Search for dissertations about: "VECM"
Found 2 swedish dissertations containing the word VECM.
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1. Empirical Essays on Housing Allowance, Housing Wealth, and Aggregate Consumption
Abstract : This dissertation consists of four self-contained essays.Essay I (with Cecilia Enström Öst) investigates whether housing allowance affects recipients’ tenure choice in Sweden. READ MORE
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2. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
Abstract : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. READ MORE
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