Leung Wai-Kit. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 84-89). / Chapter 1 --- Acknowledgment --- p.6 / Chapter I --- Introduction and a Structural Change Model --- p.7 / Chapter 2 --- Introduction --- p.7 / Chapter 3 --- A Structural Change Model and the Estimated Specification --- p.10 / Chapter II --- Behavior of the Model under Stationarity --- p.13 / Chapter 4 --- Assumptions for Stationary Regressors and Error --- p.13 / Chapter 5 --- Consistency of the Break Point Estimator when Regressors and Error are Stationary and Correlated --- p.14 / Chapter 6 --- Limiting Distribution of the Break Point Estimator when Regressors and Error are Stationary and Correlated --- p.19 / Chapter 7 --- Sup-Wald Test when Regressors and Error are Stationary and Correlated --- p.21 / Chapter III --- Behavior of the Model under Nonstationarity --- p.23 / Chapter 8 --- Assumptions for Nonstationary Regressors and I(d) Error --- p.23 / Chapter 9 --- Consistency of the Break Point Estimator under Nonstationary Regres- sors and I(d) Error --- p.26 / Chapter 10 --- F Test under Nonstationary Regressors and I(d) Error --- p.31 / Chapter IV --- Finite Sample Properties and Conclusion --- p.33 / Chapter 11 --- Finite Sample Properties of the Break Point Estimator --- p.33 / Chapter 12 --- Conclusion --- p.38 / Chapter V --- Appendix and Reference --- p.40 / Chapter 13 --- Appendix --- p.40 / Chapter 14 --- References --- p.84
Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322696 |
Date | January 1997 |
Contributors | Leung, Wai-Kit., Chinese University of Hong Kong Graduate School. Division of Economics. |
Source Sets | The Chinese University of Hong Kong |
Language | English |
Detected Language | English |
Type | Text, bibliography |
Format | print, 89 leaves ; 30 cm. |
Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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