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Essays on alternative methods of identification and estimation of vector autoregressive moving average models

thesis
posted on 29.06.2021, 11:16 by George Athanasopoulos
This thesis was scanned from the print manuscript for digital preservation and is copyright the author. Researchers can access this thesis by asking their local university, institution or public library to make a request on their behalf. Monash staff and postgraduate students can use the link in the References field. Winner of the Mollie Holman Doctoral Medal for Excellence

History

Campus location

Australia

Year of Award

2005

Department, School or Centre

Department of Econometrics and Business Statistics

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Faculty

Faculty of Business and Economics

File Name

Athanasopoulos-33168026628079