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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
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Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W. - 2000
Persistent link: https://www.econbiz.de/10001506969
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Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W. - 1998
Persistent link: https://www.econbiz.de/10000995966
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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
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Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W. - In: Journal of applied econometrics 24 (2009) 2, pp. 245-247
Persistent link: https://www.econbiz.de/10003817800
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Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
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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
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Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
Strachan, Rodney W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783887
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The value of structural information in the VAR model
Strachan, Rodney W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783908
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Bayesian analysis of stochastic and deterministic processes in the error correction model
Strachan, Rodney W.; Inder, Brett A. - 2001
Persistent link: https://www.econbiz.de/10001632670