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Hauzenberger, Niko and Huber, Florian and Klieber, Karin and Marcellino, Massimilano (2024) Bayesian neural networks for macroeconomic analysis. Journal of Econometrics. 105843. ISSN 0304-4076
Cross, Jamie L. and Hou, Chenghan and Koop, Gary and Poon, Aubrey (2023) Large stochastic volatility in mean VARs. Journal of Econometrics, 236 (1). 105469. ISSN 0304-4076
Huber, Florian and Koop, Gary and Onorante, Luca and Pfarrhofer, Michael and Schreiner, Josef (2023) Nowcasting in a pandemic using non-parametric mixed frequency VARs. Journal of Econometrics, 232 (1). pp. 52-69. ISSN 0304-4076
Koop, Gary and Korobilis, Dimitris and Pettenuzzo, Davide (2019) Bayesian compressed vector autoregressions. Journal of Econometrics, 210 (1). pp. 135-154. ISSN 0304-4076
Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2016) Large Bayesian VARMAs. Journal of Econometrics, 192 (2). pp. 374-390. ISSN 0304-4076
Koop, Gary and Korobilis, Dimitris (2013) Large time-varying parameter VARs. Journal of Econometrics, 177 (2). pp. 185-198. ISSN 0304-4076
Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney (2012) Bayesian model averaging in the instrumental variable regression model. Journal of Econometrics, 171 (2). 237–250. ISSN 0304-4076
Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney (2011) Bayesian inference in a time varying cointegration model. Journal of Econometrics, 165 (2). pp. 210-220. ISSN 0304-4076
Koop, G.M. and Potter, S. (2010) A flexible approach to parametric inference in nonlinear and time varying time series models. Journal of Econometrics, 159 (1). pp. 134-150. ISSN 0304-4076
Pan, J. and Wang, H. and Tong, H. (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076
Koop, G.M. and Tobias, J. (2006) Semiparametric Bayesian inference in smooth coefficient models. Journal of Econometrics, 134. pp. 283-315. ISSN 0304-4076
Fernandez, Carmen and Koop, Gary and Steel, Mark (2005) Alternative efficiency measures for multiple-output production. Journal of Econometrics, 126 (2). pp. 411-444. ISSN 0304-4076
Dorfman, J. and Koop, G.M. (2005) Current developments in productivity and efficiency measurement. Journal of Econometrics, 126 (2). pp. 233-240. ISSN 0304-4076
Koop, Gary and Poirier, Dale J. (2004) Bayesian variants of some classical semiparametric regression techniques. Journal of Econometrics, 123 (2). pp. 259-282. ISSN 0304-4076
Koop, G.M. (2001) Bayesian inference in models based on equilibrium search theory. Journal of Econometrics, 102. pp. 311-338. ISSN 0304-4076