Title page for etd-0517113-221255


[Back to Results | New Search]

URN etd-0517113-221255
Author Guan-chung ChuKe
Author's Email Address No Public.
Statistics This thesis had been viewed 5356 times. Download 843 times.
Department Economics
Year 2012
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title Examing the Stationarity of Inflation Rate among OECD countries with Multiple Test
Date of Defense 2013-06-11
Page Count 43
Keyword
  • family-wise error rate
  • bootstrap
  • unit root test
  • multiple model
  • panel unit root test
  • Abstract This paper employs a multiple testing technique to identify whether OECD countries’ inflation have a unit root. This multiple testing procedure controls the family-wise error rate at a desired level 0.05. Comparing to the Bonferroni’s multiple model and Holm’s multiple model, Romano and Wolf’s model is more powerful and it will reject more false hypotheses. This method also exploits the dependence structure between the countries with a bootstrap approach.
    Advisory Committee
  • Ming-Shann Tsai - chair
  • Hsiu-Hsin Ko - co-chair
  • Wu, Jyh-Lin - advisor
  • Files
  • etd-0517113-221255.pdf
  • indicate access worldwide
    Date of Submission 2013-06-18

    [Back to Results | New Search]


    Browse | Search All Available ETDs

    If you have more questions or technical problems, please contact eThesys