HYPOTHESIS TESTING IN FINITE SAMPLES WITH TIME DEPENDENT DATA: APPLICATIONS IN BANKING
This thesis is concerned with hypothesis testing in models where data exhibits time dependence. The focus is on two cases where the dependence of observations across time leads to non-standard hypothesis testing techniques. This thesis first considers models estimated by Generalized Method of Momen...
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| Format: | Others |
| Language: | en en |
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2007
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| Online Access: | http://hdl.handle.net/1974/709 |