Welcome to my page!

I teach econometrics in the School of Economics at UNSW.
My research areas are in time series econometrics and financial econometrics.

I am interested in the techniques of estimation, hypothesis testing and forecasting with time series models, including linear models (such as VAR and cointegration) and non-linear models (such as Markov-switching models).

I am also interested in financial data analysis, including GARCH models, value-at-risk, realised volatilities, and price discovery.

Here is a list of my publications.

In terms of teaching, here is a list of subjects that I taught recently.

I use EViews and STATA for my teaching. I use R and Fortran for my research.

My resume


My working papers are on SSRN


 21 November 2012

Dr Minxian Yang
Senior Lecturer

School of Economics                                                Email:            m.yang@unsw.edu.au
University of New South Wales                              Phone:            (02) 9385-3353
Syndey 2052                                                             Facsimile:       (02) 9313-6337
Australia                                                                   Office:            ASB452