Browse by Journal or other publication
2024
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
2023
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
2019
Koop, Gary and Korobilis, Dimitris and Pettenuzzo, Davide (2019) Bayesian compressed vector autoregressions. Journal of Econometrics, 210 (1). pp. 135-154. ISSN 0304-4076
2016
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
2013
Koop, Gary and Korobilis, Dimitris (2013) Large time-varying parameter VARs. Journal of Econometrics, 177 (2). pp. 185-198. ISSN 0304-4076
2012
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
2011
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
2010
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
2008
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
2006
Koop, G.M. and Tobias, J. (2006) Semiparametric Bayesian inference in smooth coefficient models. Journal of Econometrics, 134. pp. 283-315. ISSN 0304-4076
2005
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
2004
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
2001
Koop, G.M. (2001) Bayesian inference in models based on equilibrium search theory. Journal of Econometrics, 102. pp. 311-338. ISSN 0304-4076