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1. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables
Sammanfattning : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. LÄS MER
2. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model
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
3. Fatigue limit, inclusion and finite lives - a statistical point of view
Sammanfattning : An important design property of steel is the fatigue limit, i.e. the load level where a specimen has infinite life. For the material it can also be defined an endurance limit, which is the stress level at which the specimen has a certain life. LÄS MER
4. Selection and ranking procedures based on likelihood ratios
Sammanfattning : This thesis deals with random-size subset selection and ranking procedures• • • )|(derived through likelihood ratios, mainly in terms of the P -approach.Let IT , . .. LÄS MER
5. 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