Three essays on nonstationary time series econometrics
This dissertation comprises three papers that separately study different nonstationary time series models. The first paper, titled as "The Grid Bootstrap for Continuous Time Models", is a joint work with Professor Jun Yu and Professor Weilin Xiao. It considers the grid bootstrap for constr...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2020
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/288 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1285&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |