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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
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Posterior properties of long-run impulse responses
Koop, Gary - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 489-492
Persistent link: https://www.econbiz.de/10001170583
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans - In: Economics letters 59 (1998) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
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Parameter uncertainty and impulse response analysis
Koop, Gary - In: Journal of econometrics 72 (1996) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
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Bayesian compressed vector autoregressions
Pettenuzzo, Davide; Koop, Gary; Korobilis, Dimitris - 2016
Persistent link: https://www.econbiz.de/10011448989
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910