Search for dissertations about: "common factor models"

Showing result 1 - 5 of 233 swedish dissertations containing the words common factor models.

2. 1. Variational Inference of Dynamic Factor Models

   Author : Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

   Abstract : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. READ MORE

4. 2. Likelihood-Based Panel Unit Root Tests for Factor Models

   Author : Xingwu Zhou; Johan Lyhagen; Joakim Westerlund; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

   Abstract : 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. READ MORE

5. 3. Estimation and Testing in Panel Data with Cross-Section Dependence

   Author : Simon Reese; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models;

   Abstract : This thesis makes a contribution the econometrics of panel data with cross-section dependence (CSD). It consists of five self-contained papers. READ MORE

6. 4. 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

7. 5. Statistical models of TF/DNA interaction

   Author : Aymeric Fouquier d'Herouel; Erik Aurell; Otto Berg; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; gene expression; regulation; transcription factor; binding motif; matrix representations; gibbs sampling; binding affinity; non-specific binding; Biological physics; Biologisk fysik;

   Abstract : Gene expression is regulated in response to metabolic necessities and environmental changes throughout the life of a cell. A major part of this regulation is governed at the level of transcription, deciding whether messengers to specific genes are produced or not. READ MORE