Global ETD Search

Unobserved heterogeneity in economic models: testing and estimation

Gu, JiayingUniversity of Illinois at Urbana-Champaign2015

… models. The first two chapters discuss tests for parameter homogeneity against general alternatives. In the first chapter, I propose a unified framework for score tests of parameter homogeneity based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order …

uiuc Repository record for Unobserved heterogeneity in economic models: testing and estimation (opens in a new tab)

Time-varying copula models for financial time series

Mroz, MagdaUniversität Ulm

ulm-diss Repository record for Time-varying copula models for financial time series (opens in a new tab)