Second-order least squares estimation in dynamic regression models
In this dissertation we proposed two generalizations of the Second-Order Least Squares (SLS) approach in two popular dynamic econometrics models. The first one is the regression model with time varying nonlinear mean function and autoregressive conditionally heteroskedastic (ARCH) disturbances. The...
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2014
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| Online Access: | http://hdl.handle.net/1993/23512 |