Fully modified least squares estimation and vector autoregression of models with seasonally integrated processes.
by Gilbert Chiu-sing Lui. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. === Includes bibliographical references (leaves 112-117). === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- Models and Assumptions --- p.4 === Chapter 3. --- Asymptotics of FM-SEA Estimators --- p.15 =...
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| Format: | Others |
| Language: | English |
| Published: |
1997
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| Online Access: | http://library.cuhk.edu.hk/record=b5889213 http://repository.lib.cuhk.edu.hk/en/item/cuhk-321901 |
| Summary: | by Gilbert Chiu-sing Lui. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. === Includes bibliographical references (leaves 112-117). === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- Models and Assumptions --- p.4 === Chapter 3. --- Asymptotics of FM-SEA Estimators --- p.15 === Chapter 3.1. --- Model without Determinstic Trends --- p.15 === Chapter 3.2. --- Model with Determinstic Trends --- p.27 === Chapter 4. --- Asymptotics of FM-SEA Estimators of VAR System --- p.33 === Chapter 4.1. --- General Model --- p.33 === Chapter 4.2. --- Model with d = 4 --- p.44 === Chapter 5. --- Monte Carlo Experimental Results --- p.49 === Chapter 6. --- Conclusion --- p.54 === Chapter 7. --- Mathematical Appendix --- p.56 === Chapter 8. --- References --- p.112 |
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