Welcome to my page!
I teach econometrics in the School of Economics at UNSW. My
research areas are in time series 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.
- Business Forecasting (ECON2209/5248)
- Advanced Econometric Theory (ECON4202/6201)
- Introductory Econometrics (ECON2206/3290)
- Financial Econometrics (ECON5206)
I use EViews and STATA for my teaching. I use R and Fortran for my research.
My working papers also
on SSRN
25 November 2010
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