Essays on nonstationary econometrics

Essays on nonstationary econometrics

My dissertation consists of three essays that contribute new theoretical results to robust inference procedures and machine learning algorithms in nonstationary models. Chapter 2 compares OLS and GLS in autoregressions with integrated noise terms. Grenander and Rosenblatt (2008) gave sufficient cond...

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Bibliographic Details
Main Author: LIU, Yanbo
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Nonstationary
Near Unit Root
Robust Inference
Panel Data
Econometrics
Online Access:https://ink.library.smu.edu.sg/etd_coll/286
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1287&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/286
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1287&context=etd_coll

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