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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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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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Canonical correlation analysis of cointegrated processes
Yang, Minxian - 1994
Persistent link: https://www.econbiz.de/10000888618
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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - 1997
Persistent link: https://www.econbiz.de/10000638459
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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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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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On identifying permanent and transitory shocks in VAR models
Yang, Minxian - 1995
Persistent link: https://www.econbiz.de/10000151385
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Moving average conditional heteroscedastic processes
Yang, Minxian; Bewley, Ronald A. - 1992
Persistent link: https://www.econbiz.de/10000840782