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Browsing by Author Strachan, Rodney

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Showing results 16 to 18 of 18

Stochastic Model Specification Search for Time-Varying Parameter VARs

Author(s)Eisenstat, Eric; Chan, Chi Chun (Joshua); Strachan, Rodney
TypeJournal article
Date Published2016
Date Created-
01_Jochmann_Stochastic_Search_Variable_2011.pdf.jpg

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to the Model of the UK Macroeconomy

Author(s)Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto, et al
TypeJournal article
Date Published2011
Date Created-
02_Chan_Time_Varying_Dimension_M_2012.pdf.jpg

Time Varying Dimension Models

Author(s)Chan, Chi Chun (Joshua); Koop, Gary; Leon-Gonzalez, Roberto, et al
TypeJournal article
Date Published2012
Date Created-

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