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Bayesian model averaging in the instrumental variable regression model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 171 (2012) 2, pp. 237-250
Persistent link: https://www.econbiz.de/10009691152
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Bayesian inference in a time varying cointegration model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
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Bayesian analysis of the error correction model
Strachan, Rodney W.; Inder, Brett A. - In: Journal of econometrics 123 (2004) 2, pp. 307-325
Persistent link: https://www.econbiz.de/10002361738
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Reducing the state space dimension in a large TVP-VAR
Chan, Joshua; Eisenstat, Eric; Strachan, Rodney W. - In: Journal of econometrics 218 (2020) 1, pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
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Bayesian analysis of the error correction model
Strachan, Rodney W.; Inder, Brett - In: Journal of econometrics 123 (2004) 2, pp. 307-326
Persistent link: https://www.econbiz.de/10006754918
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Bayesian inference in a time varying cointegration model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-221
Persistent link: https://www.econbiz.de/10009806617
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Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Hoogerheide, Lennart; Kleibergen, Frank; Dijk, Herman K. van - In: Journal of econometrics 138 (2007) 1, pp. 63-103
Persistent link: https://www.econbiz.de/10003451742
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Endogeneity, instruments and identification
Chesher, Andrew (contributor); Dhaene, Geert (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003516589
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747