Identification of structural-change models when the dummy regressor is misclassified.

Description

Wong Kwan-to. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 50-52). / Abstracts in English and Chinese. / ACKNOWLEDGMENT --- p.iii / CHAPTER / Chapter ONE --- INTRODUCTION AND LITERATURE REVIEW --- p.1 / Chapter TWO --- THE MODEL --- p.3 / Chapter THREE --- ASYMPTOTIC BEHAVIOR OF THE LEAST SQUARES ESTIMATORS --- p.6 / Chapter FOUR --- EIGHT SPECIAL CASES --- p.12 / Chapter FIVE --- MONTE CARLO EXPERIMENTS --- p.36 / Chapter SIX --- CONCLUSION --- p.40 / APPENDIX --- p.41 / BIBLIOGRAPHY --- p.50

Links & Downloads

1. cuhk:323414
2. http://library.cuhk.edu.hk/record=b5890709
3. http://repository.lib.cuhk.edu.hk/en/item/cuhk-323414

Tags

Econometric models

Least squares

Estimation theory

Additional Fields

Identifer	oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323414
Date	January 2001
Contributors	Wong, Kwan-to., 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, iii, 52 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/)