Three essays on nonstationary time-series analysis and network dynamics

Three essays on nonstationary time-series analysis and network dynamics

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...

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書目詳細資料
主要作者:	TAO, Yubo
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2019
主題:	Nonstationary Time-series Networks Random Coefficient Autoregression Model Selection Classification Economics Economic Theory
在線閱讀:	https://ink.library.smu.edu.sg/etd_coll/223 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1223&context=etd_coll
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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