Sökning: "econometrics"

Visar resultat 1 - 5 av 154 avhandlingar innehållade ordet econometrics.

  1. 1. Applications of Bayesian Econometrics to Financial Economics

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Christoffer Bengtsson; Lunds universitet.; Lund University.; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : Popular Abstract in Swedish Denna doktorsavhandling består av fyra fristående artiklar. Artiklarna har det gemensamt att de alla använder Bayesiansk ekonometri, i kombination med s.k. Markov chain Monte Carlo (MCMC) metoder, för att studera olika problem inom finansiell ekonomi. LÄS MER

  2. 2. Common features in vector nonlinear time series models

    Detta är en avhandling från Örebro : Örebro universitet

    Författare :Dao Li; Högskolan Dalarna.; Örebro universitet.; [2013]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Komplexa system - mikrodataanalys; Nonlinearity; Time series; Econometrics; Smooth transition; Common features; Cointegration; Forecasting; Residual-based; PPP.; Statistik; Statistics; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp;

    Sammanfattning : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. LÄS MER

  3. 3. On specification and inference in the econometrics of public procurement

    Detta är en avhandling från Umeå : Umeå universitet

    Författare :David Sundström; Umeå universitet.; [2016]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; auctions; dependent variable transformation model; green public procurement; indirect inference; instrumental variable; latent variable; log-generalized gamma distribution; maximum likelihood; measurement error; non-linear least squares; objective effectiveness; orthogonal polynomial regression; prediction; simulation estimation; structural estimation; nationalekonomi; Economics; Econometrics; ekonometri;

    Sammanfattning : In Paper [I] we use data on Swedish public procurement auctions for internal regularcleaning service contracts to provide novel empirical evidence regarding green publicprocurement (GPP) and its effect on the potential suppliers’ decision to submit a bid andtheir probability of being qualified for supplier selection. We find only a weak effect onsupplier behavior which suggests that GPP does not live up to its political expectations. LÄS MER

  4. 4. On Risk Prediction

    Detta är en avhandling från Umeå : Umeå universitet

    Författare :Carl Lönnbark; Umeå universitet.; [2009]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; SOCIAL SCIENCES Business and economics Economics Econometrics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi Ekonometri; Econometrics; ekonometri;

    Sammanfattning : This thesis comprises four papers concerning risk prediction.Paper [I] suggests a nonlinear and multivariate time series modelframework that enables the study of simultaneity in returns and involatilities, as well as asymmetric effects arising from shocks. LÄS MER

  5. 5. Five contributions to econometric theory and the econometrics of ultra-high-frequency data

    Detta är en avhandling från Stockholm : Economic Research Institute, Stockholm School of Economics (EFI)

    Författare :Mika Meitz; Handelshögskolan i Stockholm.; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial econometrics; Econometric theory; Ultra-high-frequency data; Durations; Misspecification testing; Marked point processes; Geometric ergodicity; Strict stationariaty; Time series; Markov chain; SOCIAL SCIENCES Business and economics Economics Econometrics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi Ekonometri;

    Sammanfattning : .... LÄS MER