Sökning: "Jimmy Skoglund"

Hittade 1 avhandling innehållade orden Jimmy Skoglund.

1. 1. Essays on random effects models and GARCH

   Författare :Jimmy Skoglund; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of four essays, three in the field of random effects models and one in the field of GARCH. The first essay in this thesis, ''Maximum likelihood based inference in the two-way random effects model with serially correlated time effects'', considers maximum likelihood estimation and inference in the two-way random effects model with serial correlation. LÄS MER