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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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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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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - 1997
Persistent link: https://www.econbiz.de/10000638459
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The risk return relationship : evidence from index return and realised variance series
Yang, Minxian - 2014
Persistent link: https://www.econbiz.de/10010349309
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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
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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