Whittle estimation of multivariate exponential volatility models
The aim of this thesis is to offer some insights into two topics of some interest for time-series econometric research. The first chapter derives the rates of convergence and the asymptotic normality of the pooled OLS estimators for linear regression panel models with mixed stationary and non-statio...
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London School of Economics and Political Science (University of London)
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.666775 |