Items where Author is "Koop, Gary"
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Article
Koop, Gary and Korobilis, Dimitrios (2019) Forecasting with High-Dimensional Panel VARs. Oxford Bulletin of Economics and Statistics, 81 (5). pp. 937-959. DOI https://doi.org/10.1111/obes.12303
Monograph
Korobilis, Dimitris and Koop, Gary (2018) Variational Bayes inference in high-dimensional time-varying parameter models. Working Paper. Essex Finance Centre Working Papers, Colchester.