Panel time series analysis : some theory and applications
This thesis offers some theoretical contributions to the literature on large heterogeneous panel data models. It also demonstrates their practical use in empirical research, in the field of housing in macroeconomics, and for the analysis of the determinants of sovereign credit spreads. The first cha...
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Birkbeck (University of London)
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.720686 |