Thesis (Ph. D.)--University of Missouri-Columbia, 2002. / Typescript. Vita. Includes bibliographical references (leaves 128-131). Also available on the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 1998. / Typescript. Vita. Includes bibliographical references (leaves 122-126). Also available on the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 1998. / Typescript. Vita. Includes bibliographical references (leaves 122-126). Also available on the Internet.

Thesis (Ph. D.)--University of California, San Diego, 2000. / Vita. Includes bibliographical references.

Thesis (Ph. D.)--University of Missouri-Columbia, 1996. / Typescript. Vita. Includes bibliographical references (leaves 438-450). Also available on the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 1996. / Typescript. Vita. Includes bibliographical references (leaves 438-450). Also available on the Internet.

Thesis (Ph. D.)--Ohio State University, 2006. / Title from first page of PDF file. Includes bibliographical references (p. 114-119).

This thesis investigates the problem of model identification in a Vector Autoregressive framework. The study reviews the existing research, conducts an extensive simulation based analysis of thirteen information theoretic criterion (IC), one of which is a novel derivation. The simulation exercise considers the evaluation of seven alternative error restricted vector autoregressive models with four different lag lengths. Alternative sample sizes and parameterisations are also evaluated and compared to results in the existing literature. The results of the comparative analysis provide strong support for the efficiency based criterion of Akaike and in particular the selection capability of the novel criterion, referred to as a modified corrected Akaike information criterion, demonstrates useful finite sample properties.

Thesis (Ph. D.)--University of Missouri-Columbia, 2002. / Typescript. Vita. Includes bibliographical references (leaves 79-81). Also available on the Internet.

Tam Chun Yu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 141-147). / Abstracts in English and Chinese. / Abstract --- p.I / Acknowledgements --- p.III / Table of Contents --- p.IV / List of Tables --- p.V / List of Figures --- p.VI / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.5 / Chapter 2.1 --- Real Estate Literature --- p.5 / Chapter 2.2 --- Financial Literature --- p.6 / Chapter 2.3 --- Impulse Response --- p.10 / Chapter Chapter 3. --- Methodology --- p.12 / Chapter 3.1 --- Augmented Dickey Fuller Test --- p.12 / Chapter 3.2 --- GARCH Model --- p.14 / Chapter 3.3 --- VAR Model --- p.16 / Chapter Chapter 4. --- Data Description --- p.18 / Chapter Chapter 5. --- Empirical Results --- p.20 / Chapter 5.1 --- Overview for the Data Set --- p.21 / Chapter 5.2 --- ADF Test --- p.22 / Chapter 5.3 --- GARCH Model --- p.22 / Chapter 5.4 --- VAR Model --- p.24 / Chapter 5.5 --- Impulse Response (IR) --- p.34 / Chapter Chapter 6. --- Conclusion --- p.38 / Appendix 1. Variable Definition --- p.41 / Appendix 2. Tables --- p.44 / Appendix 3. Figures --- p.61 / Appendix 4. Comparison of IR for different model in full sample case --- p.93 / Appendix 5. Comparison of IR for different model in first sub period --- p.109 / Appendix 6. Comparison of IR for different model in second sub period --- p.125 / Bibliography --- p.141