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~subject:"Time series analysis"
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Yang, Minxian
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Wang, Jian-xin
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Discussion paper / School of Economics, The University of New South Wales
6
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1
On identifying permanent and transistory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000908720
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2
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
-
1997
Persistent link: https://www.econbiz.de/10000970017
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3
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
Saved in:
4
System estimators of cointegrating matrix in absence of normalising information
Yang, Minxian
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 317-337
Persistent link: https://www.econbiz.de/10001240188
Saved in:
5
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
Saved in:
6
The risk return relationship : evidence from index return and realised variance series
Yang, Minxian
-
2014
Persistent link: https://www.econbiz.de/10010349309
Saved in:
7
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
8
On the size and power of system tests for cointegration
Bewley, Ronald A.
;
Yang, Minxian
-
1996
Persistent link: https://www.econbiz.de/10000935968
Saved in:
9
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
10
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000151385
Saved in:
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