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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/10000147612

On the size and power of system tests for cointegration

Bewley, Ronald; Yang, Minxian - 1996

Persistent link: https://www.econbiz.de/10000589207

On cointegration tests for VAR models with drift

Yang, Minxian; Bewley, Ronald - In: Economics Letters 51 (1996) 1, pp. 45-50

Persistent link: https://www.econbiz.de/10005361820

Moving average conditional heteroskedastic processes

Yang, Minxian; Bewley, Ronald - In: Economics Letters 49 (1995) 4, pp. 367-372

Persistent link: https://www.econbiz.de/10005257940

NOTES - On the Size and Power of System Tests for Cointegration

Bewley, Ronald; Yang, Minxian - In: The review of economics and statistics 19980, pp. 675-679

Persistent link: https://www.econbiz.de/10007374397

A hybrid forecasting approach for piece-wise stationary time series

Yang, Minxian; Bewley, Ronald - In: Journal of forecasting 25 (2006) 7, pp. 513-528

Persistent link: https://www.econbiz.de/10007384897

NOTES - On the Size and Power of System Tests for Cointegration

Bewley, Ronald; Yang, Minxian - In: The review of economics and statistics 80 (1998) 4, pp. 675-679

Persistent link: https://www.econbiz.de/10007347357

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

Bewley, Ronald; Yang, Minxian - In: Mathematics and Computers in Simulation (MATCOM) 39 (1995) 3, pp. 251-255

Persistent link: https://www.econbiz.de/10010870321

Tests for Cointegration Based on Canonical Correlation Analysis

Bewley, Ronald; Yang, Minxian - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 990-996

Persistent link: https://www.econbiz.de/10006634058

On The Size And Power Of System Tests For Cointegration

Bewley, Ronald; Yang, Minxian - In: The Review of Economics and Statistics 80 (1998) 4, pp. 675-679

System tests for cointegration proposed by Stock and Watson (1988), Johansen (1988), and Bewley and Yang (1995) are compared using Monte Carlo experiments that include overspecification of the lag length and data-generating processes with moving average disturbances. Both AIC and SIC are used to...

Persistent link: https://www.econbiz.de/10005692741