Robust methods in univariate time series models
The size and power properties of a hypothesis test typically depend on a series of factors which are unobservable in practice. A branch of the econometric literature therefore considers robust testing methodologies that achieve good size-control and competitive power across a range of differing circ...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2017
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| Online Access: | https://eprints.nottingham.ac.uk/41868/ |