Robust methods in univariate time series models

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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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Bibliographic Details
Main Author:	Whitehouse, Emily J.
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	Time-series analysis Probabilities
Online Access:	https://eprints.nottingham.ac.uk/41868/

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