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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