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Three essays on estimation and testing of nonparametric models.

Bibliographic Details
Main Author: Ma, Guangyi
Other Authors: Xu, Ke-Li (Thesis advisor)
Format: Thesis eBook
Language:English
Published: [College Station, Tex.] : [Texas A&M University], [2012]
Subjects:
Major Economics.
CUSUM of squares test
Structural change
Empirical likelihood
Option pricing
Functional-coefficient cointegration
Volatility break.
Nonparametric alternative
Time-varying coefficient model
Constrained nonparametric regression
State-price density
Purchasing power parity
Derivative estimation
Online Access:Link to OAK Trust copy

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Link to OAK Trust copy

Available Online

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Call Number: 2012 Dissertation 1969.1/ETD-TAMU-2012-08-11768
 
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2012 Dissertation 1969.1/ETD-TAMU-2012-08-11768 Available