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On identifying permanent and transistory shocks in VAR models

Yang, Minxian - 1995

Persistent link: https://www.econbiz.de/10000908720

Economic growth and risk in R & D

Yang, Minxian - 1995

Persistent link: https://www.econbiz.de/10000912124

Some properties of vector autoregressive processes with Markov-switching coefficients

Yang, Minxian - 1997

Persistent link: https://www.econbiz.de/10000970017

Canonical correlation analysis of cointegrated processes

Yang, Minxian - 1994

Persistent link: https://www.econbiz.de/10000888618

The risk return relationship : evidence from index return and realised variance series

Yang, Minxian - 2014

Persistent link: https://www.econbiz.de/10010349309

Binary choice model with endogeneity : identification via heteroskedasticity

Yang, Minxian - 2014

Persistent link: https://www.econbiz.de/10011343153

On the use of the F ratio in a mis-specified model with an interval restriction

Wan, Alan T. K.; Yang, Minxian - 1994

Persistent link: https://www.econbiz.de/10000900296

Testing for cointegration : the effects of mis-specifying the lag length

Bewley, Ronald A.; Yang, Minxian - 1993

Persistent link: https://www.econbiz.de/10000876051

Testing for cointegration within the Box-Tiao procedure

Bewley, Ronald A.; Yang, Minxian - 1993

Persistent link: https://www.econbiz.de/10000867432

Inference in partially identified heteroskedastic simultaneous equations models

Lütkepohl, Helmut; Milunovich, George; Yang, Minxian - 2016

Identification through heteroskedasticity in heteroskedastic simultaneous equations models (HSEMs) is considered. The possibility that heteroskedasticity identifies the structural parameters only partially is explicitly allowed for. The asymptoticproperties of the identified parameters are...

Persistent link: https://www.econbiz.de/10011587226