非恆定資料下統計推論之穩健性與改善
博士 === 國立政治大學 === 國際貿易學系 === 88 === This dissertation analyses asymptotic properties of test statistics when the data generating process is nonstationary.And proposes a test procedure to improve size distortions of the tests.This dissertation includes three articles. The first article inv...
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Format: | Others |
Language: | zh-TW |
Published: |
2000
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Online Access: | http://ndltd.ncl.edu.tw/handle/82035930652626970709 |