Search for dissertations about: "Panel Data econometrics"

Showing result 1 - 5 of 21 swedish dissertations containing the words Panel Data econometrics.

  2. 1. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

    Author : Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

    Abstract : 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. READ MORE

  4. 2. Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data

    Author : Kristian Jönsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; economic systems; economic theory; econometrics; Economics; Cross-Sectional Dependence; Output Convergence; Unit Root; Stationarity; Panel Data; Government Consumption; Non-Keynesian Effects; Private Consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; Fiscal Policy;

    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

  5. 3. Essays on Panel Cointegration

    Author : Joakim Westerlund; Nationalekonomiska institutionen; []
    Keywords : 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;

    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

  6. 4. Essays on Panel Data with Multidimensional Unobserved Heterogeneity

    Author : Yana Petrova; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Factor-Augmented Panel Regression; Interactive Effects; Unknown Factors; CCE Estimation; Principal Components;

    Abstract : This thesis contributes to econometric methodology in terms of estimation and inference in static panel data models with unobserved multidimensional heterogeneity. When not properly accounted for, unobserved heterogeneity may introduce bias into the parameter estimates associated with covariates of interest, such as treatment indicators or determinants of macroeconomic indicators. READ MORE

  7. 5. Essays on Social Capital, Health and Socioeconomic Inequalities in Health A Health Economic Study

    Author : Kamrul Islam; Socialepidemiologi; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; economic systems; economic theory; Economics; econometrics; Samhällsvetenskaper; Social sciences; epidemiologi; Folkhälsa; epidemiology; Public health; Sweden; Panel data fixed-effect model; Decomposition analysis; Concentration index; Socioeconomic health inequality; Population aging; Survival analysis; Extended Cox model; Multilevel analysis; Unbalanced panel data; Externalities; Crime rates; Election participation rates; Community social capital; Municipality-level social capital; Systematic review; Egalitarianism; Determinants of health; Mortality; Health-related quality of life; Health; Keywords; Social capital; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : The thesis comprises four independent research papers and a summary that focus on two related dimensions. The first dimension focuses on the understanding of the production of health. Particularly, the question is asked whether community's stock of social capital influence individual's health. READ MORE