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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Bibliographic Details
Main Author: 欉清全
Other Authors: 汪義育
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/82035930652626970709