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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Strachan, Rodney W."
~person:"Yao, Wenying"
~type_genre:"Non-commercial literature"
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Cointegration
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Strachan, Rodney W.
Yao, Wenying
Gao, Jiti
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Vahid, Farshid
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Dark, Jonathan
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
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Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
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ECONIS (ZBW)
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
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2014
Persistent link: https://www.econbiz.de/10011780861
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2
Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W.
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1998
Persistent link: https://www.econbiz.de/10000995966
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3
Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
-
2000
Persistent link: https://www.econbiz.de/10001506969
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4
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.
;
Inder, Brett A.
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1999
Persistent link: https://www.econbiz.de/10001440564
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