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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Frazier, David T."
~person:"Yan, Yayi"
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Forbes, Catherine Scipione
Frazier, David T.
Yan, Yayi
Gao, Jiti
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
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A robust residual-based test for structural changes in factor models
Peng, Bin
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Su, Liangjun
;
Yan, Yayi
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2024
Persistent link: https://www.econbiz.de/10014584606
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Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
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2023
Persistent link: https://www.econbiz.de/10014452555
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3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
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2021
Persistent link: https://www.econbiz.de/10012697193
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4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
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2021
Persistent link: https://www.econbiz.de/10012668893
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5
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
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2020
Persistent link: https://www.econbiz.de/10012610795
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