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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
subject:"Indien"
~subject:"Forecast"
~subject:"Time series analysis"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Yang, Minxian
4
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3
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2
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Discussion paper / School of Economics, The University of New South Wales
Journal of econometrics
329
Econometric theory
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
146
Discussion paper / Tinbergen Institute
101
Econometric reviews
92
International journal of forecasting
77
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
64
Journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
53
Econometrics : open access journal
50
Cowles Foundation discussion paper
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Journal of time series econometrics
41
Applied economics
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NBER Working Paper
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The econometrics journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
35
EUI working paper / ECO
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Journal of applied econometrics
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Working paper
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Journal of quantitative economics : official journal of the Indian Econometric Society
32
The Indian economic journal
32
Computational economics
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NBER working paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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The Indian journal of economics
24
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ECONIS (ZBW)
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1
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
-
1997
Persistent link: https://www.econbiz.de/10000970017
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2
On identifying permanent and transistory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000908720
Saved in:
3
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
4
White noise and other experiments on augmented Dickey-Fuller tests
Fox, Kevin J.
-
1995
Persistent link: https://www.econbiz.de/10000562067
Saved in:
5
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000150726
Saved in:
6
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000151385
Saved in:
7
White noise and other experiments on augmented Dickey-Fuller tests
Fox, Kevin J.
-
1995
Persistent link: https://www.econbiz.de/10000929510
Saved in:
8
Measuring poverty with uncertain poverty threshold
Kakwani, Nanak
-
1993
Persistent link: https://www.econbiz.de/10000867342
Saved in:
9
Alternative methods for estimating long-run responses with application to Australian import demand
Bewley, Ronald A.
;
Orden, David R.
-
1991
Persistent link: https://www.econbiz.de/10000819665
Saved in:
10
Multi co-integrating equations and parameter reduction techniques in vector autogressive modelling
Bewley, Ronald
;
Fisher, Lance
;
Parry, Thomas
-
1988
Persistent link: https://www.econbiz.de/10000127253
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