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[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A. - In: Journal of economic literature 40 (2002) 3, pp. 931-933
Persistent link: https://www.econbiz.de/10001735218
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Alternative methods for estimating long-run responses with application to Australian import demand
Bewley, Ronald A.; Orden, David R. - 1991
Persistent link: https://www.econbiz.de/10000819665
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Alternative methods for estimating long-run responses with applications to Australian import demand
Bewley, Ronald A. - In: Econometric reviews 13 (1994) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001163116
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Why are long-run parameter estimates so disparate?
Bewley, Ronald A.; Fiebig, Denzil G. - 1989
Persistent link: https://www.econbiz.de/10000127261
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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets
Wang, Jian-xin; Yang, Minxian - In: Journal of financial markets 14 (2011) 1, pp. 82-108
Persistent link: https://www.econbiz.de/10009267110
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.; Milunovich, George; Thorp, Susan; … - 2012
Persistent link: https://www.econbiz.de/10009624405
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.; Milunovich, George; Thorp, Susan; … - 2012
Persistent link: https://www.econbiz.de/10009626036
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On identifying structural VAR models via ARCH effects
Milunovich, George; Yang, Minxian - In: Journal of time series econometrics 5 (2013) 2, pp. 117-131
Persistent link: https://www.econbiz.de/10010225458