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On identifying permanent and transistory shocks in VAR models
Yang, Minxian - 1995
Persistent link: https://www.econbiz.de/10000908720
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Economic growth and risk in R & D
Yang, Minxian - 1995
Persistent link: https://www.econbiz.de/10000912124
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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - 1997
Persistent link: https://www.econbiz.de/10000970017
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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
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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
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Canonical correlation analysis of cointegrated processes
Yang, Minxian - 1994
Persistent link: https://www.econbiz.de/10000888618
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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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Lag length and mean break in stationery VAR models
Yang, Minxian - In: The econometrics journal 5 (2002) 2, pp. 374-386
Persistent link: https://www.econbiz.de/10001713304
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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - In: Econometric theory 16 (2000) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001568488
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Closed-form likelihood function of Markov-switching models
Yang, Minxian - In: Economics letters 70 (2001) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10001549898