Now showing items 1-2 of 2

    • Improving inference in integration and cointegration tests 

      Eroğlu, Burak Alparslan (Bilkent University, 2016-05)
      In this thesis, I address three di erent problems in unit root and cointegration models and I propose new methods to improve inference in testing procedures for these models. Two of these problems are related to unit ...
    • Regulated fractionally integrated processes 

      Trokic, M. (Wiley-Blackwell Publishing Ltd., 2013)
      Regulated (bounded) integrated time series are of significant practical importance and a recent development in the time series literature. Although regulated integrated series are characterized by asymptotic distributions ...