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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Poon, Aubrey"
~subject:"Bayesian inference"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
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Cointegration
Bayesian inference
Deutschland
Bayes-Statistik
4
Estimation theory
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4
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3
Prognoseverfahren
3
Time series analysis
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Induktive Statistik
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Collection of articles written by one author
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Poon, Aubrey
Phillips, Peter C. B.
15
Tsionas, Efthymios G.
15
Lütkepohl, Helmut
11
Koop, Gary
9
Paruolo, Paolo
9
Zhang, Xinyu
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Zhang, Xibin
8
Johansen, Søren
7
Allenby, Greg M.
6
Boswijk, Herman Peter
6
Han, Xiaoyi
6
Kurita, Takamitsu
6
Tu, Yundong
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Gao, Jiti
5
Lechner, Michael
5
Lee, Lung-fei
5
Lopes, Hedibert Freitas
5
Simoni, Anna
5
Wang, Qiying
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Ardia, David
4
Cavaliere, Giuseppe
4
Chaturvedi, Anoop
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Doppelhofer, Gernot
4
Dunson, David B.
4
Gallant, A. Ronald
4
Guerrón-Quintana, Pablo A.
4
Hoffman, Dennis L.
4
Moosa, Imad A.
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Rasche, Robert H.
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Economics letters
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Finance research letters
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International journal of forecasting
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National Institute economic review : journal of the National Institute of Economic and Social Research
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ECONIS (ZBW)
4
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1
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
4
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
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