Sökning: "error teori"

Visar resultat 11 - 15 av 24 avhandlingar innehållade orden error teori.

  1. 11. Essays on Empirical Macroeconomics

    Författare :Martin W Johansson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; structural breaks.; output volatility; threshold autoregression; fiscal policy; real exchange rates; Aggregate consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : The first essay reexamines the proposed presence of so-called loss aversion in aggregate consumption. Recent empirical and theoretical studies have suggested, that consumption growth reacts asymmetrically to positive and negative expected income growth. LÄS MER

  3. 12. Portfolio Selection and the Analysis of Risk and Time Diversification

    Författare :Mattias Persson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

  4. 13. Essays on Panel Cointegration

    Författare :Joakim Westerlund; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Cross-Sectional Dependence; Common factor restriction; Feldstein-Horioka Puzzle; Fisher Hypothesis; economic policy; economic theory; economic systems; Economics; econometrics; Structural Break.; Sieve Bootstrap; Information Criteria; Residual-Based Cointegration Test; Panel Cointegration; Monte Carlo Simulation; Model Selection; International R D Spillovers; International Health Care Expenditures;

    Sammanfattning : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. LÄS MER

  5. 14. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

  7. 15. Representation of Quantum Algorithms with Symbolic Language and Simulation on Classical Computer

    Författare :Peter Nyman; Andrei khrennikov; Paul Fischer; Växjö universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Deutsch-Josza algorithm; Grover s algorithm; Quantum computing; Quantum error-correcting; Shor s algorithm; Simon s algorithm; Simulation of quantum algorithms; Deutsch-Josza algoritm; Grovers algoritm; Kvantdatorer; kvantmekanisk felrättande kod; Shors algoritm; Simons algoritm; Simulering av kvantdatorer; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    Sammanfattning : Utvecklandet av kvantdatorn är ett ytterst lovande projekt som kombinerar teoretisk och experimental kvantfysik, matematik, teori om kvantinformation och datalogi. Under första steget i utvecklandet av kvantdatorn låg huvudintresset på att skapa några algoritmer med framtida tillämpningar, klargöra grundläggande frågor och utveckla en experimentell teknologi för en leksakskvantdator som verkar på några kvantbitar. LÄS MER