Sökning: "GMM estimation"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden GMM estimation.

1. 1. Essays on Performance and Growth in Swedish Banking

   Författare :Pål Sjöberg; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Swedish banking; degree of competition; Lerner indexes; entry barriers; contestability; commercial banks; savings banks; branch banks; unit banks; GMM estimation; dynamic panel data model; firm growth; Gibrat’s law of proportionate effect; technological change; local banking markets; entry thresholds; ordered probit model; Poisson model.;

   Sammanfattning : This thesis deals with performance and growth in the Swedish banking sector, in an era following important changes such as the globalisation of financial markets, the harmonisation of legislation (e.g. the EU banking directives) and the implementation of new technology, such as Internet banking and other electronic delivery channels. LÄS MER

3. 2. Two Essays on Performance and Growth in Swedish Banking

   Författare :Pål Sjöberg; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Swedish banking; conduct parameter; mark-up donw s; deregulation; consolidation; branch banks; unit banks; commercial banks; savings banks; non-linear seemingly unrelated estimation; GMM system estimation; Gibrat s law; ;

   Sammanfattning : .... LÄS MER

4. 3. Statistical methods in medical image estimation and sparse signal recovery

   Författare :Fekadu Lemessa Bayisa; Jun Yu; Ottmar Cronie; Henning Omre; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Computed tomography; magnetic resonance imaging; Gaussian mixture model; skew-Gaussian mixture model; hidden Markov random field; hidden Markov model; supervised statistical learning; synthetic CT images; pseudo-CT images; spike and slab prior; adaptive algorithm;

   Sammanfattning : This thesis presents work on methods for the estimation of computed tomography (CT) images from magnetic resonance (MR) images for a number of diagnostic and therapeutic workflows. The study also demonstrates sparse signal recovery method, which is an intermediate method for magnetic resonance image reconstruction. LÄS MER

5. 4. A Factor Analytical Approach to Dynamic Panel Data Models

   Författare :Milda Norkute; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

   Sammanfattning : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". LÄS MER

7. 5. Essays on Incomplete Information in Financial Markets

   Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

   Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER