Three Essays in Econometrics
This dissertation contains both theoretical and applied econometric work. The applications are on finance and macroeconomics. Each chapter utilizes time series techniques to analyze dynamic characteristics of data. The first chapter is on composite likelihood (CL) estimation, which has gained a lot...
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| Language: | English |
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2017
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| Online Access: | https://doi.org/10.7916/D81G0ZJX |