Sökning: "dynamic panel data"

Visar resultat 16 - 20 av 57 avhandlingar innehållade orden dynamic panel data.

1. 16. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

   Författare :Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

   Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. LÄS MER

3. 17. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

   Författare :Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
   Nyckelord :panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

   Sammanfattning : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. LÄS MER

4. 18. Dynamic Train-Turnout Interaction – Mathematical Modelling, Numerical Simulation and Field Testing

   Författare :Elias Kassa; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; contact forces; Karhunen–Loève expansion; dynamic train–turnout interaction; field test; wheel–rail contact geometry; stochastic analysis; switches and crossings; SRA - Transport;

   Sammanfattning : Two models for simulation of dynamic interaction between train and turnout are developed. The first one is derived using a commercial software for dynamics of multi-body systems. LÄS MER

5. 19. Economic policy in health care : Sickness absence and pharmaceutical costs

   Författare :David Granlund; Magnus Wikström; Niklas Rudholm; Åke G Blomquist; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; vertical fiscal externalities; sickness absence; sickness benefits; health care expenditure; fixed budgets; pharmaceuticals; cost containment; dynamic panel data models; endogeneity; propensity score matching; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of a summary and four papers. The first two concerns health care and sickness absence, and the last two pharmaceutical costs and prices. Paper [I] presents an economic federation model which resembles the situation in, for example, Sweden. LÄS MER

7. 20. 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