5
Lee, Ji Hyung
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Li, Guodong
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Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
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Rossi, Barbara
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Shi, Yanlin
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Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The review of economic studies
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ECONIS (ZBW)
5
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1
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
Saved in:
2
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
3
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
4
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
5
Estimation and forecasting in models with multiple breaks
Koop, Gary
;
Potter, Simon M.
- In:
The review of economic studies
74
(
2007
)
3
,
pp. 763-789
Persistent link: https://www.econbiz.de/10003481351
Saved in:
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