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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
type:"book"
~person:"Parry, Thomas T."
~person:"Yang, Minxian"
~type_genre:"Arbeitspapier"
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Estimation theory
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Parry, Thomas T.
Yang, Minxian
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Discussion paper / School of Economics, The University of New South Wales
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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1
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
-
1997
Persistent link: https://www.econbiz.de/10000970017
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2
On identifying permanent and transistory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000908720
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3
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
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4
Canonical correlation analysis of cointegrated processes
Yang, Minxian
-
1994
Persistent link: https://www.econbiz.de/10000888618
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5
Testing for cointegration : the effects of mis-specifying the lag length
Bewley, Ronald A.
;
Yang, Minxian
-
1993
Persistent link: https://www.econbiz.de/10000876051
Saved in:
6
Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A.
;
Yang, Minxian
-
1993
Persistent link: https://www.econbiz.de/10000867432
Saved in:
7
Multi co-integrating equations and parameter reduction techniques in vector autoregressive modelling
Bewley, Ronald A.
;
Fisher, Lance A.
;
Parry, Thomas T.
-
1988
Persistent link: https://www.econbiz.de/10000761831
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