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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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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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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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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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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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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James; Koopman, Siem Jan - 1998
Persistent link: https://www.econbiz.de/10000998337
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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
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335