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Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A.; Yang, Minxian - 1993
Persistent link: https://www.econbiz.de/10000867432
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Moving average conditional heteroscedastic processes
Yang, Minxian; Bewley, Ronald A. - 1992
Persistent link: https://www.econbiz.de/10000840782
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Testing for cointegration : the effects of mis-specifying the lag length
Bewley, Ronald A.; Yang, Minxian - 1993
Persistent link: https://www.econbiz.de/10000876051
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A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian; Bewley, Ronald A. - In: Journal of forecasting 25 (2006) 7, pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
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On the size and power of system tests for cointegration
Bewley, Ronald A.; Yang, Minxian - 1996
Persistent link: https://www.econbiz.de/10000935968
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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 cointegration test for VAR models with drift
Yang, Minxian; Bewley, Ronald A. - 1995
Persistent link: https://www.econbiz.de/10000917803
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On the size and power of system tests for cointegration
Bewley, Ronald A. - In: The review of economics and statistics 80 (1998) 4, pp. 675-679
Persistent link: https://www.econbiz.de/10001254683
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On the size and power of system tests for cointegration
Bewley, Ronald; Yang, Minxian - 1996
Persistent link: https://www.econbiz.de/10000589207