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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
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Closed-form likelihood function of Markov-switching models
Yang, Minxian - In: Economics letters 70 (2001) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10001549898
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Moving average conditional heteroskedastic processes
Yang, Minxian - In: Economics letters 49 (1995) 4, pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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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
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On identifying permanent and transitory shocks in VAR models
Yang, Minxian - In: Economics letters 58 (1998) 2, pp. 171-176
Persistent link: https://www.econbiz.de/10006789217
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Closed-form likelihood function of Markov-switching models
Yang, Minxian - In: Economics letters 70 (2001) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10006775914