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2010 Journal Article Efficient posterior simulation for cointegrated models with priors on the cointegration spaceKoop, Gary, Leon-Gonzalez, Roberto and Strachan, Rodney W. (2010). Efficient posterior simulation for cointegrated models with priors on the cointegration space. Econometric Reviews, 29 (2), 224-242. doi: 10.1080/07474930903382208 |
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2010 Journal Article Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approachGefang, 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 |
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2010 Journal Article Guest editorial: workshop on Bayesian econometric methodsStrachan, Rodney (2010). Guest editorial: workshop on Bayesian econometric methods. The Review of Economic Analysis, 2 (2), 135-136. |
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2009 Journal Article Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn WeeksStrachan, 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 |
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2008 Conference Publication A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate PricesSvetchnikova, D., Rambaldi, A. N. and Strachan, R. (2008). A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices. ESAM08 Markets and Models: Policy Frontiers in the AWH Phillips Tradition, Wellington, NZ, 9-11 July 2008. NZ: Economic Society of Australia, NZ Association of Economists. |
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2008 Journal Article Bayesian inference in a cointegrating panel data modelKoop, 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 |
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2007 Journal Article Bayesian inference in cointegrated I(2) systems: A generalization of the triangular modelStrachan, 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 |
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2006 Book Chapter Bayesian Approaches to CointegrationKoop, G., Strachan, R W, van Dijk, H. and Villani, M. (2006). Bayesian Approaches to Cointegration. Palgrave Handbook of Econometrics Volume 1 Econometric Theory. (pp. 871-898) edited by T.C. Mills and K. Patterson. UK: Palgrave Macmillan. |
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2003 Journal Article Bayesian model selection with an uninformative priorStrachan, 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 |
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1998 Journal Article Likelihood-based estimation of the regression model with scrambled responsesStrachan, 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 |
