Browsing by Subject "structural change"
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(2016-03-02)High dimensional factor models have drawn attention in both empirical and theoretical studies. Correctly specifying the number of factors (r) is a fundamental issue for the application of factor models. We develop an ...
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(2012-10-19)In this dissertation, I focus on the development and application of nonparametric methods in econometrics. First, a constrained nonparametric regression method is developed to estimate a function and its derivatives subject ...