Essays on time series econometrics and health economics
This thesis contains two different topics that investigate issues in time series econometrics and applied health economics. The first chapter (joint work with Nikolay Gospodinov) proposes a bootstrap unit root test in models with GARCH(1,1) errors and establishes its asymptotic validity under mild...
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2009
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| Online Access: | http://spectrum.library.concordia.ca/976773/1/NR67375.pdf Tao, Ye <http://spectrum.library.concordia.ca/view/creators/Tao=3AYe=3A=3A.html> (2009) Essays on time series econometrics and health economics. PhD thesis, Concordia University. |