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2010

Journal Article

Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach

Gefang, Deborah and Strachan, Rodney (2010). Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach. Studies in Nonlinear Dynamics and Econometrics, 14 (1), 2-1-2-34. doi: 10.2202/1558-3708.1677

Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach

2010

Journal Article

Guest editorial: workshop on Bayesian econometric methods

Strachan, Rodney (2010). Guest editorial: workshop on Bayesian econometric methods. The Review of Economic Analysis, 2 (2), 135-136.

Guest editorial: workshop on Bayesian econometric methods

2009

Journal Article

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

Strachan, Rodney W. (2009). Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks. Journal of Applied Econometrics, 24 (2), 245-247. doi: 10.1002/jae.1050

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

2008

Journal Article

Bayesian inference in a cointegrating panel data model

Koop, G., Leon-Gonzalez, R. and Strachan, R. (2008). Bayesian inference in a cointegrating panel data model. Advances in Econometrics, 23, 433-469. doi: 10.1016/S0731-9053(08)23013-6

Bayesian inference in a cointegrating panel data model

2007

Journal Article

Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model

Strachan, R. (2007). Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model. Econometric Reviews, 26 (2-4), 439-468. doi: 10.1080/07474930701220618

Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model

2003

Journal Article

Bayesian model selection with an uninformative prior

Strachan, Rodney W. and van Dijk, Herman K. (2003). Bayesian model selection with an uninformative prior. Oxford Bulletin of Economics and Statistics, 65 (Supp. 1), 863-876. doi: 10.1046/j.0305-9049.2003.00095.x

Bayesian model selection with an uninformative prior

1998

Journal Article

Likelihood-based estimation of the regression model with scrambled responses

Strachan, R, King, M and Singh, S (1998). Likelihood-based estimation of the regression model with scrambled responses. Australian & New Zealand Journal of Statistics, 40 (3), 279-290. doi: 10.1111/1467-842X.00032

Likelihood-based estimation of the regression model with scrambled responses