Three Essays on Nonstationary Time Series Analysis

Three Essays on Nonstationary Time Series Analysis

Financial and macroeconomic time series data are often nonstationary. My dissertation consists of three essays concerning time series models with nonstationarity. Chapter 1 develops a new jackknife estimator for nonstationary autoregressive model. The remaining two chapters explore the restricted ma...

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書目詳細資料
主要作者:	CHEN, Ye
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2014
主題:	bias reduction jackknife estimator predictive regression restricted likelihood ratio test localized drift size distortion Econometrics Economics
在線閱讀:	https://ink.library.smu.edu.sg/etd_coll_smu/41 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1040&context=etd_coll_smu
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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