Three Essays in Applied Time Series Econometrics

This dissertation is comprised of four chapters. Chapter 1 provides an introduction to<br />Economic application of time series analysis and discusses the topics covered in each of the following chapters along with some main results therein. <br />    In Chapter 2, I construct a measure...

Full description

Bibliographic Details
Main Author: Rakshit, Atanu
Other Authors: Economics, Science
Format: Others
Published: Virginia Tech 2015
Subjects:
VAR
Online Access:http://hdl.handle.net/10919/51233