Minxian Yang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities Journal of Business and Economic Statistics	2024-10-23	Paper
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem Econometric Reviews	2022-05-31	Paper
Inference in partially identified heteroskedastic simultaneous equations models Journal of Econometrics	2021-02-09	Paper
The risk return relationship: evidence from index returns and realised variances Journal of Economic Dynamics and Control	2019-11-21	Paper
Corrigendum to ``How well does the weighted price contribution measure price discovery? Journal of Economic Dynamics and Control	2018-08-13	Paper
How well does the weighted price contribution measure price discovery? Journal of Economic Dynamics and Control	2018-08-13	Paper
On identifying structural VAR models via ARCH effects Journal of Time Series Econometrics	2018-02-07	Paper
Lag length and mean break in stationary VAR models Econometrics Journal	2003-08-07	Paper
Closed-form likelihood function of Markov-switching models. Economics Letters	2001-08-20	Paper
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS Econometric Theory	2001-02-16	Paper
On identifying permanent and transitory shocks in VAR models Economics Letters	1998-08-13	Paper
System estimators of cointegrating matrix in absence of normalising information Journal of Econometrics	1998-01-01	Paper
Moving average conditional heteroskedastic processes Economics Letters	1997-02-27	Paper
On cointegration tests for VAR models with drift Economics Letters	1997-02-27	Paper
Tests for Cointegration Based on Canonical Correlation Analysis	1996-11-11	Paper
Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models Journal of Econometrics	1995-11-28	Paper
scientific article; zbMATH DE number 123389 (Why is no real title available?)	1993-02-18	Paper

Research outcomes over time

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