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~person:"Strachan, Rodney W."
~subject:"Bayes-Statistik"
~subject:"Kointegration"
~subject:"Scientific modelling"
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Bayes-Statistik
Kointegration
Scientific modelling
Cointegration
39
Bayesian inference
31
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20
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19
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17
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16
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16
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Strachan, Rodney W.
Caporale, Guglielmo Maria
175
Gil-Alaña, Luis A.
136
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
68
Shahbaz, Muhammad
67
Wagner, Martin
67
McAleer, Michael
64
Dreger, Christian
61
Chang, Tsangyao
58
Gupta, Rangan
58
Banerjee, Anindya
52
Herzer, Dierk
50
Jusélius, Katarina
48
Saikkonen, Pentti
43
Smyth, Russell
43
Trenkler, Carsten
43
Marcellino, Massimiliano
42
Pesaran, M. Hashem
42
Tiwari, Aviral Kumar
42
Westerlund, Joakim
42
Beckmann, Joscha
41
Rahbek, Anders
41
Wolters, Jürgen
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Gao, Jiti
37
Narayan, Seema
36
Österholm, Pär
35
Hall, Stephen G.
34
Siliverstovs, Boriss
34
Breitung, Jörg
32
Hassler, Uwe
32
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32
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ECONIS (ZBW)
37
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
Re-examining the consumption-wealth relationship : the role of model uncertainty
Koop, Gary
;
Potter, Simon M.
;
Strachan, Rodney W.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
2/3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10003678895
Saved in:
7
Bayesian inference in cointegrated
Strachan, Rodney W.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 439-468
Persistent link: https://www.econbiz.de/10003509147
Saved in:
8
Efficient posterior simulation for cointegrated models with priors on the
cointegration
space
Koop, Gary
;
León-González, Roberto
;
Strachan, Rodney W.
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 224-242
Persistent link: https://www.econbiz.de/10003960502
Saved in:
9
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:
10
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:
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