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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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Alternative methods for estimating long-run responses with application to Australian import demand
Bewley, Ronald A.; Orden, David - 1991
Persistent link: https://www.econbiz.de/10000819665
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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.; Yang, Minxian - 1996
Persistent link: https://www.econbiz.de/10000935968
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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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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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Alternative methods for estimating long-run responses with applications to Australian import demand
Bewley, Ronald A. - In: Econometric reviews 13 (1994) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001163116
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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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Comparison of Box-Tiao and Johansen canonical estimators of cointegratingvectors in VEC(1) models
Bewley, Ronald A. (contributor) - In: Journal of econometrics 64 (1994) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10001166437
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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/10000589207