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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Yan, Yayi"
~subject:"VAR model"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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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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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