Thesis advisor: Zhijie Xiao / The first two chapters study the copula Markov model combined with nonstationarity. The last chapter proposes a new structural break test with good size and power. / Thesis (PhD) — Boston College, 2020. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Economics.
Identifer | oai:union.ndltd.org:BOSTON/oai:dlib.bc.edu:bc-ir_109011 |
Date | January 2020 |
Creators | Wang, Bo |
Publisher | Boston College |
Source Sets | Boston College |
Language | English |
Detected Language | English |
Type | Text, thesis |
Format | electronic, application/pdf |
Rights | Copyright is held by the author, with all rights reserved, unless otherwise noted. |
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