Search for dissertations about: "Cointegration"
Showing result 21 - 25 of 52 swedish dissertations containing the word Cointegration.
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21. On the use of wavelets in unit root and cointegration tests
Abstract : This thesis consists of four essays linked with the use of wavelet methodologies in unit root testing and in the estimation of the cointegrating parameters of bivariate models.In papers I and II, we examine the performance of some existing unit root tests in the presence of error distortions. READ MORE
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22. Testing for Cointegration in Misspecified Systems - A Monte Carlo Study of Size Distortions
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23. Dynamics of the Inflationary Process in Kenya
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24. Bootstrap inference in time series econometrics
Abstract : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. READ MORE
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25. Aspects of Macroeconomic Saving
Abstract : This thesis deals with various aspects of macroeconomic saving. It consists of an introduction and four self-contained papers. Paper I, "From closed to open door policy: An empirical study of China's international capital mobility, 1958-98," is an empirical application of the open economy permanent income hypothesis (PIH). READ MORE