Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/242931
Title: Essays on Inference in Weakly Identified Models in Macroeconomics and Finance
Authors: Jun Ma
Year: 2007
Abstract: This dissertation is concerned with the implications of weak identification inmacroeconomics and finance: the risks of making spurious inferences, strategies for validinference, and their economic implications. In the first essay I show that the standardestimation and t-test in the GARCH(1,l) model are spurious when the GARCH effect is
URI: http://localhost/handle/Hannan/242931
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL100369.pdf3.75 MBAdobe PDF
Title: Essays on Inference in Weakly Identified Models in Macroeconomics and Finance
Authors: Jun Ma
Year: 2007
Abstract: This dissertation is concerned with the implications of weak identification inmacroeconomics and finance: the risks of making spurious inferences, strategies for validinference, and their economic implications. In the first essay I show that the standardestimation and t-test in the GARCH(1,l) model are spurious when the GARCH effect is
URI: http://localhost/handle/Hannan/242931
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL100369.pdf3.75 MBAdobe PDF
Title: Essays on Inference in Weakly Identified Models in Macroeconomics and Finance
Authors: Jun Ma
Year: 2007
Abstract: This dissertation is concerned with the implications of weak identification inmacroeconomics and finance: the risks of making spurious inferences, strategies for validinference, and their economic implications. In the first essay I show that the standardestimation and t-test in the GARCH(1,l) model are spurious when the GARCH effect is
URI: http://localhost/handle/Hannan/242931
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL100369.pdf3.75 MBAdobe PDF