Sökning: "Econometric systems"

Visar resultat 1 - 5 av 25 avhandlingar innehållade orden Econometric systems.

1. 1. On estimation in econometric systems in the presence of time-varying parameters

   Författare :Kurt Brännäs; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometric systems; time-varying parameters; Kalman filtering; stochastic regressors; unknown transition matrix; robustness; simulation;

   Sammanfattning : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. LÄS MER

3. 2. Essays on Econometric Theory

   Författare :Peter Jochumzen; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; measure of fit; unemployment insurance; non proportionality; stochastic frontier production function; diffusion of technology; Duration analysis; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : This dissertation contains a variety of contributions to econometric theory. Broadly speaking, econometrics may be categorized depending on what type of data is being analyzed, the two main categories being time series data and cross sectional data. A third category is panel data, combining cross sectional data observed over time. LÄS MER

4. 3. Costs in Swedish Public Transport : An analysis of cost drivers and cost efficiency in public transport contracts

   Författare :Andreas Vigren; Svante Mandell; Johan Holmgren; Statens väg- och transportforskningsinstitut; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Cost; Increase; Efficiency; Contract; Procurement; Public transport; 02 Road: Economics; 02 Road: Economics; Transportvetenskap;

   Sammanfattning : During the last seven years, the total cost for Swedish public transport provision has increased by over 30 percent in real terms according to figures from the government agency Transport Analysis. A similar pattern is found if considering a longer time span. LÄS MER

5. 4. Some aspects of statistical inference in systems of equations

   Författare :Ghazi Shukur; Statistiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; small sample properties.; misspecification; system of equations; dynamic specification; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : The objective of this thesis is to develop a strategy for statistical/econometric inferences applicable to systemwise testing of econometric models. A common deficiency in many applied econometric studies is the absence of statistical diagnostic testing. LÄS MER

7. 5. Stated preference methods and empirical analyses of equity in health economics

   Författare :Peter Martinsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; contingent valuation; equity.; concentration index; Choice experiments; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : This dissertation considers two different aspects of health economics; (i) stated preference methods and (ii) empirical analyses of equity. The first essay deals with the issue of the choice of econometric models when analysing data from a closed-ended contingent valuation survey in health economics. LÄS MER