Three Essays in Time Series Econometrics

Wang, Bo. “Three Essays in Time Series Econometrics”, Boston College, 2020. http://hdl.handle.net/2345/bc-ir:109011.
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Abstract

The first two chapters study the copula Markov model combined with nonstationarity. The last chapter proposes a new structural break test with good size and power.

Title
Three Essays in Time Series Econometrics
Author
Wang, Bo
School
Arts and Sciences
Discipline
Economics
Publisher
Boston College
Date Issued
2020
Genre
thesis
Degree Level
Doctoral
Degree Name
PhD
Thesis Advisor
Xiao, Zhijie
Persistent Link
http://hdl.handle.net/2345/bc-ir:109011
Use Restrictions
Copyright is held by the author, with all rights reserved, unless otherwise noted.
Subject
Markov processes
Econometrics
Copula models
Scholarly Profile
Bo Wang's ORCID:  https://orcid.org/0000-0001-5545-7786

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