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Garch-based identification of endogenous regressors

The first chapter presents new methods for identifying the structural parameters of linear triangular systems, simultaneous systems, and structural vector autoregressions. The second chapter presents a new method for identifying an endogenous regressor in linear models of time series data. / Thesis (PhD) — Boston College, 2006. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Economics.

Identiferoai:union.ndltd.org:BOSTON/oai:dlib.bc.edu:bc-ir_101818
Date January 2006
CreatorsProno, Todd Andrew
PublisherBoston College
Source SetsBoston College
LanguageEnglish
Detected LanguageEnglish
TypeText, thesis
Formatelectronic, application/pdf
RightsCopyright is held by the author, with all rights reserved, unless otherwise noted.

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