Wang Xin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 61-63). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction and Literature Review --- p.1 / Chapter 1.1 --- Introduction --- p.1 / Chapter 1.2 --- The Objective --- p.2 / Chapter 1.3 --- Literature Review --- p.3 / Chapter Chapter 2 --- The Model --- p.7 / Chapter Chapter 3 --- The Consistent Estimation of Chang-Point --- p.11 / Chapter 3.1 --- The Consistency of ιT --- p.11 / Chapter 3.2 --- The Case of Single Regressor --- p.15 / Chapter Chapter 4 --- The SupWald Test and Sample-Splitting Method --- p.20 / Chapter 4.1 --- The SupWald Test --- p.20 / Chapter 4.2 --- " The Distribution of WT (ι,0,1)" --- p.23 / Chapter 4.3 --- The Sample-Splitting Method --- p.25 / Chapter Chapter 5 --- Experimental Results --- p.27 / Chapter Chapter 6 --- Empirical Example --- p.41 / Chapter Chapter 7 --- Conclusion --- p.44 / Appendix --- p.46 / References --- p.61
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324702 |
| Date | January 2004 |
| Contributors | Wang, Xin., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, 63 leaves : ill. ; 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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