The asymptotic theory of the gauge of the step-indicator saturation estimator and its application to study the effect of deindustrialisation on real rates
<p>This thesis is about Step-indicator Saturation, an algorithm that identifies and models location shifts which are changes in the intercept of time series regression models. It contributes both to the asymptotic theory as well as applications of the algorithm. On theory, we develop asymp...
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| Format: | Thesis |
| Language: | English |
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2018
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