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Gary Koop

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Journal of Applied Econometrics (Chichester, England)|March 20, 2024
Subspace shrinkage in conjugate Bayesian vector autoregressionsFlorian Huber, Gary Koop
Studies in Nonlinear Dynamics and Econometrics|May 8, 2024
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo MethodsNiko Hauzenberger, Florian Huber, Gary Koop
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Showing results (1-10 of 2) with videos related to

Sort By:
Pageof 1
Journal of Applied Econometrics (Chichester, England)|March 20, 2024
Subspace shrinkage in conjugate Bayesian vector autoregressionsFlorian Huber, Gary Koop
Studies in Nonlinear Dynamics and Econometrics|May 8, 2024
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo MethodsNiko Hauzenberger, Florian Huber, Gary Koop
Pageof 1