Sökning: "Model misspecification"

Visar resultat 11 - 15 av 32 avhandlingar innehållade orden Model misspecification.

  1. 11. Quantitative New Keynesian Macroeconomics and Monetary Policy

    Författare :Peter Welz; Nils Gottfries; Annika Alexius; Paul Söderlind; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; New Keynesian Economics; Monetary Policy; Bayesian Econometrics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. LÄS MER

  3. 12. Integrated Modeling of Glucose and Insulin Regulation Following Provocation Experiments

    Författare :Hanna Silber; Mats O. Karlsson; Nicolas Frey; Willem De Winter; Uppsala universitet; []
    Nyckelord :Farmakokinetik och läkemedelsterapi; Pharmacokinetics and Drug Therapy;

    Sammanfattning : Blood glucose is controlled by a complex system of insulin and other hormones to assure a constant supply of glucose to the tissues. Type 2 diabetes is a metabolic disorder which is characterized by progressively worsening glycemic control due to a relative deficiency of insulin secretion and a decreased response to insulin. LÄS MER

  4. 13. Essays in real estate finance

    Författare :Eric Clapham; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. LÄS MER

  5. 14. Four Essays on Building Conditional Correlation GARCH Models

    Författare :Tomoaki Nakatani; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four research papers. The main focus is on building the multivariate Conditional Correlation (CC-) GARCH models. In particular, emphasis lies on considering an extension of CC-GARCH models that allow for interactions or causality in conditional variances. LÄS MER

  7. 15. Generalised linear models with clustered data

    Författare :Henrik Holmberg; Göran Broström; Kenneth Carling; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : In situations where a large data set is partitioned into many relativelysmall clusters, and where the members within a cluster have some common unmeasured characteristics, the number of parameters requiring estimation tends to increase with sample size if a fixed effects model is applied. This fact causes the assumptions underlying asymptotic results to be violated. LÄS MER