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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| 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/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 |