Three essays on nonstationary time-series analysis and network dynamics

• المؤلف الرئيسي: TAO, Yubo
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2019
• الموضوعات: Nonstationary Time-series; Networks; Random Coefficient Autoregression; Model Selection; Classification; Economics; Economic Theory
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/etd_coll/223; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1223&context=etd_coll

My dissertation consists of three essays which contribute new theoretical results to nonstationary time-series analysis and network dynamics. Chapter 2 examines the limit properties of information criteria (such as AIC, BIC, HQIC) for distinguishing between the unit root model and the various kinds...