Finite sample properties of nonstationary truncated cointegration regression-A Monte Carlo study
碩士 === 國立臺北大學 === 經濟學系 === 95 === The main purpose of my thesis is to investigate the finite sample properties of nonstationary truncated cointegration regression. The issues we want to discuss are classified into two parts. First, we are interested in the cointegrated parameters under different est...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59134441621882743871 |