Identifying hidden boundaries within economic data in the time and space domains
This thesis presents methodological contributions to the modeling of regimes in the time or space domain of economic data by introducing a number of algorithms from engineering applications and substantially modifying them so that can be used in economic applications. The objective is twofold: to es...
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Format: | Others |
Language: | en |
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McGill University
2009
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Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=115616 |