Author: Anna OvanforsPublisher:
ISBN: 9789172586833
Category :
Languages : en
Pages : 125
Book Description
Essays on Nonlinear Time Series Analysis and Health Economics: uppsatser
Author: Anna OvanforsPublisher:
ISBN: 9789172586833
Category :
Languages : en
Pages : 125
Book Description
Essays in High-dimensional Nonlinear Time Series Analysis
Author: Ali HabibniaThree Essays on the Application of Nonlinear Regression Models in Health Economics
Author: Junhua YuThree Essays on Nonlinear Time Series
Author: Jin-Lung LinPublisher:
ISBN:
Category : Nonlinear theories
Languages : en
Pages : 148
Book Description
Essays in Nonlinear Time Series Analysis
Author: Jonathan R. MichelPublisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 128
Book Description
This dissertation consists of six papers. Each of these papers are on a different aspect of statistical analysis of nonlinear time series. In the first paper, we study the behavior of a nonstationary time series which has different behavior for "high" and "low" levels. This consists of the introduction of a new nonlinear time series model, a mathematical analysis of the functional limit theorem for this model, a statistical test for behavior similar to this new model, and a proposed technique for robust cointegration in the presence of this new model. The second paper consists of an extension of this idea into volatility modeling. The third paper considers experimental design and sampling of Markov chains. In particular, it focuses on how to feasibly optimally sample a continuous two-state Markov chain. The fourth paper is on integer valued time series. The focus here is on studying the properties of the INGARCH(1,1) model in the nonstationary case. This consists of applying mathematical machinery rarely used in econometrics. Additionally, in this paper extensions towards stationarity tests are considered. The fifth paper studies the dynamic Tobit, a time series model often used when data is censored below. In this paper, weak dependence and mixing properties are shown to hold, which is relevant for studying the statistical properties of estimation for this model. The sixth paper studies the reciprocal of the random walk. This is relevant in time series econometrics as such a process is a possible model for time series with a stochastic diminishing trend.
Essays on Modeling Nonlinear Time Series
Author: Paul Tjeerd Bruin (de.)Publisher:
ISBN: 9789051706413
Category :
Languages : en
Pages : 133
Book Description
Essays on Nonlinear Time Series Modelling Och Hypothesis Testing
Author: Birgit StrikholmPublisher:
ISBN: 9789172586567
Category :
Languages : en
Pages : 167
Book Description
Essays in Nonlinear, Nonstationary Time Series Econometrics
Author: Mark Joseph DwyerPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 172
Book Description
Essays on Nonlinear Econometric Time Series Modelling
Author: Christian Møller DahlPublisher:
ISBN:
Category :
Languages : en
Pages : 213
Book Description
Essays on Nonlinear Transformations of Nonstationary Time Series
Author: Chien-Ho WangPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 204
Book Description