Three essays on nonstationary time series econometrics

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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書目詳細資料
主要作者:	LUI, Yiu Lim
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2020
主題:	Grid bootstrap Infill asymptotics Continuous-time models Long-span asymptotics Double asymptotics unit root explosive model long memory antipersistence Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/etd_coll/288 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1285&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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