Essays about: "Anastasios Pantelis"

Found 1 essay containing the words Anastasios Pantelis.

  1. 1. Testing for unit roots in the presence of structural change IRAN – GREECE CPI case

    University essay from Lunds universitet/Statistiska institutionen

    Author : Anastasios Pantelis; Maryam Zehtabchi; [2008]
    Keywords : Unit Root; Structural breaks; Dickey-Fuller tests; Chow’s breakpoint test.; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

    Abstract : In this thesis we consider different tests for unit roots in the presence of structural change. We present the theory that lies behind unit roots, what we mean by structural change and try to detect the instances that “breaks” occur in the data. READ MORE