The following pages link to Minxian Yang (Q197093):
Displayed 17 items.
- On identifying permanent and transitory shocks in VAR models (Q1129154) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- Moving average conditional heteroskedastic processes (Q1352226) (← links)
- Corrigendum to ``How well does the weighted price contribution measure price discovery?'' (Q1657527) (← links)
- How well does the weighted price contribution measure price discovery? (Q1657556) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- The risk return relationship: evidence from index returns and realised variances (Q2338525) (← links)
- (Q4025163) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- Tests for Cointegration Based on Canonical Correlation Analysis (Q4866625) (← links)
- SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (Q5881616) (← links)
- Closed-form likelihood function of Markov-switching models. (Q5940801) (← links)