Search for dissertations about: "Cross-Sectional Dependence"
Showing result 1 - 5 of 38 swedish dissertations containing the words Cross-Sectional Dependence.
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1. Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data
Abstract : In the first essay of this thesis, we examine whether the effects of fiscal expansions and contractions exert a symmetric influence on the relationship between fiscal policy and private consumption. Our results indicate a considerable asymmetry across fiscal expansions and contractions. READ MORE
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2. Testing Homogeneity and Unit Root Restrictions in Panels
Abstract : This thesis is divided into two distinct parts. The first part contains three chapters, co-authored with Joakim Westerlund, that deal with the analysis of unit root testing, and the second part consists of two chapters on slope homogeneity testing. READ MORE
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3. Essays on Panel Cointegration
Abstract : 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. READ MORE
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4. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
Abstract : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. READ MORE
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5. Forest Dependence in Developing Countries : Analysis of household perceptions, energy, and food security in Tanzania
Abstract : This thesis explores forest dependence in developing countries by examining households’ perceptions about their forest use and dependence, energy choices and the links between forests and food security in a case study of Tanzania. Paper (I) reviews selected economic literature related to the role of household heterogeneities on forest dependence and on energy choices. READ MORE