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Up a level2023
Hauzenberger, Niko and Huber, Florian and Koop, Gary (2023) Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods. Studies in Nonlinear Dynamics and Econometrics, 28 (2). pp. 201-225. ISSN 1558-3708
Pan, Jiazhu and He, Yali (2023) Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations. Studies in Nonlinear Dynamics and Econometrics, 27 (3). pp. 377-395. ISSN 1558-3708
Liu, Jinshan and Pan, Jiazhu and Xia, Qiang and Xiao, Li (2023) On determination of the number of factors in an approximate factor model. Studies in Nonlinear Dynamics and Econometrics, 27 (3). pp. 285-298. ISSN 1558-3708
2021
Hauzenberger, Niko and Huber, Florian and Pfarrhofer, Michael and Zörner, Thomas O. (2021) Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics and Econometrics, 25 (2). 20180069. ISSN 1558-3708
2020
Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2020) Choosing between identification schemes in noisy-news models. Studies in Nonlinear Dynamics and Econometrics, 26 (1). pp. 99-136. ISSN 1558-3708
2014
Jochmann, Markus and Koop, Gary (2014) Regime-switching cointegration. Studies in Nonlinear Dynamics and Econometrics, 19 (1). 35–48. ISSN 1558-3708