Three essays in econometrics
Thesis (Ph.D.)--University of Hawaii at Manoa, 2008. === Essay three introduces the nested AR(1) model which synthesizes two types of specifications of the residual term, the first-order autocorrelation and the adaptive regression model. The nested AR(1) model introduced in this essay has never been...
| Main Author: | |
|---|---|
| Language: | en-US |
| Published: |
2011
|
| Online Access: | http://hdl.handle.net/10125/20520 |