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Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel; Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735895
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Large time-varying parameter VARs
Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2010
Persistent link: https://www.econbiz.de/10008657953
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Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
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Forecasting with medium and large Bayesian VARs
Koop, Gary - In: Journal of applied econometrics 28 (2013) 2, pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
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A flexible approach to parametric inference in nonlinear time series models
Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519806
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Analysis of economic data
Koop, Gary - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10003782011
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Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014326677
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Large stochastic volatility in mean VARs
Cross, Jamie; Hou, Chenghan; Koop, Gary; Poon, Aubrey - In: Journal of econometrics 236 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie; Hou, Chenghan; Koop, Gary; Poon, Aubrey - 2021
Persistent link: https://www.econbiz.de/10012628432