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Results: 1-19 |
Results: 19
BAYES FACTORS AND NONLINEARITY - EVIDENCE FROM ECONOMIC TIME-SERIES
Authors: KOOP G POTTER SM
Citation: G. Koop et Sm. Potter, BAYES FACTORS AND NONLINEARITY - EVIDENCE FROM ECONOMIC TIME-SERIES, Journal of econometrics, 88(2), 1999, pp. 251-281
ON THE SENSITIVITY OF UNIT-ROOT INFERENCE TO NONLINEAR DATA TRANSFORMATIONS
Authors: FRANSES PH KOOP G
Citation: Ph. Franses et G. Koop, ON THE SENSITIVITY OF UNIT-ROOT INFERENCE TO NONLINEAR DATA TRANSFORMATIONS, Economics letters, 59(1), 1998, pp. 7-15
MEASURING DIFFERENTIAL FOREST OUTCOMES - A TALE OF 2 COUNTRIES
Authors: KOOP G TOLE L
Citation: G. Koop et L. Tole, MEASURING DIFFERENTIAL FOREST OUTCOMES - A TALE OF 2 COUNTRIES, World development, 25(12), 1997, pp. 2043-2056
LEARNING ABOUT THE ACROSS-REGIME CORRELATION IN SWITCHING REGRESSION-MODELS
Authors: KOOP G POIRIER DJ
Citation: G. Koop et Dj. Poirier, LEARNING ABOUT THE ACROSS-REGIME CORRELATION IN SWITCHING REGRESSION-MODELS, Journal of econometrics, 78(2), 1997, pp. 217-227
BAYESIAN EFFICIENCY ANALYSIS THROUGH INDIVIDUAL EFFECTS - HOSPITAL COST FRONTIERS
Authors: KOOP G OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., BAYESIAN EFFICIENCY ANALYSIS THROUGH INDIVIDUAL EFFECTS - HOSPITAL COST FRONTIERS, Journal of econometrics, 76(1-2), 1997, pp. 77-105
BAYESIAN-ANALYSIS OF LONG MEMORY AND PERSISTENCE USING ARFIMA MODELS
Authors: KOOP G LEY E OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., BAYESIAN-ANALYSIS OF LONG MEMORY AND PERSISTENCE USING ARFIMA MODELS, Journal of econometrics, 76(1-2), 1997, pp. 149-169
A BAYESIAN-ANALYSIS OF PERIODIC INTEGRATION
Authors: FRANSES PH KOOP G
Citation: Ph. Franses et G. Koop, A BAYESIAN-ANALYSIS OF PERIODIC INTEGRATION, Journal of forecasting, 16(7), 1997, pp. 509-532
POSTERIOR PROPERTIES OF LONG-RUN IMPULSE RESPONSES (VOL 12, PG 489, 1994)
Authors: KOOP G OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., POSTERIOR PROPERTIES OF LONG-RUN IMPULSE RESPONSES (VOL 12, PG 489, 1994), Journal of business & economic statistics, 14(2), 1996, pp. 257-257
IMPULSE-RESPONSE ANALYSIS IN NONLINEAR MULTIVARIATE MODELS
Authors: KOOP G PESARAN MH POTTER SM
Citation: G. Koop et al., IMPULSE-RESPONSE ANALYSIS IN NONLINEAR MULTIVARIATE MODELS, Journal of econometrics, 74(1), 1996, pp. 119-147
PARAMETER UNCERTAINTY AND IMPULSE-RESPONSE ANALYSIS
Authors: KOOP G
Citation: G. Koop, PARAMETER UNCERTAINTY AND IMPULSE-RESPONSE ANALYSIS, Journal of econometrics, 72(1-2), 1996, pp. 135-149
AN EMPIRICAL-INVESTIGATION OF WAGNERS HYPOTHESIS BY USING A MODEL OCCURRENCE FRAMEWORK
Authors: KOOP G POIRIER DJ
Citation: G. Koop et Dj. Poirier, AN EMPIRICAL-INVESTIGATION OF WAGNERS HYPOTHESIS BY USING A MODEL OCCURRENCE FRAMEWORK, Journal of the Royal Statistical Society. Series A. Statistics in society, 158, 1995, pp. 123-141
BAYESIAN LONG-RUN PREDICTION IN TIME-SERIES MODELS
Authors: KOOP G OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., BAYESIAN LONG-RUN PREDICTION IN TIME-SERIES MODELS, Journal of econometrics, 69(1), 1995, pp. 61-80
RANK-ORDERED LOGIT-MODELS - AN EMPIRICAL-ANALYSIS OF ONTARIO VOTER PREFERENCES
Authors: KOOP G POIRIER DJ
Citation: G. Koop et Dj. Poirier, RANK-ORDERED LOGIT-MODELS - AN EMPIRICAL-ANALYSIS OF ONTARIO VOTER PREFERENCES, Journal of applied econometrics, 9(4), 1994, pp. 369-388
POSTERIOR PROPERTIES OF LONG-RUN IMPULSE RESPONSES
Authors: KOOP G OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., POSTERIOR PROPERTIES OF LONG-RUN IMPULSE RESPONSES, Journal of business & economic statistics, 12(4), 1994, pp. 489-492
BAYESIAN EFFICIENCY ANALYSIS WITH A FLEXIBLE FORM - THE AIM COST FUNCTION
Authors: KOOP G OSIEWALSKI J STEEL MFJ
Citation: G. Koop et al., BAYESIAN EFFICIENCY ANALYSIS WITH A FLEXIBLE FORM - THE AIM COST FUNCTION, Journal of business & economic statistics, 12(3), 1994, pp. 339-346
A DECISION-THEORETIC ANALYSIS OF THE UNIT-ROOT HYPOTHESIS USING MIXTURES OF ELLIPTIC MODELS
Authors: KOOP G STEEL MFJ
Citation: G. Koop et Mfj. Steel, A DECISION-THEORETIC ANALYSIS OF THE UNIT-ROOT HYPOTHESIS USING MIXTURES OF ELLIPTIC MODELS, Journal of business & economic statistics, 12(1), 1994, pp. 95-107
STOCHASTIC FRONTIER MODELS - A BAYESIAN PERSPECTIVE
Authors: VANDENBROECK J KOOP G OSIEWALSKI J STEEL MFJ
Citation: J. Vandenbroeck et al., STOCHASTIC FRONTIER MODELS - A BAYESIAN PERSPECTIVE, Journal of econometrics, 61(2), 1994, pp. 273-303
BAYESIAN SEMIPARAMETRIC ARCH MODELS
Authors: KOOP G
Citation: G. Koop, BAYESIAN SEMIPARAMETRIC ARCH MODELS, Review of economics and statistics, 76(1), 1994, pp. 176-181
ECONOMETRIC ESTIMATION OF PROPORTIONAL HAZARD MODELS
Authors: KOOP G RUHM CJ
Citation: G. Koop et Cj. Ruhm, ECONOMETRIC ESTIMATION OF PROPORTIONAL HAZARD MODELS, Journal of economics and business, 45(5), 1993, pp. 421-430
Risultati: 1-19 |