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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - In: Journal of applied econometrics 7 (1992) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
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"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
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A review of nonparametric time series analysis
Härdle, Wolfgang - In: International statistical review : a journal of the … 65 (1997) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10001223827
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A Bayesian analysis of periodic integration
Franses, Philip Hans - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10001233075
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Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary (contributor) - In: Journal of econometrics 76 (1997) 1, pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
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Bayes factors and nonlinearity : evidence from economic time series
Koop, Gary - In: Journal of econometrics 88 (1999) 2, pp. 251-281
Persistent link: https://www.econbiz.de/10001252784
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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
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A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
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Bayesian semi-nonparametric arch models
Koop, Gary - In: The review of economics and statistics 76 (1994) 1, pp. 176-181
Persistent link: https://www.econbiz.de/10001167709