Thesis (Ph. D.)--University of Chicago, Dept. of Economics, June 2000. / Includes bibliographical references. Also available on the Internet.

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

Chen Haiqiang. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 33-35). / Abstracts in English and Chinese. / Chapter 1. --- Introduction --- p.1 / Chapter 2. --- The Model --- p.4 / Chapter 3. --- Least Squares Estimations --- p.6 / Chapter 4. --- Inference --- p.7 / Chapter 4.1 --- Asymptotic Joint Distribution of the Threshold Estimators --- p.7 / Chapter 4.2 --- Testing Threshold Effect: Model Selection Followed by Testing --- p.13 / Chapter 5. --- Modeling --- p.16 / Chapter 5.1 --- Generic Consistency of the Threshold Estimators under specification errors --- p.17 / Chapter 5.2 --- Modeling Procedure --- p.20 / Chapter 6. --- Monte Carlo Simulations --- p.21 / Chapter 7. --- Empirical Application in the Financial Market --- p.24 / Chapter 7.1 --- Data Description --- p.26 / Chapter 7.2 --- Estimated Results --- p.26 / Chapter 8. --- Conclusion --- p.30 / References --- p.33 / Appendix 1: Proof of theorem1 --- p.36 / Appendix 2: Proof of theorem2 --- p.39 / Appendix 3: Proof of theorem3 --- p.43 / List of Graph --- p.49