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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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2014
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| 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 |
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