Narrow search
Showing 1 - 3 of 3
Cover Image
On identifying permanent and transitory shocks in VAR models
Yang, Minxian - In: Economics letters 58 (1998) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
Cover Image
Moving average conditional heteroskedastic processes
Yang, Minxian - In: Economics letters 49 (1995) 4, pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
Cover Image
On cointegration tests for VAR models with drift
Yang, Minxian - In: Economics letters 51 (1996) 1, pp. 45-50
Persistent link: https://www.econbiz.de/10001199684