Fully modified least squares estimation and vector autoregression of models with seasonally integrated processes.
by Gilbert Chiu-sing Lui. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. === Includes bibliographical references (leaves 112-117). === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- Models and Assumptions --- p.4 === Chapter 3. --- Asymptotics of FM-SEA Estimators --- p.15 =...
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| Format: | Others |
| Language: | English |
| Published: |
1997
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| Online Access: | http://library.cuhk.edu.hk/record=b5889213 http://repository.lib.cuhk.edu.hk/en/item/cuhk-321901 |