Abstract
Under the great impact and known to all, the structural changes may be obviously clear that can be observed out, when being not so obvious, should observe whether there are structural changes to appear, it is very difficult to get a clear result clearly to turn into. This paper tries to use such models as Chow test, CUSUM test, CUSUMSQ test, STAR in unknown cases, whether going to assay the data separately has structural changes, various kinds of examination ways of result received are each different to some extent, clear conclusion not unanimous and unified. The dominance the Chow test is the most obvious; Consider heteroscedasticity and autocorrelation restriction in because CUSUM test and CUSUMSQ test model, it is not apt to demonstrate the dominance instead; The STAR depends on state of the materials.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0729106-000648 |
| Date | 29 July 2006 |
| Creators | Chang, Jr-yang |
| Contributors | Lee, chingnun, Diana HweiAn Tsai, Chun-Hsiung Liao |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729106-000648 |
| Rights | not_available, Copyright information available at source archive |
Page generated in 0.0018 seconds