//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Strachan, Rodney W."
~subject:"Kointegration"
~subject:"Scientific modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Scientific modelling
Cointegration
39
Bayes-Statistik
34
Bayesian inference
31
Theorie
20
Theory
19
VAR-Modell
17
Estimation
16
Schätzung
16
VAR model
15
Volatility
14
Volatilität
14
Modellierung
12
Stochastic process
11
Stochastischer Prozess
11
Model averaging
10
Posterior probability
10
Impulse response
9
Stochastic trend
9
USA
9
Vector autoregressive model
9
Estimation theory
8
Real business cycle model
8
Schätztheorie
8
United States
8
Zeitreihenanalyse
8
Markov chain
7
Markov-Kette
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Real-Business-Cycle-Theorie
5
Varianzanalyse
5
Vermögenseffekt
5
Analysis of variance
4
Geldpolitik
4
Grassman manifold
4
Great Ratios
4
Liquidity trap
4
more ...
less ...
Online availability
All
Free
27
Undetermined
1
Type of publication
All
Book / Working Paper
29
Article
8
Type of publication (narrower categories)
All
Working Paper
23
Arbeitspapier
20
Graue Literatur
16
Non-commercial literature
16
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
37
Author
All
Strachan, Rodney W.
Caporale, Guglielmo Maria
176
Gil-Alaña, Luis A.
134
Narayan, Paresh Kumar
96
Lütkepohl, Helmut
93
Bahmani-Oskooee, Mohsen
86
Belke, Ansgar
83
Phillips, Peter C. B.
79
Nielsen, Morten Ørregaard
75
Johansen, Søren
71
Rault, Christophe
67
Shahbaz, Muhammad
67
Wagner, Martin
67
Dreger, Christian
60
Chang, Tsangyao
57
McAleer, Michael
57
Gupta, Rangan
55
Banerjee, Anindya
52
Herzer, Dierk
49
Jusélius, Katarina
48
Saikkonen, Pentti
43
Smyth, Russell
43
Trenkler, Carsten
43
Pesaran, M. Hashem
42
Westerlund, Joakim
42
Beckmann, Joscha
41
Rahbek, Anders
41
Wolters, Jürgen
41
Tiwari, Aviral Kumar
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Gao, Jiti
37
Narayan, Seema
36
Hall, Stephen G.
35
Siliverstovs, Boriss
34
Hassler, Uwe
33
Reimers, Hans-Eggert
32
Breitung, Jörg
31
Cheung, Yin-Wong
31
Lee, Chien-chiang
29
more ...
less ...
Institution
All
University of Strathclyde / Department of Economics
2
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Discussion papers / University of Leicester, Department of Economics
5
Discussion paper / Tinbergen Institute
4
Econometric reviews
3
Tinbergen Institute Discussion Paper
3
CAMA Working Paper
2
CAMA working paper series
2
Econometric Institute research papers
2
Journal of econometrics
2
Strathclyde discussion papers in economics
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
Liverpool research papers in economics, finance and accounting
1
Staff Report
1
Staff reports / Federal Reserve Bank of New York
1
Tinbergen Institute Discussion Paper 10-050/4
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
EconStor
3
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2008
volatility
in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
Saved in:
2
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2010
) processes. The linear VAR model is extendedto permit
cointegration
, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
Saved in:
3
Bayesian averaging over many dynamic model structures with evidence on the Great Ratios and liquidity trap risk
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2008
volatility
in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10011377110
Saved in:
4
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2010
-
Version 17 May 2010
) processes. The linear VAR model is extendedto permit
cointegration
, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10011380727
Saved in:
5
Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10001728895
Saved in:
6
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Strachan, Rodney W.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056106
Saved in:
7
Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
-
2000
Persistent link: https://www.econbiz.de/10001506969
Saved in:
8
Bayesian maximum eigenvalue and trace statistics for the
cointegration
error correction model
Strachan, Rodney W.
;
Inder, Brett A.
-
2000
Persistent link: https://www.econbiz.de/10001554440
Saved in:
9
Bayesian approaches to
cointegration
Koop, Gary
;
Strachan, Rodney W.
;
Dijk, Herman K. van
; …
-
2005
Persistent link: https://www.econbiz.de/10002673556
Saved in:
10
Bayesian approaches to
cointegration
Koop, Gary
(
contributor
);
Strachan, Rodney W.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002229038
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->