Sökning: "common factor models"
Visar resultat 1 - 5 av 238 avhandlingar innehållade orden common factor models.
1. Variational Inference of Dynamic Factor Models
Sammanfattning : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. LÄS MER
2. Likelihood-Based Panel Unit Root Tests for Factor Models
Sammanfattning : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. LÄS MER
3. Estimation and Testing in Panel Data with Cross-Section Dependence
Sammanfattning : This thesis makes a contribution the econometrics of panel data with cross-section dependence (CSD). It consists of five self-contained papers. LÄS MER
4. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference
Sammanfattning : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. LÄS MER
5. Statistical models of TF/DNA interaction
Sammanfattning : Gene expression is regulated in response to metabolic necessities and environmental changes throughout the life of a cell. A major part of this regulation is governed at the level of transcription, deciding whether messengers to specific genes are produced or not. LÄS MER