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~accessRights:"free"
~person:"Strachan, Rodney W."
~subject:"Kointegration"
~subject:"Scientific modelling"
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Kointegration
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26
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15
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13
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13
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12
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Strachan, Rodney W.
Caporale, Guglielmo Maria
118
Gil-Alaña, Luis A.
63
Belke, Ansgar
54
Phillips, Peter C. B.
46
Nielsen, Morten Ørregaard
45
Wagner, Martin
44
Dreger, Christian
40
Johansen, Søren
40
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37
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37
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33
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29
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27
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23
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23
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22
Pesaran, M. Hashem
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20
Rahbek, Anders
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Trenkler, Carsten
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Cheung, Yin-Wong
18
Herzer, Dierk
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Jusélius, Katarina
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Wolters, Jürgen
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Breitung, Jörg
17
Gupta, Rangan
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Kapetanios, George
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Tansel, Aysıt
17
Weber, Enzo
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Kunst, Robert M.
16
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Beyer, Andreas
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Dijk, Herman K. van
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Kühl, Michael
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Rabanal, Pau
15
Westerlund, Joakim
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Österholm, Pär
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ECONIS (ZBW)
24
EconStor
3
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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
Persistent link: https://www.econbiz.de/10003774524
Saved in:
4
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
5
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
Persistent link: https://www.econbiz.de/10003974036
Saved in:
6
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
Persistent link: https://www.econbiz.de/10008657954
Saved in:
7
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:
8
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:
9
Bayesian inference in a time varying
cointegration
model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009405764
Saved in:
10
Bayesian inference in the time varying
cointegration
model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
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