Sökning: "Golam B. M. Kibria"

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  1. 1. Essays on statistical testing using Wavelet methodologies

    Författare :Yushu Li; Ghazi Shukur; Håkan Locking; Golam B. M. Kibria; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of five essays on the application of wavelet methodology to different tests in time series analysis. Essay I proposes a nonlinear Dickey-Fuller F test for unit roots against the first order Logistic Smooth Transition Autoregressive LSTAR (1) model. LÄS MER