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subject:"Bayesian inference"
~person:"Koop, Gary"
~subject:"Dynamic equilibrium"
~subject:"Spieltheorie"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Bayesian inference
Dynamic equilibrium
Spieltheorie
Bayes-Statistik
141
Theorie
80
Theory
80
Forecasting model
63
Prognoseverfahren
63
VAR model
61
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61
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48
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24
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Statistical inference
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Economic forecast
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Markov chain
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141
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Koop, Gary
Dijk, Herman K. van
124
Ravazzolo, Francesco
114
Schorfheide, Frank
102
Casarin, Roberto
86
Tsionas, Efthymios G.
82
Korobilis, Dimitris
64
Marcellino, Massimiliano
61
Strachan, Rodney W.
60
Carriero, Andrea
58
Clark, Todd E.
53
Huber, Florian
50
Chan, Joshua
48
Billio, Monica
47
Bauwens, Luc
45
Hoogerheide, Lennart
45
Havránek, Tomáš
42
Del Negro, Marco
41
Crespo Cuaresma, Jesús
40
Österholm, Pär
40
Gupta, Rangan
39
Hoogerheide, Lennart F.
39
Paap, Richard
39
Martin, Gael M.
36
Canova, Fabio
35
Doppelhofer, Gernot
34
Feldkircher, Martin
34
Kohn, Robert
34
Allenby, Greg M.
33
Grassi, Stefano
33
Fernández-Villaverde, Jesús
32
Lang, Stefan
32
Leon-Gonzalez, Roberto
32
Pettenuzzo, Davide
32
Poon, Aubrey
31
Steel, Mark F. J.
31
Kaufmann, Sylvia
30
Robert, Christian P.
30
Tobias, Justin L.
30
Geweke, John
29
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University of Strathclyde / Department of Economics
7
University of British Columbia / Finance Division
2
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1
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Strathclyde discussion papers in economics
16
Discussion papers / University of Leicester, Department of Economics
10
Journal of econometrics
8
Federal Reserve Bank of Cleveland working paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CAMA working paper series
6
International economic review
5
Journal of applied econometrics
4
CAMA Working Paper
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
FRB of Cleveland Working Paper
3
International journal of forecasting
3
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2
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2
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2
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2
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2
Econometric reviews
2
European economic review : EER
2
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2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
ANU working papers in economics and econometrics
1
Advances in econometrics
1
CAMP working paper series
1
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1
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1
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1
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1
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1
Economic modelling
1
Economics letters
1
FRB NY Staff Report
1
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ECONIS (ZBW)
141
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1
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
Saved in:
2
Bayesian dynamic variable selection in high dimensions
Koop, Gary
;
Korobilis, Dimitris
- In:
International economic review
64
(
2023
)
3
,
pp. 1047-1074
Persistent link: https://www.econbiz.de/10014330280
Saved in:
3
Predictive density combination using a tree-based synthesis function
Chernis, Tony
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2023
Persistent link: https://www.econbiz.de/10014440961
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
6
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
7
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
8
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
9
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
10
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
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