Browsing Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής by Subject / Keyword "Econometrics -- Asymptotic theory"
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Asymptotic expansions of econometric estimators in time series models
(2012-05-23)Techniques for approximating probability distributions like the Edgeworth expansion have a long history in time series models. The purpose of this thesis is to give a detailed study of the asymptotic properties of the ...