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source:"econis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Inder, Brett A."
~person:"Yan, Yayi"
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Inder, Brett A.
Yan, Yayi
Hyndman, Rob J.
58
Gao, Jiti
52
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
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Poskitt, Donald Stephen
17
Peng, Bin
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Pan, Guangming
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Panagiotelis, Anastasios
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Yang, Yanrong
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Ben Taieb, Souhaib
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Frazier, David T.
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Grose, Simone D.
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Li, Degui
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Maharaj, Elizabeth Ann
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Zhang, Bo
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Working paper / Department of Econometrics and Business Statistics, Monash University
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
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2
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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3
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
6
Forecasting time series from clusters
Maharaj, Elizabeth Ann
;
Inder, Brett A.
-
1999
Persistent link: https://www.econbiz.de/10001391129
Saved in:
7
A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard
-
1998
Persistent link: https://www.econbiz.de/10000995980
Saved in:
8
Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A.
-
1997
Persistent link: https://www.econbiz.de/10000978696
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