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Bayesian State Space Models in Macroeconometrics
Vol: 90/2020 Authors: Joshua C.C. Chan, Rodney W. Strachan Month: October Year: 2020
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Reducing Dimensions in a Large TVP-VAR
Vol: 49/2018 Authors: Joshua C.C. Chan, Eric Eisenstat, Rodney W. Strachan Month: October Year: 2018
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Multivariate Stochastic Volatility with Co- Heteroscedasticity
Vol: 52/2018 Authors: Joshua Chan, Arnaud Doucet, Roberto León-González, Rodney W. Strachan Month: October Year: 2018
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Modelling Inflation Volatility
Vol: 68/2014 Authors: Eric Eisenstat, Rodney W. Strachan Month: November Year: 2014
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Modelling Inflation Volatility
Vol: 21/2014 Authors: Eric Eisenstat, Rodney W. Strachan Month: February Year: 2014
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
Vol: 13/2012 Authors: Joshua Chan, Rodney Strachan Month: March Year: 2012
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Time Varying Dimension Models
Vol: 28/2011 Authors: Joshua C C Chan, Gary Koop, Roberto Leon-Gonzales, Rodney W Strachan Month: August Year: 2011
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Stochastic Model Specification Search for Time-Varying Parameter VARs
Vol: 23/2014 Authors: Eric Eisenstat, Joshua C.C. Chan, Rodney W. Strachan Month: March Year: 2014
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Invariant Inference and Efficient Computation in the Static Factor Model
Vol: 32/2013 Authors: Joshua C.C. Chan, Roberto Leon-Gonzalez, Rodney W. Strachan Month: June Year: 2013
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Vol: 03/2012 Authors: Rodney W. Strachan, Herman K. van Dijk Month: February Year: 2012
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Bayesian Inference in a Time Varying Cointegration Model
Vol: 25/2011 Authors: Gary Koop, Roberto Leon-Gonzales, Rodney W Strachan Month: August Year: 2011
  • Strachan
  • Model Uncertainty and Macro-Econometrics