Sökning: "Nikolay Angelov"

Hittade 2 avhandlingar innehållade orden Nikolay Angelov.

1. 1. Structural Breaks in Iron-Ore Prices: The Impact of the 1973 Oil Crisis

   Författare :Nikolay Angelov; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Sammanfattning : .... LÄS MER

3. 2. Essays on Unit-Root Testing and on Discrete-Response Modelling of Firm Mergers

   Författare :Nikolay Angelov; Per Johansson; Steinar Strøm; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; unit root; structural break; LR test; stationary alternative; matching; firm mergers; discrete choice; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

   Sammanfattning : Essay 1 investigates the time-series properties of the price of iron ore. The focus is on unit-root testing in the presence of a structural break. Unit-root tests with or without structural breaks are applied to historical prices of five different qualities of Swedish and Brazilian iron ore. Tests with exogenous or endogenous breaks are analyzed. LÄS MER