Search for dissertations about: "Dao Li"

Found 1 swedish dissertation containing the words Dao Li.

  1. 1. Common Features in Vector Nonlinear Time Series Models

    Author : Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Högskolan Dalarna; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Nonlinearity; Time series; Econometrics; Smooth transition; Common features; Cointegration; Forecasting; Residual-based; PPP.; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik;

    Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area.Both stationary and nonstationary time series are concerned. READ MORE