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Estimation of the beta aggregated structural-break model.

Liu Guoxin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 24-25). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.2 / Chapter 2 --- The Model --- p.4 / Chapter 3 --- "Estimation of μ1 ,μ2 ,α and β" --- p.7 / Chapter 4 --- Extension --- p.9 / Chapter 5 --- Monte Carlo Simulation --- p.11 / Chapter 5.1 --- "Case 1. a < 1, β < 1" --- p.12 / Chapter 5.2 --- "Case 2. a > 1, β < 1" --- p.12 / Chapter 5.3 --- "Case 3. a < 1,β > 1" --- p.13 / Chapter 5.4 --- "Case 4. a > 1, β> 1" --- p.13 / Chapter 6 --- Empirical Application --- p.15 / Chapter 6.1 --- Model Construction --- p.15 / Chapter 6.2 --- Estimation Results --- p.15 / Chapter 6.2.1 --- 1973Oil Crisis --- p.16 / Chapter 6.2.2 --- 1981 Oil Crisis --- p.18 / Chapter 6.2.3 --- 1991 Oil Crisis --- p.20 / Chapter 7 --- Conclusion --- p.23 / Chapter 8 --- Bibliography --- p.24

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323861
Date January 2002
ContributorsLiu, Guoxin., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, iii, 25 leaves ; 30 cm.
RightsUse 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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