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Econometric inference in models with nonstationary time series
Michalis P. Stamatogiannis
Department of Economics
Research output
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Thesis
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Doctoral Thesis
Overview
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Dive into the research topics of 'Econometric inference in models with nonstationary time series'. Together they form a unique fingerprint.
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Mathematics
Asymptotics
33%
Correlation Structure
66%
Critical Region
33%
Distribution Theory
33%
Information Criterion
33%
Mean Square Error
66%
Minimizes
33%
Moving Average Process
33%
Nuisance Parameter
66%
Optimality Criterion
33%
Orthogonal Latin Square
100%
Regression Coefficient
33%
Regressors
33%
Response Surface
33%
Test Statistic
66%
Time Series
100%
Time Series Analysis
100%
Unit Root Test
33%
Variance
66%
Vector Autoregressive Model
33%
Economics, Econometrics and Finance
Asset Pricing
50%
Capital Market Returns
100%
Predictive Regression
50%
Smoothing Technique
50%
Time Series
100%
Unit Root
100%