Robust tests for time series econometrics
The first chapter of this thesis gives a general discussion of the issues experienced when standard tests are applied to an economic time series when either or both of the order of integration of a series or the distribution driving the innovation sequence is unknown. In the second chapter a new pro...
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University of Nottingham
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.605992 |