Search for dissertations about: "econometrics dissertations"

Showing result 1 - 5 of 10 swedish dissertations containing the words econometrics dissertations.

2. 1. Essays on Time Series Analysis : With Applications to Financial Econometrics

   Author : Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

   Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE

4. 2. Essays on trade and environment

   Author : Mark Sanctuary; Rikard Forslid; Josh Ederington; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International trade; environment; border carbon adjustments; climate change policy; discreet choice; labelling; econometrics; Economics; nationalekonomi;

   Abstract : The thesis comprises four essays examining aspects of international trade and environment."Border carbon adjustments (BCAs) and Strategic Climate Policy" examines how BCA affects government incentives to regulate emissions and trade in a strategic setting and contrasts the impact of a BCA and a tariff: the distinction being that the level of the BCA is a function of the difference in the trade partner's emission taxes whereas the tariff is not. READ MORE

5. 3. On the use of wavelets in unit root and cointegration tests

   Author : Abdul Aziz Ali; Ghazi Shukur; Johan Lyhagen; Linnéuniversitetet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Unit roots; Wavelets; Statistics Econometrics; Statistik;

   Abstract : This thesis consists of four essays linked with the use of wavelet methodologies in unit root testing and in the estimation of the cointegrating parameters of bivariate models.In papers I and II, we examine the performance of some existing unit root tests in the presence of error distortions. READ MORE

6. 4. Quantifying Process Quality : The Role of Effective Organizational Learning in Software Evolution

   Author : Sebastian Hönel; Morgan Ericsson; Welf Löwe; Anna Wingkvist; Miroslaw Staron; Linnéuniversitetet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Software Size; Software Metrics; Commit Classification; Maintenance Activities; Software Quality; Process Quality; Project Management; Organizational Learning; Machine Learning; Visualization; Optimization; Software Technology; Programvaruteknik; Informations- och programvisualisering; Information and software visualization; Computer Science; Datavetenskap; Statistics Econometrics; Statistik;

   Abstract : Real-world software applications must constantly evolve to remain relevant. This evolution occurs when developing new applications or adapting existing ones to meet new requirements, make corrections, or incorporate future functionality. READ MORE

7. 5. Essays on Growth Econometrics and Endogenous Information

   Author : Tobias Heinrich; John Hassler; José Vicente Rodríguez Mora; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Distinguishability; Observational equivalence; Cointegration; Similarity-Based Expectation Formation; Case-Based Decision Theory; Information Gathering; Discrimination; Economics; Nationalekonomi; Economics; nationalekonomi;

   Abstract : On Testing the Relationship between Human Capital and Economic Growth This paper investigates existing methodologies for testing the so-called Nelson-Phelps approach versus the Lucas approach. The paper shows that one cannot distinguish between these approaches using the existing methodologies. READ MORE