Generic consistency of the break-point estimators under specification errors in a multiple-break model.

• Other Authors: Wang, Xin.
• Format: Others
• Language: English; Chinese
• Published: 2004
• Subjects: Error analysis (Mathematics); Economics > Mathematical models; Econometrics
• Online Access: http://library.cuhk.edu.hk/record=b5892027; http://repository.lib.cuhk.edu.hk/en/item/cuhk-324702

Wang Xin. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 61-63). === Abstracts in English and Chinese. === Chapter Chapter 1 --- Introduction and Literature Review --- p.1 === Chapter 1.1 --- Introduction --- p.1 === Chapter 1.2 --- The Objective --- p.2 === Chapter 1.3 --- Literature Review --- p.3 === Chapter Chapter 2 --- The Model --- p.7 === Chapter Chapter 3 --- The Consistent Estimation of Chang-Point --- p.11 === Chapter 3.1 --- The Consistency of ιT --- p.11 === Chapter 3.2 --- The Case of Single Regressor --- p.15 === Chapter Chapter 4 --- The SupWald Test and Sample-Splitting Method --- p.20 === Chapter 4.1 --- The SupWald Test --- p.20 === Chapter 4.2 --- " The Distribution of WT (ι,0,1)" --- p.23 === Chapter 4.3 --- The Sample-Splitting Method --- p.25 === Chapter Chapter 5 --- Experimental Results --- p.27 === Chapter Chapter 6 --- Empirical Example --- p.41 === Chapter Chapter 7 --- Conclusion --- p.44 === Appendix --- p.46 === References --- p.61