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...

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Bibliographic Details
Main Author: Che, Hu
Language:en-US
Published: 2011
Online Access:http://hdl.handle.net/10125/20520

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